# EDGAR Filing Document

**Accession Number:** 0002042316
**File Stem:** 0000940400-25-010180
**Filing Date:** 2025-11
**Character Count:** 515018
**Document Hash:** 85075669f6f9cc2eca052e7f3638c100
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-010180.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000940400-25-010180

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Victory Portfolios IV
- **CENTRAL INDEX KEY:** 0002042316

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-24019
- **FILM NUMBER:** 251516248

**BUSINESS ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256
- **BUSINESS PHONE:** (210) 697-3624

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

## Series and Classes Contracts Data

### Victory Pioneer Multi-Asset Ultrashort Income Fund (Series ID: S000089770)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000256538 | Class Y      | MYFRX           |
| C000256539 | Class A      | MAFRX           |
| C000256540 | Class C      | MAUCX           |
| C000256541 | Class R6     | MAUKX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-24019

- **c. CIK number of Registrant:** 0002042316

- **d. LEI of Registrant:** 25490054DPU07WNNLY79

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

  - **Street Address 1:** 15935 LA CANTERA PARKWAY

  - **City:** SAN ANTONIO

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

  - **Telephone number:** 210-697-3624

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

- **a. Name of Series:** Victory Pioneer Multi-Asset Ultrashort Income Fund

- **b. EDGAR series identifier (if any):** S000089770

- **c. LEI of Series:** IC2ZQHJKYFJZRN7PPX71

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

- **a. Date of fiscal year-end:** 2026-03-31

- **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:** $8287334883.60

**Total Liabilities:** $228976143.05

**Net Assets:** $8058358740.55

**Delayed Delivery Securities:** $13335850.00

**Stand-by Commitments:** $135194703.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -24470.00000000 | **1-Year:** -215539.00000000 | **5-Year:** -597575.00000000 | **10-Year:** -38530.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -3367.00000000 | **1-Year:** -42126.00000000 | **5-Year:** -144447.00000000 | **10-Year:** 11990.00000000 | **30-Year:** 15695.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000256538 | 0.42%                | 0.52%                | 0.28%                |
| Class ID C000256539 | 0.41%                | 0.51%                | 0.16%                |
| Class ID C000256541 | 0.43%                | 0.53%                | 0.18%                |
| Class ID C000256540 | 0.38%                | 0.49%                | 0.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-373583.76              | $-333870.48                                |
| Month 2  | $678539.61               | $7890537.17                                |
| Month 3  | $-2138011.79             | $-14927964.24                              |

**Designated Index Information**

- **Index Name:** 20% ICE BofA US High Yield, 40% ICE BofA 0-1 Year US Corp, 40% ICE BofA AA-BBB Asset Backed

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                        | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Extended Stay America Trust                 | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6746208 | PA      | $6746208.08   | 0.08%             | 2038-07-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| AGL CLO 3 Ltd.                              | AGL CLO 3 LTD                                                                    | CUSIP: 00119MAL3<br>LEI: 549300LS0REDUXQSHW18 | Long             | ABS-CBDO         | CORP              | KY        |   3440625 | PA      | $3440982.83   | 0.04%             | 2038-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO XVII Ltd                                             | CUSIP: 08182BAU2<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |   8333333 | PA      | $8333125.01   | 0.10%             | 2037-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T              | Tricolor Auto Securitization Trust 2022-1                                        | CUSIP: 89616BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    986725 | PA      | $939792.80    | 0.01%             | 2027-08-16      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities               | Fortress Credit Opportunities IX CLO Ltd                                         | CUSIP: 34961JAY0<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |  12891000 | PA      | $12893836.02  | 0.16%             | 2033-10-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T              | Tricolor Auto Securitization Trust 2024-2                                        | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2218963 | PA      | $2131670.21   | 0.03%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2024-WCL1 MORTGAGE TRUST                                                    | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14000000 | PA      | $13960625.00  | 0.17%             | 2041-06-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R05                                     | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16905154 | PA      | $16926285.23  | 0.21%             | 2044-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31393RTT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53023 | PA      | $52857.06     | 0.00%             | 2033-06-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                    | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBF5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   9700000 | PA      | $9738994.00   | 0.12%             | 2026-03-09      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AAS79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9944 | PA      | $9880.19      | 0.00%             | 2041-05-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                        | Fannie Mae Whole Loan                                                            | CUSIP: 31395D7H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185966 | PA      | $184482.10    | 0.00%             | 2046-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION 0 10/25                        | ALIMENTATION 0 10/25                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  38000000 | PA      | $37986361.80  | 0.47%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                        | Fannie Mae Trust 2005-W4                                                         | CUSIP: 31394VQB9<br>LEI: 549300DT3ZN0G36OPC94 | Long             | ABS-MBS          | USGSE             | US        |     21190 | PA      | $21635.42     | 0.00%             | 2045-06-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                        | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12181995 | PA      | $12181154.77  | 0.15%             | 2036-11-16      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 US                    | AVOLON TLB BORROWER 1 US                                                         | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1201069 | PA      | $1203018.77   | 0.01%             | 2030-06-24      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31339WXS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68933 | PA      | $69594.28     | 0.00%             | 2032-03-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31397MXL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66383 | PA      | $67622.89     | 0.00%             | 2038-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                      | Tesla Auto Lease Trust 2023-B                                                    | CUSIP: 88167QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1813802 | PA      | $1816945.52   | 0.02%             | 2026-09-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0306A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18000000 | PA      | $15807621.06  | 0.20%             | 2055-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                        | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4263327.69   | 0.05%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                     | National Australia Bank Ltd                                                      | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   7430000 | PA      | $7456823.71   | 0.09%             | 2027-10-26      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Collateralized Loan Obligation Ltd                                  | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8070000 | PA      | $8080353.81   | 0.10%             | 2041-01-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BXP Trust 2017-CQHP                                                              | CUSIP: 12433QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7419120.00   | 0.09%             | 2034-11-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                              | Eli Lilly & Co                                                                   | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  20140000 | PA      | $20170512.10  | 0.25%             | 2028-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva              | Amur Equipment Finance Receivables XIV LLC                                       | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |   6010707 | PA      | $6088020.83   | 0.08%             | 2031-07-21      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31395WUZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8117 | PA      | $8106.34      | 0.00%             | 2035-08-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396XQM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100802 | PA      | $99572.29     | 0.00%             | 2037-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                 | Truist Bank                                                                      | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   5630000 | PA      | $5632128.48   | 0.07%             | 2028-07-24      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7097370.00   | 0.09%             | 2041-12-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2024-CES2                                              | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6634174 | PA      | $6702840.99   | 0.08%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Delta Funding Home Equity Loan              | Delta Funding Home Equity Loan Trust 1997-2                                      | CUSIP: 24763LBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        78 | PA      | $31.43        | 0.00%             | 2027-06-25      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                       | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16000000 | PA      | $16272217.12  | 0.20%             | 2055-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2025-SL1                                     | CUSIP: 362960AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9606048 | PA      | $9689216.03   | 0.12%             | 2067-11-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| HIGHLINE AFTERMARKET ACQ                    | HIGHLINE AFTERMARKET ACQUISITION LLC                                             | CUSIP: 43110HAF6<br>LEI: 254900Q5W6G5KG3GHJ04 | Long             | LON              | CORP              | US        |   1114683 | PA      | $1117469.41   | 0.01%             | 2030-02-19      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                   | HIH Trust 2024-61P                                                               | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10039736 | PA      | $10074247.61  | 0.13%             | 2041-10-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                  | FISERV INC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34962480.00  | 0.43%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Tr              | JP Morgan Seasoned Mortgage Trust 2014-1                                         | CUSIP: 46643VAG2<br>LEI: 549300PO5OQO1J76ZY81 | Long             | ABS-MBS          | CORP              | US        |    912106 | PA      | $904862.47    | 0.01%             | 2033-05-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES INC                   | MINERALS TECHNOLOGIES INC                                                        | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |   1082818 | PA      | $1084847.78   | 0.01%             | 2031-11-26      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                          | TRONOX FINANCE LLC                                                               | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |   1706485 | PA      | $1477530.99   | 0.02%             | 2031-09-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                    | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  14400000 | PA      | $14448240.00  | 0.18%             | 2028-09-11      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2023-4                                         | CUSIP: 362929AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3190000 | PA      | $3252092.07   | 0.04%             | 2029-08-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                    | Dext ABS 2023-2 LLC                                                              | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2920414 | PA      | $2942588.74   | 0.04%             | 2034-05-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                         | MidOcean Credit CLO XI Ltd                                                       | CUSIP: 59801ABA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8290000 | PA      | $8284843.62   | 0.10%             | 2036-01-18      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                     | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  17000000 | PA      | $16999998.30  | 0.21%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  17000000 | PA      | $16988568.35  | 0.21%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities               | Fortress Credit Opportunities XXXV CLO Ltd                                       | CUSIP: 34966YAE6<br>LEI: 254900MPTCO8UJSR7X39 | Long             | ABS-CBDO         | CORP              | KY        |   3980000 | PA      | $3974754.36   | 0.05%             | 2033-07-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Z Capital Credit Partners CLO               | Z Capital Credit Partners CLO 2021-1 Ltd                                         | CUSIP: 98878FAW9<br>LEI: 254900E49C9UO1DXFA65 | Long             | ABS-CBDO         | CORP              | KY        |  12010000 | PA      | $12020208.50  | 0.15%             | 2033-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |   2488213 | PA      | $2486687.08   | 0.03%             | 2041-11-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                              | ACM Auto Trust 2025-2                                                            | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21319047 | PA      | $21244014.29  | 0.26%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                    | Dext ABS 2023-1 LLC                                                              | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    514637 | PA      | $517062.86    | 0.01%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                | Eagle RE 2023-1 Ltd                                                              | CUSIP: 26982EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   6770000 | PA      | $6946185.87   | 0.09%             | 2033-09-26      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  11000000 | PA      | $11235756.62  | 0.14%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                      | INEOS US PETROCHEM LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    351846 | PA      | $307864.96    | 0.00%             | 2031-10-07      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133CTHR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    693212 | PA      | $719816.10    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                              | Newday Funding Master Issuer PLC - Series 2023-1                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |   5700000 | PA      | $5763623.40   | 0.07%             | 2031-11-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr              | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7587025 | PA      | $7631345.46   | 0.09%             | 2030-04-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2019-1 Ltd                                                              | CUSIP: 92917NAU2<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |   3777778 | PA      | $3778469.10   | 0.05%             | 2037-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2022-2, 12/31/2027               | Alturas Re 2022-2, 12/31/2027                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    421041 | PA      | $29220.25     | 0.00%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Novastar Home Equity Loan                   | NovaStar Mortgage Funding Trust Series 2003-1                                    | CUSIP: 66987XCE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30561 | PA      | $30146.71     | 0.00%             | 2033-05-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31396HUM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51703 | PA      | $51265.90     | 0.00%             | 2036-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  14006000 | PA      | $14267029.54  | 0.18%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust               | Lendbuzz Securitization Trust 2025-1                                             | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9337785 | PA      | $9348519.00   | 0.12%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                    | MassMutual Global Funding II                                                     | CUSIP: 57629TBR7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3013523.31   | 0.04%             | 2027-01-29      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T              | Tricolor Auto Securitization Trust 2025-1                                        | CUSIP: 89617CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5320000 | PA      | $1377368.75   | 0.02%             | 2029-10-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receiva              | American Heritage Auto Receivables Trust 2024-1                                  | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1375539 | PA      | $1378640.65   | 0.02%             | 2028-03-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                      | ENERGIZER HOLDINGS INC                                                           | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |   1966322 | PA      | $1971237.68   | 0.02%             | 2032-03-19      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2023-C                                          | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4878889 | PA      | $4927319.18   | 0.06%             | 2052-11-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Viribus Re 2019, 12/31/22                   | Viribus Re 2019, 12/31/22                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $0.00         | 0.00%             | 2025-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Fortress Credit Opportunities               | Fortress Credit Opportunities XXIX CLO Ltd                                       | CUSIP: 34990EAA8<br>LEI: 254900314MCCPONEEQ30 | Long             | ABS-CBDO         | CORP              | KY        |   8706949 | PA      | $8707358.63   | 0.11%             | 2033-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTO 0 10/25                       | O'REILLY AUTO 0 10/25                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15400000 | PA      | $15388978.22  | 0.19%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -163 | NC      | $-22042.49    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp                                 | VESTIS TL B 1L USD                                                               | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    623438 | PA      | $590187.71    | 0.01%             | 2031-02-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392AR67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28770 | PA      | $28739.65     | 0.00%             | 2031-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |   2326164 | PA      | $2333397.25   | 0.03%             | 2034-01-25      | Floating      | 6.01%                 | 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        |   6148027 | PA      | $6132566.98   | 0.08%             | 2029-09-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur              | Bridgecrest Lending Auto Securitization Trust 2025-2                             | CUSIP: 10807HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16572025 | PA      | $16583519.56  | 0.21%             | 2028-01-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                           | Mountain View CLO XVII Ltd                                                       | CUSIP: 62431QAJ0<br>LEI: 2549000TWLB57V29ZR37 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249987.50    | 0.00%             | 2036-09-14      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                         | NatWest Markets PLC                                                              | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  15400000 | PA      | $15463740.75  | 0.19%             | 2028-03-21      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                    | Element Fleet Management Corp                                                    | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  25088000 | PA      | $25412625.93  | 0.32%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| MATTERHORN RE LTD                           | Matterhorn Re Ltd                                                                | CUSIP: 577092AN9<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250975.00    | 0.00%             | 2025-12-08      | Floating      | 10.04%                | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                         | 522 Funding CLO 2020-6 Ltd                                                       | CUSIP: 33835AAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1583336 | PA      | $1583281.97   | 0.02%             | 2034-10-23      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real E              | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                           | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8990000 | PA      | $8985900.56   | 0.11%             | 2043-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Cerberus                                    | Cerberus Loan Funding XLIX LLC                                                   | CUSIP: 15675LAC9<br>LEI: 635400GZIDYRSJ6WSJ36 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5995992.00   | 0.07%             | 2034-01-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Enact Mortgage Insurance Corpo              | Triangle Re 2021-3 Ltd                                                           | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2837920 | PA      | $2845662.67   | 0.04%             | 2034-02-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                    | Foundation Finance Trust 2021-2                                                  | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |   1295838 | PA      | $1236042.31   | 0.02%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                        | INEOS US FINANCE LLC                                                             | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1728169 | PA      | $1562553.15   | 0.02%             | 2031-02-07      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | STACR Trust 2018-HRP1                                                            | CUSIP: 3137G0VA4<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | CORP              | US        |   4417581 | PA      | $4544959.50   | 0.06%             | 2043-04-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4980000 | PA      | $5019040.41   | 0.06%             | 2028-01-23      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Great Lakes CLO Ltd                         | Great Lakes Clo VI LLC                                                           | CUSIP: 39057WAK5<br>LEI: 254900RS9ORCRVTFF820 | Long             | ABS-CBDO         | CORP              | US        |   5534118 | PA      | $5545064.13   | 0.07%             | 2037-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Enact Mortgage Insurance Corpo              | Triangle Re 2023-1 Ltd                                                           | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7801830 | PA      | $7874421.76   | 0.10%             | 2033-11-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                            | NMEF Funding 2023-A LLC                                                          | CUSIP: 62890QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1840145 | PA      | $1852475.40   | 0.02%             | 2030-06-17      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31398JHK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81936 | PA      | $83508.27     | 0.00%             | 2037-05-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage Backed Securities Trust 2025 CES1                                    | CUSIP: 36271RAA4<br>LEI: 254900R6PO5A0PCKSU63 | Long             | ABS-MBS          | CORP              | US        |   7548315 | PA      | $7612694.98   | 0.09%             | 2055-05-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                         | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10850000 | PA      | $10862286.76  | 0.13%             | 2026-05-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2025-1                                         | CUSIP: 36271KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7272640 | PA      | $7282334.87   | 0.09%             | 2027-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                     | SCF Equipment Trust 2016-1 LLC                                                   | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3257739 | PA      | $3268173.37   | 0.04%             | 2030-07-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Harvest SBA Loan Trust                      | Harvest SBA Loan Trust 2023-1                                                    | CUSIP: 41757BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4632880 | PA      | $4782760.51   | 0.06%             | 2050-10-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2023-DNA1                                          | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |   5693624 | PA      | $5774226.39   | 0.07%             | 2043-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                           | Cedar Funding XIV CLO Ltd                                                        | CUSIP: 15034AAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1214286 | PA      | $1213604.50   | 0.02%             | 2037-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31393T5M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67329 | PA      | $67266.56     | 0.00%             | 2033-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3133TJC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18035 | PA      | $18005.18     | 0.00%             | 2029-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Ballybunion Re 2022                         | Ballybunion Re 2022                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2088182 | PA      | $0.00         | 0.00%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Hilton USA Trust                            | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                          | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5470000 | PA      | $5478546.88   | 0.07%             | 2037-05-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                        | LHOME Mortgage Trust 2024-RTL2                                                   | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4490000 | PA      | $4529729.32   | 0.06%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31395LVP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21851 | PA      | $21754.16     | 0.00%             | 2035-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                        | GARDA WORLD SECURITY                                                             | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |   1477499 | PA      | $1480269.55   | 0.02%             | 2029-02-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                 | Cargill Inc                                                                      | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |  15080000 | PA      | $15114044.46  | 0.19%             | 2028-02-11      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                  | Fiserv Inc                                                                       | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1518277.52   | 0.02%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                   | BASKET COLLAREAL US TRI PARTY                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | RA               | CORP              | US        |  39850000 | PA      | $39850000.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31395NXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29433 | PA      | $29248.87     | 0.00%             | 2036-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NOVAE LLC                                   | Novae LLC                                                                        | CUSIP: 66988QAB5<br>LEI: 549300IO3D43N4TFUV08 | Long             | LON              | CORP              | US        |   1451250 | PA      | $1371431.25   | 0.02%             | 2028-12-22      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Trust 2015-1                                                           | CUSIP: 46643UAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71566 | PA      | $70697.91     | 0.00%             | 2044-12-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                         | Oportun Issuance Trust 2024-1                                                    | CUSIP: 68377JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    496896 | PA      | $497061.77    | 0.01%             | 2031-04-08      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                     | Metropolitan Life Global Funding I                                               | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $8921885.28   | 0.11%             | 2028-08-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg              | Saluda Grade Alternative Mortgage Trust 2025-LOC4                                | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22122679 | PA      | $22159776.07  | 0.27%             | 2055-06-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                         | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8548849.50   | 0.11%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                | DAYFORCE INC                                                                     | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   2079052 | PA      | $2086848.95   | 0.03%             | 2031-03-03      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31393K5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74594 | PA      | $74316.81     | 0.00%             | 2033-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                | Drive Auto Receivables Trust 2025-1                                              | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9607038 | PA      | $9628644.32   | 0.12%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                     | DUKE ENERGY CORP                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8199057.82   | 0.10%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat              | United Auto Credit Securitization Trust 2024-1                                   | CUSIP: 90945DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3226689.27   | 0.04%             | 2029-11-12      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                 | VFI ABS 2023-1 LLC                                                               | CUSIP: 92555QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1658066 | PA      | $1666444.71   | 0.02%             | 2029-03-26      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                            | SEDGWICK CLAIMS MANAGEMENT SERVICES INC                                          | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    997487 | PA      | $997238.07    | 0.01%             | 2031-07-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                 | Ocwen Loan Investment Trust 2024-HB1                                             | CUSIP: 675952AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2230929.39   | 0.03%             | 2037-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu              | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2494390 | PA      | $2503844.97   | 0.03%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396PJX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176203 | PA      | $173373.87    | 0.00%             | 2037-02-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                 | Truist Bank                                                                      | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9940966.70   | 0.12%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se              | Natixis Commercial Mortgage Securities Trust 2019-MILE                           | CUSIP: 63875FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3490000 | PA      | $3233622.16   | 0.04%             | 2036-07-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2022-6 Ltd                                               | CUSIP: 05685LAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4500000 | PA      | $4499622.00   | 0.06%             | 2038-01-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XNJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13544860 | PA      | $14089480.59  | 0.17%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T              | Starwood 2025-SIF5 LLC                                                           | CUSIP: 85573WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10110000 | PA      | $10143585.42  | 0.13%             | 2037-04-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7496677 | PA      | $7498930.06   | 0.09%             | 2044-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | ENTERPRISE PRODUCTS OPERATING LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38000000 | PA      | $37995538.80  | 0.47%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31394AGW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17552 | PA      | $17511.25     | 0.00%             | 2034-07-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                    | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   8910000 | PA      | $8974349.62   | 0.11%             | 2026-07-13      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2018-7FRB                                               | CUSIP: 46650AAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5789551 | PA      | $5672300.17   | 0.07%             | 2046-04-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8352812.15   | 0.10%             | 2028-02-04      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                           | Wellfleet CLO 2022-1 Ltd                                                         | CUSIP: 94950TAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4210526 | PA      | $4213347.38   | 0.05%             | 2037-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Silver Rock CLO Ltd                         | Silver Rock CLO II Ltd                                                           | CUSIP: 82812LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    666667 | PA      | $666616.69    | 0.01%             | 2035-01-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Pennantpark CLO                             | Pennantpark Clo IX LLC                                                           | CUSIP: 707915AQ7<br>LEI: 9845006X5800FC503D51 | Long             | ABS-CBDO         | CORP              | US        |   4400000 | PA      | $4398482.00   | 0.05%             | 2034-04-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                          | Aqua Finance Trust 2019-A                                                        | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1127319 | PA      | $1099681.77   | 0.01%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2024-SLCT                                           | CUSIP: 12433JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12960000 | PA      | $12951901.30  | 0.16%             | 2042-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                        | WEC Energy Group Inc                                                             | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  12950000 | PA      | $12964193.46  | 0.16%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                             | GEN DIGITAL INC                                                                  | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1496000 | PA      | $1491325.00   | 0.02%             | 2032-04-16      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2017-A-GS                                          | CUSIP: 20267VAB3<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |    391806 | PA      | $387921.93    | 0.00%             | 2041-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15270000 | PA      | $15374188.74  | 0.19%             | 2028-05-07      | Floating      | 5.48%                 | 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        |    901612 | PA      | $902567.21    | 0.01%             | 2028-03-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                | Veros Auto Receivables Trust 2023-1                                              | CUSIP: 924933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3078692.40   | 0.04%             | 2028-11-15      | Fixed         | 8.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31402DHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       910 | PA      | $912.65       | 0.00%             | 2032-10-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -113 | NC      | $-264697.98   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| National Collegiate Trust                   | National Collegiate Trust 2007-A/The                                             | CUSIP: 63543YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667994 | PA      | $653685.35    | 0.01%             | 2031-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                         | Wells Fargo Bank NA                                                              | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  12760000 | PA      | $12831805.37  | 0.16%             | 2026-08-07      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER INC                      | CARRIAGE PURCHASER INC                                                           | CUSIP: 14445BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1444088 | PA      | $1449322.32   | 0.02%             | 2028-09-29      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                  | US Bancorp                                                                       | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12008063.52  | 0.15%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5082372 | PA      | $5086118.77   | 0.06%             | 2027-10-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                           | Trimaran CAVU 2022-2 Ltd                                                         | CUSIP: 89625BAL7<br>LEI: 549300JHXVOIVLAKRV03 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750000.00    | 0.01%             | 2038-03-27      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                    | Octane Receivables Trust 2023-3                                                  | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1963270 | PA      | $1975978.74   | 0.02%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2493952 | PA      | $2495488.11   | 0.03%             | 2044-05-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                      | National Securities Clearing Corp                                                | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |  15300000 | PA      | $15358502.76  | 0.19%             | 2027-05-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                            | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                          | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3980000 | PA      | $3986218.75   | 0.05%             | 2037-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392AKD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97588 | PA      | $97490.40     | 0.00%             | 2031-11-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140ASNX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5909607 | PA      | $6031276.98   | 0.07%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Tr              | JP Morgan Seasoned Mortgage Trust 2014-1                                         | CUSIP: 46643VAE7<br>LEI: 549300PO5OQO1J76ZY81 | Long             | ABS-MBS          | CORP              | US        |    488223 | PA      | $480673.91    | 0.01%             | 2033-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                  | Blackbird Capital II Aircraft Lease Ltd                                          | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2589576 | PA      | $2446298.11   | 0.03%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                        | BAT INTERNATIONAL FINANCE PLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $19992938.00  | 0.25%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                       | AHEAD DB HOLDINGS LLC                                                            | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |   1728191 | PA      | $1732241.45   | 0.02%             | 2031-02-03      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                             | Chevron USA Inc                                                                  | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  12512000 | PA      | $12526751.52  | 0.16%             | 2028-02-26      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2023-HE2                                                | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8358808 | PA      | $8403149.34   | 0.10%             | 2054-03-20      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1                    | CUSIP: 35563PES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2530680 | PA      | $2485990.01   | 0.03%             | 2057-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                      | Morgan Stanley Bank NA                                                           | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6334435.80   | 0.08%             | 2029-01-12      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                           | Elevation CLO 2021-12 Ltd                                                        | CUSIP: 28623MAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3315789 | PA      | $3315113.06   | 0.04%             | 2037-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31339GNR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13009 | PA      | $12600.61     | 0.00%             | 2031-10-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUS              | Stream Innovations 2024-1 Issuer Trust                                           | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2004105 | PA      | $2085578.33   | 0.03%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                   | BASKET COLLAREAL US TRI PARTY                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | RA               | CORP              | US        |  39850000 | PA      | $39850000.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricolor Auto Securitization T              | Tricolor Auto Securitization Trust 2024-3                                        | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4744552 | PA      | $4324798.72   | 0.05%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                      | Protective Life Global Funding                                                   | CUSIP: 74368CBS2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $5077252.53   | 0.06%             | 2026-04-14      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management          | Dreyfus Government Cash Management                                               | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        | 236989580 | NS      | $236989579.94 | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                  | ARCOSA INC                                                                       | CUSIP: 000000000<br>LEI: 549300WFHLTCZV7D6V29 | Long             | LON              | CORP              | US        |   1494987 | PA      | $1506199.87   | 0.02%             | 2031-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 3128HVJ59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49981 | PA      | $49592.26     | 0.00%             | 2036-05-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta              | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    414592 | PA      | $414396.41    | 0.01%             | 2039-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2025-HE2 Trust                                                               | CUSIP: 67121YAA6<br>LEI: 2549004JS8G77DOXE933 | Long             | ABS-O            | CORP              | US        |  11392446 | PA      | $11435907.92  | 0.14%             | 2055-08-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun              | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                                | CUSIP: 07336PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4209629 | PA      | $4223698.05   | 0.05%             | 2047-06-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec              | Arivo Acceptance Auto Loan Receivables Trust 2024-1                              | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3268342 | PA      | $3293428.33   | 0.04%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                     | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 05252ADH1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   6765000 | PA      | $6765231.57   | 0.08%             | 2025-10-03      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                             | TRANS UNION LLC6/06/2031                                                         | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   2708000 | PA      | $2707999.54   | 0.03%             | 2031-06-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora              | JPMorgan Chase Bank NA - CHASE                                                   | CUSIP: 46591HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2626701 | PA      | $2624714.37   | 0.03%             | 2047-04-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                 | BASKET COLLAREAL US TRI PARTY                                                    | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | RA               | CORP              | US        | 160710000 | PA      | $160710000.00 | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140AA7F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6614793 | PA      | $6858957.07   | 0.09%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31396TZ89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10267 | PA      | $10197.47     | 0.00%             | 2036-07-15      | Floating      | 4.89%                 | 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        |   1235640 | PA      | $1240558.44   | 0.02%             | 2027-11-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp                                                                 | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19018088.57  | 0.24%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                             | Venture 41 Clo Ltd                                                               | CUSIP: 92326JAW2<br>LEI: 549300Q6VG2813TG2830 | Long             | ABS-CBDO         | CORP              | KY        |  10680000 | PA      | $10686002.16  | 0.13%             | 2034-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                    | SOLSTICE ADVANCED MATERIALS INC                                                  | CUSIP: 000000000<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |   1100000 | PA      | $1104125.00   | 0.01%             | 2032-09-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point Clo XX Ltd                                                           | CUSIP: 83611JAA3<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |   2107733 | PA      | $2109379.54   | 0.03%             | 2031-07-26      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6378500 | PA      | $6369263.93   | 0.08%             | 2036-10-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU              | SoFi Consumer Loan Program 2025-2 Trust                                          | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8540889 | PA      | $8585483.16   | 0.11%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | J.P. Morgan Mortgage Trust 2025-HE2                                              | CUSIP: 46593XAA1<br>LEI: 529900TXCH9G2RM4XB25 | Long             | ABS-O            | CORP              | US        |  18208206 | PA      | $18222613.67  | 0.23%             | 2055-11-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5700000 | PA      | $4374532.83   | 0.05%             | 2036-07-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                        | Fannie Mae Trust 2005-W3                                                         | CUSIP: 31394FSB2<br>LEI: 549300RF7M92JUSGM340 | Long             | ABS-MBS          | USGSE             | US        |    208539 | PA      | $206737.28    | 0.00%             | 2045-03-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                          | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | CUSIP: 35563PLU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2182300 | PA      | $2144512.23   | 0.03%             | 2058-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5                 | CUSIP: 46654PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5760000 | PA      | $5756400.00   | 0.07%             | 2038-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Merit                                       | MHP Commercial Mortgage Trust 2025-MHIL2                                         | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11480000 | PA      | $11477377.97  | 0.14%             | 2040-09-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                     | CUSIP: 06738EDF9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7030000 | PA      | $7054814.70   | 0.09%             | 2029-11-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200112 | PA      | $1199889.18   | 0.01%             | 2036-07-16      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                 | Citibank NA                                                                      | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   9090000 | PA      | $9101271.60   | 0.11%             | 2026-04-30      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  11850000 | PA      | $11913246.41  | 0.15%             | 2028-06-02      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31398RCX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18325 | PA      | $18279.68     | 0.00%             | 2040-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                     | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  17630000 | PA      | $17649565.95  | 0.22%             | 2028-01-21      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD                 | CLNY Trust 2019-IKPR                                                             | CUSIP: 12564NAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7312500.00   | 0.09%             | 2038-11-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| B2R Mortgage Trust                          | B2R Mortgage Trust 2015-2                                                        | CUSIP: 05605GAQ5<br>LEI: 549300JNS8TBD8XLZ117 | Long             | ABS-O            | CORP              | US        |    506845 | PA      | $505688.40    | 0.01%             | 2048-11-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                          | CNA Financial Corp                                                               | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   9026000 | PA      | $9025004.16   | 0.11%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merion Re 2022-2                            | Merion Re 2022-2                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $3028000.00   | 0.04%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31397GBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66405 | PA      | $65566.68     | 0.00%             | 2034-07-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Z Capital Credit Partners CLO               | Z Capital Credit Partners CLO 2019-1 Ltd                                         | CUSIP: 98877GAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6001116.00   | 0.07%             | 2031-07-16      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                         | CHURCHILL DOWNS INC                                                              | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |    477500 | PA      | $477500.00    | 0.01%             | 2028-03-17      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur              | BHG Securitization Trust 2023-B                                                  | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1797741 | PA      | $1882519.49   | 0.02%             | 2036-12-17      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                        | DOTDASH MEREDITH INC                                                             | CUSIP: 25849KAH0<br>LEI: 549300R2AA7U9CJUQO13 | Long             | LON              | CORP              | US        |    544000 | PA      | $544000.00    | 0.01%             | 2032-06-16      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Woodmont Trust                              | Woodmont 2023-12 Trust                                                           | CUSIP: 979926AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14312472 | PA      | $14328602.12  | 0.18%             | 2032-10-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Twin Brook CLO                              | Twin Brook Clo 2024-2 LLC                                                        | CUSIP: 901395AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $7972064.00   | 0.10%             | 2035-10-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                       | QNITY ELECTRONICS INC                                                            | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |   1896300 | PA      | $1898670.38   | 0.02%             | 2032-08-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                       | AVALONBAY COMMUNITIES INC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38000000 | PA      | $37991066.20  | 0.47%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                         | General Electric Co                                                              | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   8431000 | PA      | $8449645.66   | 0.10%             | 2026-05-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receiv              | Santander Consumer Auto Receivables Trust 2021-C                                 | CUSIP: 80281HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136300 | PA      | $135710.04    | 0.00%             | 2028-06-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                       | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6072000 | PA      | $6047683.89   | 0.08%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owne              | NextGear Floorplan Master Owner Trust                                            | CUSIP: 65341KCB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9280000 | PA      | $9328784.03   | 0.12%             | 2029-09-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                 | MCF CLO VII LLC                                                                  | CUSIP: 58039AAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4500486.00   | 0.06%             | 2037-07-20      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133CVA95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1795631 | PA      | $1859306.08   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                         | ASSURANT CLO II LTD                                                              | CUSIP: 04623TAG0<br>LEI: 6354003JXBM4LA5YCP98 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250192.00    | 0.00%             | 2031-04-20      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31397CV89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49296 | PA      | $48844.11     | 0.00%             | 2036-11-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                    | WINDSOR HOLDINGS III LLC                                                         | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |   1807766 | PA      | $1807765.93   | 0.02%             | 2030-08-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card               | Mercury Financial Credit Card Master Trust                                       | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10660000 | PA      | $10743508.31  | 0.13%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0626A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -86600000 | PA      | $-89491027.55 | -1.11%            | 2055-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                  | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1821657 | PA      | $1823293.01   | 0.02%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $13212683.90  | 0.16%             | 2042-01-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Maste              | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5300000 | PA      | $5351949.01   | 0.07%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                | BASKET COLLAREAL US TRI PARTY                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |  49710000 | PA      | $49710000.00  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Auto Owner Trust                         | DT Auto Owner Trust 2022-2                                                       | CUSIP: 23345AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1294139 | PA      | $1298020.93   | 0.02%             | 2028-03-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec              | Arivo Acceptance Auto Loan Receivables Trust 2025-1                              | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6005644.20   | 0.07%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392FP92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26851 | PA      | $26805.56     | 0.00%             | 2032-12-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust Series 2025-HE1                                         | CUSIP: 46593PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18017951 | PA      | $18004661.03  | 0.22%             | 2055-07-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                    | MassMutual Global Funding II                                                     | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  21200000 | PA      | $21304622.00  | 0.26%             | 2027-04-09      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Trust 2024-3                                                      | CUSIP: 69547XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9031025 | PA      | $9093366.62   | 0.11%             | 2031-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10555741 | PA      | $10549143.59  | 0.13%             | 2038-12-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                 | Post Road Equipment Finance 2025-1 LLC                                           | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3527404.30   | 0.04%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                      | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   7480000 | PA      | $7505499.32   | 0.09%             | 2027-05-21      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2024-DNA3                                          | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |   1681770 | PA      | $1681285.29   | 0.02%             | 2044-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31396JKN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38293 | PA      | $38015.12     | 0.00%             | 2036-03-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                          | Aqua Finance Trust 2020-A                                                        | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1236110 | PA      | $1169344.32   | 0.01%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Fun              | GRACIE POINT INTERNATIONAL FUNDING 2023-2                                        | CUSIP: 38410JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1293202 | PA      | $1296369.61   | 0.02%             | 2027-03-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                         | Buckeye Partner 11/22/30                                                         | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |   2067234 | PA      | $2071432.88   | 0.03%             | 2030-11-22      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392B4X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67157 | PA      | $67400.07     | 0.00%             | 2032-03-25      | Floating      | 5.37%                 | 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        |     15321 | PA      | $15294.55     | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                         | DT Auto Owner Trust 2023-1                                                       | CUSIP: 23346KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3572477 | PA      | $3582447.88   | 0.04%             | 2028-10-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                     | BDS 2025-FL14 LLC                                                                | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10910000 | PA      | $10924553.94  | 0.14%             | 2042-10-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                | SK Hynix Inc                                                                     | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |  24862000 | PA      | $24960876.17  | 0.31%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Regatta IX Funding Ltd                      | Regatta IX Funding Ltd                                                           | CUSIP: 75887VAJ0<br>LEI: 254900JVS76S6N8G1I74 | Long             | ABS-CBDO         | CORP              | KY        |   1671429 | PA      | $1670480.87   | 0.02%             | 2037-04-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta              | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7600000 | PA      | $7544558.00   | 0.09%             | 2039-07-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2016-B                                             | CUSIP: 20267UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26455 | PA      | $26368.07     | 0.00%             | 2040-10-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                          | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5581835 | PA      | $5581835.41   | 0.07%             | 2037-02-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                    | New York Life Global Funding                                                     | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  28290000 | PA      | $28335264.00  | 0.35%             | 2028-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust              | Upgrade Master Pass-Thru Trust Series 2025-ST2                                   | CUSIP: 91534JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4385779 | PA      | $4437052.98   | 0.06%             | 2032-06-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31339D4M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29068 | PA      | $29042.29     | 0.00%             | 2031-06-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $138.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2023-R03                                     | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1624521 | PA      | $1647165.88   | 0.02%             | 2043-04-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2017-ASHF                                         | CUSIP: 61691KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $8331201.90   | 0.10%             | 2034-11-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                      | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  17830000 | PA      | $17841320.45  | 0.22%             | 2028-01-13      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31393MH61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2665 | PA      | $2653.08      | 0.00%             | 2032-12-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CPE 06 10 25 CNQL USD F 4.25                | CPE 06 10 25 CNQL USD F 4.25                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19985258.00  | 0.25%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Funding Trust                | Oxford Finance Funding 2022-1 LLC                                                | CUSIP: 69145BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3963856 | PA      | $3847403.47   | 0.05%             | 2030-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KNIGHT HEALTH HOLDINGS L                    | Knight Health Holdings LLC                                                       | CUSIP: 49902TAB8<br>LEI: 2549008OACTDEJGJC870 | Long             | LON              | CORP              | US        |    964488 | PA      | $320692.25    | 0.00%             | 2028-12-26      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund CLO               | ABPCI DIRECT LENDING FUND CLO VI LTD                                             | CUSIP: 00086GBC4<br>LEI: 25490067CZLTG0JZ0F97 | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4202055.75   | 0.05%             | 2037-01-27      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                           | PRIMO BRANDS CORP                                                                | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    985050 | PA      | $986017.32    | 0.01%             | 2028-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5985000 | PA      | $6014266.65   | 0.07%             | 2028-01-31      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec              | Arivo Acceptance Auto Loan Receivables Trust 2022-1                              | CUSIP: 04047EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83735 | PA      | $83724.84     | 0.00%             | 2028-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,               | Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust Series 2005-4 | CUSIP: 172973W88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2020-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                    | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   3835000 | PA      | $3864640.72   | 0.05%             | 2026-09-14      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31392RMJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87967 | PA      | $88791.93     | 0.00%             | 2032-03-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                      | Oscar US Funding XVII LLC                                                        | CUSIP: 68784BAB0<br>LEI: 353800UI8625NXT7ND41 | Long             | ABS-O            | CORP              | US        |    452808 | PA      | $452838.93    | 0.01%             | 2027-12-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31398REQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73894 | PA      | $73713.32     | 0.00%             | 2040-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CAL Receivables LLC                         | CAL Receivables 2022-1 LLC                                                       | CUSIP: 12804BAB4<br>LEI: 549300GJW1JSYKS6S265 | Long             | ABS-O            | CORP              | US        |   2557263 | PA      | $2555974.48   | 0.03%             | 2026-10-15      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                       | JEFFERIES FINANCE LLC                                                            | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |   1715040 | PA      | $1715040.00   | 0.02%             | 2031-10-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAY9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  13841000 | PA      | $13989704.80  | 0.17%             | 2028-01-05      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| PFP III                                     | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1918548 | PA      | $1921249.44   | 0.02%             | 2039-09-17      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T              | Starwood 2024-SIF4 LLC                                                           | CUSIP: 85573YAA1<br>LEI: 254900SH4Z0BDGW60S70 | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $14024416.00  | 0.17%             | 2036-10-17      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A              | Research-Driven Pagaya Motor Asset Trust 2023-4                                  | CUSIP: 76088UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4983362 | PA      | $5004668.18   | 0.06%             | 2032-03-25      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392CM92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33597 | PA      | $33585.90     | 0.00%             | 2032-05-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Grantor Trust 2024-11                                             | CUSIP: 69544AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4156161 | PA      | $4179405.82   | 0.05%             | 2032-07-15      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2019-HY1                                               | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    703485 | PA      | $704225.80    | 0.01%             | 2048-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                                | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8700000 | PA      | $8774858.98   | 0.11%             | 2027-08-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                              | AutoNation Inc                                                                   | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8033000 | PA      | $8033000.00   | 0.10%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alturas Re 2021-3, 7/31/25                  | Alturas Re 2021-3, 7/31/25                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $112000.00    | 0.00%             | 2026-07-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133WBYU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14903728 | PA      | $15527319.17  | 0.19%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27000000 | PA      | $27222425.19  | 0.34%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                    | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   9288000 | PA      | $9344162.68   | 0.12%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust                | SAFCO Auto Receivables Trust 2025-1                                              | CUSIP: 785923AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1981192.60   | 0.02%             | 2030-10-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                        | FLUTTER FINANCING BV                                                             | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    572455 | PA      | $572276.67    | 0.01%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                       | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |  16804000 | PA      | $16806607.14  | 0.21%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                            | Owl Rock CLO IV Ltd                                                              | CUSIP: 691200AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2603634.80   | 0.03%             | 2033-08-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                   | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12460000 | PA      | $12459937.70  | 0.15%             | 2042-08-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                            | Owl Rock CLO IV Ltd                                                              | CUSIP: 691200AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250229.75    | 0.00%             | 2033-08-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Dwight 2025-FL1 Issuer LLC                  | Dwight 2025-FL1 Issuer LLC                                                       | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11800000 | PA      | $11840520.02  | 0.15%             | 2042-06-18      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4110783.00   | 0.05%             | 2027-09-10      | Floating      | 5.12%                 | 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        |   1017444 | PA      | $1024867.24   | 0.01%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                 | CHARTER COMMUNICATIONS OPERATING LLC                                             | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   2871701 | PA      | $2873943.31   | 0.04%             | 2031-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                 | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D                        | CUSIP: 59020UGH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13516 | PA      | $13200.02     | 0.00%             | 2029-09-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2025-R03                                     | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5213501 | PA      | $5246136.26   | 0.07%             | 2045-03-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392HBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18737 | PA      | $18771.30     | 0.00%             | 2030-04-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2017-B-GS                                          | CUSIP: 20268KAD2<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |     70511 | PA      | $60164.61     | 0.00%             | 2042-09-25      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                             | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9062622 | PA      | $9064144.46   | 0.11%             | 2041-05-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                        | Cornerstone Building Brands Inc                                                  | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    477500 | PA      | $452829.01    | 0.01%             | 2028-04-12      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                    | Electricite de France SA                                                         | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   8982000 | PA      | $8978366.60   | 0.11%             | 2025-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                               | Radnor Re 2024-1 Ltd                                                             | CUSIP: 75049AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2120003 | PA      | $2121576.88   | 0.03%             | 2034-09-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE ONDEMAND INC                    | Cornerstone OnDemand Inc                                                         | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |    241250 | PA      | $232730.98    | 0.00%             | 2028-10-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                 | Truist Bank                                                                      | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  19350000 | PA      | $19391551.61  | 0.24%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC          | CLEAR CHANNEL OUTDOOR HO                                                         | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    245481 | PA      | $246248.28    | 0.00%             | 2028-08-23      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                      | American Honda Finance Corp                                                      | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  15670000 | PA      | $15693201.94  | 0.19%             | 2027-03-12      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392BVY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35219 | PA      | $35325.13     | 0.00%             | 2032-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133CVBH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4037787 | PA      | $4147052.14   | 0.05%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                          | Mativ Holdings Inc                                                               | CUSIP: 80854EAH1<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |   1793131 | PA      | $1776320.79   | 0.02%             | 2028-04-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                     | AMERICAN AXLE & MFG INC                                                          | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |   1750000 | PA      | $1743437.50   | 0.02%             | 2032-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL L                    | OUTFRONT MEDIA CAPITAL LLC                                                       | CUSIP: 000000000<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |   1160588 | PA      | $1164214.84   | 0.01%             | 2032-09-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co               | Sierra Timeshare 2021-1 Receivables Funding LLC                                  | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150186 | PA      | $148928.22    | 0.00%             | 2037-11-20      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O              | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004772.30   | 0.01%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                     | Verdant Receivables 2023-1 LLC                                                   | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2549515 | PA      | $2596622.03   | 0.03%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396XZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125025 | PA      | $124987.03    | 0.00%             | 2037-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392F6D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38314 | PA      | $38392.46     | 0.00%             | 2032-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                        | LC AHAB US BIDCO LLC                                                             | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |   1741228 | PA      | $1742861.34   | 0.02%             | 2031-05-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS                    | FIRST ADVANTAGE HOLDINGS LLC                                                     | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   1744923 | PA      | $1707842.97   | 0.02%             | 2031-10-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BCRED BSL Static CLO Ltd                    | BCRED BSL Static CLO 2025-1 Ltd                                                  | CUSIP: 05556KAA0<br>LEI: 2549001IQYV4NQDSNA79 | Long             | ABS-CBDO         | CORP              | KY        |   6630000 | PA      | $6628455.21   | 0.08%             | 2035-07-24      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Z Capital Credit Partners CLO               | Z Capital Credit Partners CLO 2019-1 Ltd                                         | CUSIP: 98877GAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6507442.50   | 0.08%             | 2031-07-16      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2016-B                                             | CUSIP: 20267UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101060 | PA      | $99075.00     | 0.00%             | 2040-10-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                    | GREAT OUTDOORS GROUP LLC                                                         | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   2073332 | PA      | $2078839.27   | 0.03%             | 2032-01-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point CLO V-R LTD                                                          | CUSIP: 83607EAA0<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-CBDO         | CORP              | KY        |   5480048 | PA      | $5483473.40   | 0.07%             | 2031-07-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31393LBU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31733 | PA      | $31643.09     | 0.00%             | 2033-02-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                 | MCF CLO VII LLC                                                                  | CUSIP: 58039AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3800000 | PA      | $3800022.80   | 0.05%             | 2037-07-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                          | Pacific Life Global Funding II                                                   | CUSIP: 6944PL3D9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  13600000 | PA      | $13623712.14  | 0.17%             | 2027-12-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2021-R03                                     | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1138012 | PA      | $1137353.06   | 0.01%             | 2041-12-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Silver Rock CLO Ltd                         | Silver Rock CLO IV Ltd                                                           | CUSIP: 82811BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3777778 | PA      | $3777468.00   | 0.05%             | 2037-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                 | ASURION LLC                                                                      | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1143882 | PA      | $1141022.14   | 0.01%             | 2030-09-19      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association              | US Bank NA                                                                       | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490719 | PA      | $496428.55    | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                       | AADVANTAGE LOYALTY IP LTD                                                        | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   1026594 | PA      | $1026318.62   | 0.01%             | 2028-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust 2022-1                                       | CUSIP: 30167JAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6830000 | PA      | $6696558.19   | 0.08%             | 2029-10-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo              | Velocity Commercial Capital Loan Trust 2024-2                                    | CUSIP: 92259PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3030204 | PA      | $3090748.82   | 0.04%             | 2054-04-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                 | Ocwen Loan Investment Trust 2024-HB1                                             | CUSIP: 675952AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020000 | PA      | $984745.13    | 0.01%             | 2037-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                          | MCR 2024-HF1 Mortgage Trust                                                      | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4080000 | PA      | $4096575.00   | 0.05%             | 2041-12-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp                                                          | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  14400000 | PA      | $14496998.40  | 0.18%             | 2027-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Kinetic Advantage Master Owner              | Kinetic Advantage Master Owner Trust                                             | CUSIP: 49462DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20280000 | PA      | $20310312.52  | 0.25%             | 2027-11-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities               | Fortress Credit Opportunities XXXV CLO Ltd                                       | CUSIP: 34966YAA4<br>LEI: 254900MPTCO8UJSR7X39 | Long             | ABS-CBDO         | CORP              | KY        |  13340000 | PA      | $13341400.70  | 0.17%             | 2033-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                      | CACI INTERNATIONAL INC                                                           | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |   1985000 | PA      | $1990790.25   | 0.02%             | 2031-10-30      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| LendingPoint Pass-Through Trus              | LendingPoint Pass-Through Trust Series 2022-ST1                                  | CUSIP: 52607NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29136 | PA      | $28997.19     | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL RE 21 LTD                       | Residential Reinsurance 2021 Ltd                                                 | CUSIP: 76114NAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $4998000.00   | 0.06%             | 2025-12-08      | Floating      | 9.73%                 | Yes           |                  2 | On Loan: No      |
| Prodigy Finance Designated Act              | Prodigy Finance CM2021-1 DAC                                                     | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |   1543519 | PA      | $1542090.83   | 0.02%             | 2051-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec              | American Credit Acceptance Receivables Trust 2023-3                              | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13080000 | PA      | $13380052.58  | 0.17%             | 2029-10-12      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                    | SCCU Auto Receivables Trust 2025-1                                               | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11250000 | PA      | $11288296.13  | 0.14%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card               | Mercury Financial Credit Card Master Trust                                       | CUSIP: 58940BBC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9680000 | PA      | $9821408.34   | 0.12%             | 2029-07-20      | Fixed         | 10.42%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396XXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16995 | PA      | $16932.92     | 0.00%             | 2037-10-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                          | Sanders Re III Ltd                                                               | CUSIP: 80000XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $3027000.00   | 0.04%             | 2026-04-07      | Floating      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                    | Foundation Finance Trust 2021-1                                                  | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   2363985 | PA      | $2245091.20   | 0.03%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2024-FL15                                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13870000 | PA      | $13911457.43  | 0.17%             | 2041-08-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38373Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1896 | PA      | $1891.43      | 0.00%             | 2033-01-16      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10417000 | PA      | $10423906.58  | 0.13%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Grantor Trust 2024-11                                             | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4345645 | PA      | $4367216.80   | 0.05%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Tr              | JP Morgan Seasoned Mortgage Trust 2014-1                                         | CUSIP: 46643VAJ6<br>LEI: 549300PO5OQO1J76ZY81 | Long             | ABS-MBS          | CORP              | US        |    850227 | PA      | $843587.64    | 0.01%             | 2033-05-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                            | SpringCastle America Funding LLC                                                 | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    995553 | PA      | $942696.32    | 0.01%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392GDP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36573 | PA      | $36437.19     | 0.00%             | 2032-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust                       | USAA Auto Owner Trust 2023-A                                                     | CUSIP: 90291VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    564371 | PA      | $568068.96    | 0.01%             | 2028-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                              | Starbucks Corp                                                                   | CUSIP: 855244BE8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6013385.04   | 0.07%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Grantor Trust 2025-1                                              | CUSIP: 69544NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1733426 | PA      | $1749031.28   | 0.02%             | 2032-07-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite XXII Ltd                                                               | CUSIP: 55954HAU6<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4499667.00   | 0.06%             | 2036-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2025-R05                                     | CUSIP: 20753CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15624765 | PA      | $15672193.65  | 0.19%             | 2045-07-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                         | SHERWIN-WILLIAMS CO/THE                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16450000 | PA      | $16448088.51  | 0.20%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                           | IRON MOUNTAIN INC                                                                | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |   1015905 | PA      | $1017651.34   | 0.01%             | 2031-01-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                 | PNC Bank NA                                                                      | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6560283.50   | 0.08%             | 2028-07-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  11667000 | PA      | $11694527.00  | 0.15%             | 2026-09-10      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                        | CUSIP: 682680BR3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5476000 | PA      | $5479014.92   | 0.07%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10370000 | PA      | $10448189.80  | 0.13%             | 2044-03-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140XGEA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1715874 | PA      | $1563835.18   | 0.02%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust              | Carvana Auto Receivables Trust 2022-N1                                           | CUSIP: 14686GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1153581 | PA      | $1144144.79   | 0.01%             | 2028-12-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding              | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3285000 | PA      | $3214090.98   | 0.04%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Pennantpark CLO                             | Pennantpark Clo IX LLC                                                           | CUSIP: 707915AN4<br>LEI: 9845006X5800FC503D51 | Long             | ABS-CBDO         | CORP              | US        |   4890000 | PA      | $4877197.98   | 0.06%             | 2034-04-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                          | BMW US Capital LLC                                                               | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7935322.48   | 0.10%             | 2027-03-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                            | Flatiron CLO 21 Ltd                                                              | CUSIP: 33883PAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3292416.60   | 0.04%             | 2037-10-19      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                         | Oportun Issuance Trust 2024-2                                                    | CUSIP: 68377KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3240000 | PA      | $3252296.12   | 0.04%             | 2032-02-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                        | FS Rialto 2022-Fl4 Issuer LLC                                                    | CUSIP: 30326MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4213612 | PA      | $4213627.60   | 0.05%             | 2039-01-19      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| FinBe USA Trust                             | FinBe USA Trust 2025-1                                                           | CUSIP: 317967AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11130056 | PA      | $11129058.86  | 0.14%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2023-R06                                     | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2519155 | PA      | $2527007.18   | 0.03%             | 2043-07-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                    | Take-Two Interactive Software Inc                                                | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |  16145000 | PA      | $16201440.98  | 0.20%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31397EB38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85431 | PA      | $84072.30     | 0.00%             | 2036-08-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31397KUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207057 | PA      | $206550.71    | 0.00%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                    | BRSP 2021-FL1 Ltd                                                                | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5185055 | PA      | $5171916.27   | 0.06%             | 2038-08-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                       | Sixth Street CLO IX Ltd                                                          | CUSIP: 83012CAA3<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |   2800000 | PA      | $2799994.40   | 0.03%             | 2037-07-21      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31397H2N7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4159 | PA      | $4114.57      | 0.00%             | 2037-05-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38376CR84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38742 | PA      | $38795.07     | 0.00%             | 2039-10-16      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited               | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1141362 | PA      | $1078266.62   | 0.01%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Student Loan Trust 2021-1                                                | CUSIP: 63942NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2327541 | PA      | $2311755.16   | 0.03%             | 2069-12-26      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Grantor Trust 2024-10                                             | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4955339 | PA      | $4990740.44   | 0.06%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                      | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5700000 | PA      | $5746512.00   | 0.07%             | 2028-02-16      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust               | Lendbuzz Securitization Trust 2023-3                                             | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4939023 | PA      | $5028991.54   | 0.06%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BOR                 | PRIME SECURITY SERVICES BOR                                                      | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   1738077 | PA      | $1736524.81   | 0.02%             | 2030-10-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FITNESS & SPORTS CLUBS LLC                  | FITNESS & SPORTS CLUBS LLC                                                       | CUSIP: 33818XAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2186984 | PA      | $2204298.19   | 0.03%             | 2029-02-12      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| x-caliber funding llc                       | XCALI 2020-5 Mortgage Trust                                                      | CUSIP: 98401JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825633 | PA      | $823245.32    | 0.01%             | 2023-10-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding                    | Purchasing Power Funding 2024-A LLC                                              | CUSIP: 745935AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7785877.08   | 0.10%             | 2028-08-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust               | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4515000 | PA      | $4634276.37   | 0.06%             | 2039-05-10      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                         | Torrey Pines Re Ltd                                                              | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $520600.00    | 0.01%             | 2027-06-07      | Floating      | 9.98%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                          | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5408000 | PA      | $5418714.60   | 0.07%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dwight 2025-FL1 Issuer LLC                  | Dwight 2025-FL1 Issuer LLC                                                       | CUSIP: 233636AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15550000 | PA      | $15663787.13  | 0.19%             | 2042-06-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R06                                     | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9254299 | PA      | $9284443.68   | 0.12%             | 2044-09-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                            | ERP OPERATING LP                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9992910.00   | 0.12%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                               | Radnor RE 2023-1 Ltd                                                             | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-MBS          | CORP              | BM        |   4129729 | PA      | $4145238.73   | 0.05%             | 2033-07-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                 | FIGRE Trust 2024-HE3                                                             | CUSIP: 31684GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4012606 | PA      | $4091285.10   | 0.05%             | 2054-07-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10659184.10  | 0.13%             | 2027-10-28      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                            | Westgate Resorts 2023-1 LLC                                                      | CUSIP: 96033EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2642238 | PA      | $2700664.51   | 0.03%             | 2037-12-20      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS                  | MARRIOTT OWNERSHIP RESORTS INC                                                   | CUSIP: 57163KAJ7<br>LEI: BW4532OH033VURR0IT68 | Long             | LON              | CORP              | US        |    987500 | PA      | $989351.56    | 0.01%             | 2031-04-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                    | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11496209.14  | 0.14%             | 2025-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Tru              | First Investors Auto Owner Trust 2022-2                                          | CUSIP: 32058KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82212 | PA      | $82266.98     | 0.00%             | 2027-07-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Battery Park CLO Ltd.                       | Battery Park Clo Ltd                                                             | CUSIP: 07133YAJ9<br>LEI: 549300HAR0K520KW1A03 | Long             | ABS-CBDO         | CORP              | KY        |   3625000 | PA      | $3625493.00   | 0.04%             | 2036-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| LONG POINT RE IV LTD                        | Long Point Re IV Ltd                                                             | CUSIP: 54279PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3552500.00   | 0.04%             | 2026-06-01      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Oaktown Re Ltd                              | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2112222 | PA      | $2130627.17   | 0.03%             | 2034-04-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                              | Merck & Co Inc                                                                   | CUSIP: 58933YBU8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  14115000 | PA      | $14158262.48  | 0.18%             | 2027-09-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust              | Carvana Auto Receivables Trust 2021-P2                                           | CUSIP: 14687TAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $969524.50    | 0.01%             | 2028-05-10      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Capital Four US CLO                         | Capital Four US CLO II Ltd                                                       | CUSIP: 14016CAL0<br>LEI: 2138009KMDCX6G3MTA10 | Long             | ABS-CBDO         | CORP              | JE        |   1051427 | PA      | $1051428.70   | 0.01%             | 2037-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Pitney Bowes Inc                            | PITNEY BOWE 01/31/32                                                             | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |   2340240 | PA      | $2343165.30   | 0.03%             | 2032-03-19      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                      | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  23280000 | PA      | $23288157.78  | 0.29%             | 2027-01-27      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                 | RCKT Mortgage Trust 2024-CES7                                                    | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383819 | PA      | $384733.97    | 0.00%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R02                                     | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2450241 | PA      | $2448721.49   | 0.03%             | 2044-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                      | Northwoods Capital XI-B Ltd                                                      | CUSIP: 66860JAL2<br>LEI: 5493005SOJ8F7B634862 | Long             | ABS-CBDO         | CORP              | KY        |   2526315 | PA      | $2526107.84   | 0.03%             | 2037-07-19      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133W9R86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10692677 | PA      | $11130374.83  | 0.14%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2024-5                                    | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1036480 | PA      | $1036910.66   | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18019231.92  | 0.22%             | 2027-03-09      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                | Upstart Securitization Trust                                                     | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3236549 | PA      | $3249433.00   | 0.04%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2023-HE1                                                | CUSIP: 46656UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4135579 | PA      | $4156075.77   | 0.05%             | 2053-11-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3133THBS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30362 | PA      | $30288.16     | 0.00%             | 2028-12-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd              | LoanCore 2021-CRE5 Issuer Ltd                                                    | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    424420 | PA      | $424420.14    | 0.01%             | 2036-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                             | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4621000 | PA      | $4627074.17   | 0.06%             | 2029-01-24      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Veridian Auto Receivables Trus              | Veridian Auto Receivables Trust 2023-1                                           | CUSIP: 92347BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2472734 | PA      | $2481474.32   | 0.03%             | 2028-03-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| US ANESTHESIA PARTNERS                      | US Anesthesia Partners Inc                                                       | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |   1296000 | PA      | $1295305.34   | 0.02%             | 2028-10-02      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                        | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23030000 | PA      | $23178520.47  | 0.29%             | 2039-10-19      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Cerberus                                    | Cerberus Loan Funding XLIX LLC                                                   | CUSIP: 15675LAE5<br>LEI: 635400GZIDYRSJ6WSJ36 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2996793.00   | 0.04%             | 2034-01-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                 | PNC Bank NA                                                                      | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  16520000 | PA      | $16523271.13  | 0.21%             | 2027-01-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                             | Chevron USA Inc                                                                  | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  16740000 | PA      | $16794589.64  | 0.21%             | 2028-08-13      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                         | Oportun Issuance Trust 2025-B                                                    | CUSIP: 68378QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8062327.20   | 0.10%             | 2033-05-09      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta              | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4030000 | PA      | $4036456.06   | 0.05%             | 2043-01-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                      | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   6900000 | PA      | $6923732.96   | 0.09%             | 2027-09-11      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31393BVE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38234 | PA      | $38088.57     | 0.00%             | 2033-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31394FUL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66625 | PA      | $66106.49     | 0.00%             | 2035-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                         | Delta Air Lines Inc                                                              | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17081451.76  | 0.21%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KREF 2022-Fl3 Ltd                           | KREF 2022-FL3 Ltd                                                                | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |  16580437 | PA      | $16581497.90  | 0.21%             | 2039-02-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  31510246 | PA      | $31510592.17  | 0.39%             | 2036-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                             | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4800000 | PA      | $4813956.48   | 0.06%             | 2026-11-02      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133WDKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12788876 | PA      | $13323470.08  | 0.17%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136BXXR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32000000 | PA      | $32062988.80  | 0.40%             | 2055-10-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                            | Westgate Resorts 2022-1 LLC                                                      | CUSIP: 96034JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920555 | PA      | $909252.41    | 0.01%             | 2036-08-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities               | Fortress Credit Opportunities XXXI CLO Ltd                                       | CUSIP: 34990GAA3<br>LEI: 25490034R237Z9DZDO05 | Long             | ABS-CBDO         | CORP              | KY        |  11780000 | PA      | $11792734.18  | 0.15%             | 2033-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                         | Torrey Pines Re Ltd                                                              | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $259950.00    | 0.00%             | 2027-06-07      | Floating      | 11.05%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31396NLA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23379 | PA      | $23208.87     | 0.00%             | 2036-04-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                              | Pikes Peak CLO 6                                                                 | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |  14300000 | PA      | $14286844.00  | 0.18%             | 2034-05-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7015000 | PA      | $7121869.04   | 0.09%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                        | BlueMountain CLO XXXIII Ltd                                                      | CUSIP: 09630MAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2200000.00   | 0.03%             | 2038-10-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Commercial Equipment Finance                | Commercial Equipment Finance 2024-1 LLC                                          | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1953753 | PA      | $1975444.03   | 0.02%             | 2029-07-16      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Tidewater Auto Receivables Tru              | Tidewater Auto Receivables Trust 2020-A                                          | CUSIP: 88641WAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1658452 | PA      | $1646901.80   | 0.02%             | 2028-07-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                            | NTT Finance Corp                                                                 | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  12180000 | PA      | $12267832.54  | 0.15%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust               | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1019330.20   | 0.01%             | 2039-05-10      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| KODIAK BP LLC                               | KODIAK BP LLC                                                                    | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |    523403 | PA      | $521766.92    | 0.01%             | 2031-12-04      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| IMS Ecuadorian Mortagage Trust              | IMS ECUADORIAN MORTGAGE 2021-1 TRUST                                             | CUSIP: 44970EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2736705 | PA      | $2644341.40   | 0.03%             | 2043-08-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                             | HANESBRANDS INC                                                                  | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |   1956080 | PA      | $1968305.95   | 0.02%             | 2032-03-08      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                            | ERP OPERATING LP                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28000000 | PA      | $27976807.60  | 0.35%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                  | Flagship Credit Auto Trust 2024-1                                                | CUSIP: 33843VAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1897012 | PA      | $1903513.45   | 0.02%             | 2028-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                          | BSPRT 2024-FL11 Issuer LLC                                                       | CUSIP: 05613RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9920000 | PA      | $9972649.41   | 0.12%             | 2039-07-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                   | Nelnet Student Loan Trust 2005-2                                                 | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1840290 | PA      | $1826937.60   | 0.02%             | 2037-03-23      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                         | Reach Abs Trust 2024-1                                                           | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12300000 | PA      | $12418006.20  | 0.15%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                       | Athene Global Funding                                                            | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  18270000 | PA      | $18310773.34  | 0.23%             | 2027-01-07      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                          | Credit Agricole SA                                                               | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  12000000 | PA      | $12083241.36  | 0.15%             | 2028-09-11      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                      | First Brands Group LLC                                                           | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1989610 | PA      | $729524.40    | 0.01%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY              | Tiaa Clo III Ltd                                                                 | CUSIP: 87272HAC4<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | KY        |   2930000 | PA      | $2930117.20   | 0.04%             | 2031-01-16      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                      | Morgan Stanley Bank NA                                                           | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12620375.00  | 0.16%             | 2026-10-30      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                               | CUSIP: 05964HBC8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  12000000 | PA      | $12089701.20  | 0.15%             | 2028-03-14      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                     | WISCONSIN POWER AND LIGHT CO                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38000000 | PA      | $37995687.00  | 0.47%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLENIS HOLDINGS LTD                        | SOLENIS HOLDINGS LTD                                                             | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   1262813 | PA      | $1251894.85   | 0.02%             | 2031-06-23      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T              | Willis Engine Structured Trust VI                                                | CUSIP: 97064GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5964648 | PA      | $5731241.80   | 0.07%             | 2046-05-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396VZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24212 | PA      | $24076.58     | 0.00%             | 2037-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                          | Ally Financial Inc                                                               | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $14418289.77  | 0.18%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Pear LLC                                    | Pear 2024-1 LLC                                                                  | CUSIP: 704933AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5169932 | PA      | $5221729.56   | 0.06%             | 2036-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CarNow Auto Receivables Trust               | CarNow Auto Receivables Trust 2023-2                                             | CUSIP: 14367NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1644204 | PA      | $1647600.63   | 0.02%             | 2027-01-15      | Fixed         | 8.53%                 | No            |                  2 | On Loan: No      |
| Harvest SBA Loan Trust                      | Harvest SBA Loan Trust 2024-1                                                    | CUSIP: 41756NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6917492 | PA      | $6954359.28   | 0.09%             | 2051-12-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T              | Starwood 2024-SIF4 LLC                                                           | CUSIP: 85573YAE3<br>LEI: 254900SH4Z0BDGW60S70 | Long             | ABS-CBDO         | CORP              | US        |   2390000 | PA      | $2398006.50   | 0.03%             | 2036-10-17      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| NOVELIS HOLDINGS INC                        | NOVELIS HOLDINGS INC                                                             | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |   2924305 | PA      | $2931615.76   | 0.04%             | 2032-03-11      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2025-R05                                     | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6621707 | PA      | $6633019.79   | 0.08%             | 2045-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Deerpath Capital CLO LTD                    | Deerpath Capital CLO 2021-1 Ltd                                                  | CUSIP: 24460EAU6<br>LEI: 984500P76C2D11B3FA56 | Long             | ABS-CBDO         | CORP              | KY        |  10675000 | PA      | $10688941.55  | 0.13%             | 2036-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 3128HVZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204272 | PA      | $202633.62    | 0.00%             | 2036-08-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| RED VENTURES LLC                            | RED VENTURES LLC                                                                 | CUSIP: 75703UAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    554061 | PA      | $520514.71    | 0.01%             | 2030-03-04      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R05                                     | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11420528 | PA      | $11418704.16  | 0.14%             | 2044-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2024-HE2                                                | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |   6763460 | PA      | $6763427.10   | 0.08%             | 2054-10-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                              | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  24090000 | PA      | $24132589.67  | 0.30%             | 2029-07-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2023-1                                         | CUSIP: 36266XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2695000 | PA      | $2754260.62   | 0.03%             | 2029-01-16      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T              | STWD 2022-FL3 Ltd                                                                | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2689890 | PA      | $2689874.15   | 0.03%             | 2038-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                 | Onity Loan Investment Trust 2024-HB2                                             | CUSIP: 68278DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3902419 | PA      | $3901329.12   | 0.05%             | 2037-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                        | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  15976000 | PA      | $16018904.51  | 0.20%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Blackrock CLO                               | Blackrock Rainier CLO VI Ltd                                                     | CUSIP: 09261MAN6<br>LEI: 549300HF4E86WXQDUX86 | Long             | ABS-CBDO         | CORP              | KY        |  16240000 | PA      | $16191994.56  | 0.20%             | 2037-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133CVEM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202325 | PA      | $207529.06    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXV Ltd                    | Marble Point Clo XXV Ltd                                                         | CUSIP: 565923AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299988.56    | 0.00%             | 2036-10-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                 | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1434872.48   | 0.02%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust 2022-6                                       | CUSIP: 30168AAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1382000 | PA      | $1424332.87   | 0.02%             | 2029-04-06      | Fixed         | 8.03%                 | No            |                  2 | On Loan: No      |
| Eastern Power LLC                           | EASTERN POWER LLC                                                                | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |    842524 | PA      | $848963.03    | 0.01%             | 2028-04-03      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                            | ACHM Trust 2024-HE2                                                              | CUSIP: 00112DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4230458 | PA      | $4239746.00   | 0.05%             | 2039-10-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lake Shore MM CLO                           | Lake Shore MM CLO IV Ltd                                                         | CUSIP: 510758AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1266562 | PA      | $1266211.66   | 0.02%             | 2037-01-15      | Floating      | 5.62%                 | 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        |   3250000 | PA      | $3232321.63   | 0.04%             | 2027-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0606A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -18000000 | PA      | $-18388578.06 | -0.23%            | 2055-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                         | NatWest Markets PLC                                                              | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  13580000 | PA      | $13654829.20  | 0.17%             | 2027-05-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                     | National Australia Bank Ltd                                                      | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  17061000 | PA      | $17159612.58  | 0.21%             | 2028-06-13      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3132E0DH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7305604 | PA      | $7533251.10   | 0.09%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                         | Oportun Issuance Trust 2025-B                                                    | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8052593.60   | 0.10%             | 2033-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2017-14 Ltd                                                              | CUSIP: 67097QAL9<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2249817.75   | 0.03%             | 2037-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392BFS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46374 | PA      | $46625.49     | 0.00%             | 2031-12-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BAYONNE ENERGY CENTER LLC                   | BAYONNE ENERGY CENTER LLC                                                        | CUSIP: 000000000<br>LEI: 54930011FOZUNGHGHM74 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.02%             | 2032-09-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                     | UDR INC                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38000000 | PA      | $37968524.60  | 0.47%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Regatta X Funding Ltd.                      | Regatta X Funding Ltd                                                            | CUSIP: 75884BAJ7<br>LEI: 549300E2FIIBY7XTJE98 | Long             | ABS-CBDO         | CORP              | KY        |   3975000 | PA      | $3967570.72   | 0.05%             | 2037-07-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                           | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1195371.86   | 0.01%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                       | Mizuho Markets Cayman LP                                                         | CUSIP: 60700JCW3<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |   9130000 | PA      | $9130396.61   | 0.11%             | 2025-10-06      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Great Lakes CLO Ltd                         | Great Lakes CLO 2019-1 Ltd                                                       | CUSIP: 390578AR3<br>LEI: 2549000VKJWRC8TSA617 | Long             | ABS-CBDO         | CORP              | KY        |   3928125 | PA      | $3927351.16   | 0.05%             | 2037-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                        | ALPHA GENERATION LLC                                                             | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   1370160 | PA      | $1370373.74   | 0.02%             | 2031-09-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                      | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10006407.70  | 0.12%             | 2028-01-13      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd              | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4999628.00   | 0.06%             | 2038-11-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                     | HPS Loan Management 10-2016 Ltd                                                  | CUSIP: 40436TBC9<br>LEI: 2549009NI8GVCM3ROT27 | Long             | ABS-CBDO         | CORP              | KY        |    857143 | PA      | $857196.87    | 0.01%             | 2034-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                              | ACM Auto Trust 2024-2                                                            | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2943885 | PA      | $2942066.43   | 0.04%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust               | Lendbuzz Securitization Trust 2024-2                                             | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5582354 | PA      | $5618002.58   | 0.07%             | 2029-05-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Grantor Trust 2025-1                                              | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030932 | PA      | $1040213.68   | 0.01%             | 2032-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392GRS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38325 | PA      | $38309.40     | 0.00%             | 2033-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2024-DNA3                                          | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |  14582150 | PA      | $14611016.82  | 0.18%             | 2044-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora              | Chase Mortgage Finance Corp                                                      | CUSIP: 46591HBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1632784 | PA      | $1594619.67   | 0.02%             | 2050-02-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora              | Chase Mortgage Finance Corp                                                      | CUSIP: 46591HBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6308484 | PA      | $6227125.18   | 0.08%             | 2050-02-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wilshire Mortgage Loan Trust                | Wilshire Mortgage Loan Trust                                                     | CUSIP: 971885AK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4150 | PA      | $4140.70      | 0.00%             | 2028-05-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2024-1                                         | CUSIP: 36269HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107667 | PA      | $107707.43    | 0.00%             | 2027-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4091715 | PA      | $4105403.45   | 0.05%             | 2032-10-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $6701607.23   | 0.08%             | 2028-02-04      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133CVA87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1552057 | PA      | $1612408.07   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO              | Morgan Stanley Eaton Vance CLO 2021-1 Ltd                                        | CUSIP: 61773KAL6<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3999880.00   | 0.05%             | 2037-10-23      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP                       | CITADEL SECURITIES LP                                                            | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   1425078 | PA      | $1429149.53   | 0.02%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                        | VERITIV OPERATING CO                                                             | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |   2319158 | PA      | $2303939.97   | 0.03%             | 2030-11-29      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23261851 | PA      | $23290928.20  | 0.29%             | 2044-05-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                   | Chesapeake Funding II LLC                                                        | CUSIP: 165183CV4<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1390664 | PA      | $1396247.13   | 0.02%             | 2035-05-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                 | Swedbank AB                                                                      | CUSIP: 870195AA2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   8840000 | PA      | $8905667.76   | 0.11%             | 2026-06-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                    | Octane Receivables Trust 2023-2                                                  | CUSIP: 67571QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545094 | PA      | $545618.76    | 0.01%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Trust 2024-2                                                      | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3227362 | PA      | $3248464.07   | 0.04%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                        | Fannie Mae Trust 2003-W6                                                         | CUSIP: 31393BX75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    692700 | PA      | $690129.86    | 0.01%             | 2042-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                             | TX Trust 2024-HOU                                                                | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5989807.20   | 0.07%             | 2039-06-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   8435000 | PA      | $8562562.59   | 0.11%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan              | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   9950000 | PA      | $9973521.80   | 0.12%             | 2027-11-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                            | Bellemeade Re Ltd                                                                | CUSIP: 078915AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2479313 | PA      | $2483260.18   | 0.03%             | 2034-08-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136A5AT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66848 | PA      | $66239.41     | 0.00%             | 2042-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                    | FHF Issuer Trust 2024-3                                                          | CUSIP: 30339EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2233742.40   | 0.03%             | 2031-02-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Brightwood Capital MM CLO 2019              | Brightwood Capital MM CLO 2019-1 Ltd                                             | CUSIP: 109487AQ1<br>LEI: 2549001FP00M2YWJYD98 | Long             | ABS-CBDO         | CORP              | KY        |  18500000 | PA      | $18497410.00  | 0.23%             | 2034-10-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                        | BlueMountain CLO XXII Ltd                                                        | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3110029 | PA      | $3112489.21   | 0.04%             | 2031-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| SKY1 Trust                                  | SKY Trust 2025-LINE                                                              | CUSIP: 830941AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19576754 | PA      | $19527879.06  | 0.24%             | 2042-04-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   3430825 | PA      | $3528452.30   | 0.04%             | 2030-12-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Pear LLC                                    | PEAR 2023-1 LLC                                                                  | CUSIP: 70473AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9690532 | PA      | $9911085.92   | 0.12%             | 2035-07-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392ERP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52595 | PA      | $53106.18     | 0.00%             | 2032-07-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31395U2S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130585 | PA      | $129463.05    | 0.00%             | 2035-05-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Rosy Blue Carat S.A.                        | Rosy Blue Carat SCS                                                              | CUSIP: 77862UAD0<br>LEI: 222100OTGQJOXUS2K930 | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7554750.00   | 0.09%             | 2030-03-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Securiti              | Bear Stearns Mortgage Securities Inc                                             | CUSIP: 073914WE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8446 | PA      | $8449.69      | 0.00%             | 2030-06-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point Clo XVI Ltd                                                          | CUSIP: 83610KAG8<br>LEI: 549300ZK5CJ7PM7YBH85 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3010464.00   | 0.04%             | 2030-07-25      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2025-DNA1                                          | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |  12662037 | PA      | $12654191.27  | 0.16%             | 2045-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                       | PHOENIX GUARANTOR INC                                                            | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   2938153 | PA      | $2943294.73   | 0.04%             | 2031-02-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9588098 | PA      | $9588414.88   | 0.12%             | 2037-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 313920TH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47224 | PA      | $47176.42     | 0.00%             | 2031-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable              | Westlake Automobile Receivables Trust 2025-P1                                    | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $6272320.63   | 0.08%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                      | American Honda Finance Corp                                                      | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16020304.96  | 0.20%             | 2026-05-11      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management               | JPMorgan Chase Bank NA - JPMWM                                                   | CUSIP: 46591HBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4715674 | PA      | $4706506.98   | 0.06%             | 2051-03-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| EYECARE PARTNERS LLC                        | EYECARE PARTNERS LLC                                                             | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    933517 | PA      | $597451.03    | 0.01%             | 2028-11-30      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396WYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12061 | PA      | $12031.85     | 0.00%             | 2037-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                | Post CLO 2021-1 LTD                                                              | CUSIP: 73742FAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13000000 | PA      | $13008840.00  | 0.16%             | 2034-10-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                            | Sculptor CLO XXX Ltd                                                             | CUSIP: 81124NAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002979.00   | 0.04%             | 2038-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust              | Cascade Funding Mortgage Trust                                                   | CUSIP: 12531BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7571242 | PA      | $7410251.63   | 0.09%             | 2035-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                            | Trinitas Clo VII Ltd                                                             | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |  12000000 | PA      | $11988096.00  | 0.15%             | 2035-01-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                            | BOF URSA VI Funding Trust I                                                      | CUSIP: 05603KAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283041 | PA      | $284685.13    | 0.00%             | 2031-10-27      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                            | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  23300000 | PA      | $23553131.67  | 0.29%             | 2027-09-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R01                                     | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2657278 | PA      | $2657282.03   | 0.03%             | 2044-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| US RADIOLOGY SPECIALISTS                    | US RADIOLOGY SPECIALISTS INC                                                     | CUSIP: 90372AAM0<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |   1234295 | PA      | $1239849.61   | 0.02%             | 2027-12-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                      | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49927064.50  | 0.62%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2018-A-GS                                          | CUSIP: 20269DAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    368550 | PA      | $364202.57    | 0.00%             | 2044-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                               | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  16400000 | PA      | $16503270.47  | 0.20%             | 2028-07-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corportation Trust 2021-IP                                | CUSIP: 36262MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1085091.81   | 0.01%             | 2036-10-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4413592.90   | 0.05%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Newtek Small Business Loan Tru              | Newtek Small Business Loan Trust 2021-1                                          | CUSIP: 65253MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1252986 | PA      | $1250139.92   | 0.02%             | 2048-12-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                     | TRTX 2025-FL6 Issuer Ltd                                                         | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18650000 | PA      | $18713980.69  | 0.23%             | 2042-09-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                          | CNO Global Funding                                                               | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  11455000 | PA      | $11751979.70  | 0.15%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd              | LoanCore 2021-CRE6 Issuer Ltd                                                    | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2171815 | PA      | $2171732.50   | 0.03%             | 2038-11-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                         | Reach ABS Trust 2024-2                                                           | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2166493 | PA      | $2177646.46   | 0.03%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities               | Fortress Credit Opportunities XXIX CLO Ltd                                       | CUSIP: 34990EAE0<br>LEI: 254900314MCCPONEEQ30 | Long             | ABS-CBDO         | CORP              | KY        |   8180000 | PA      | $8183296.54   | 0.10%             | 2033-04-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  19200000 | PA      | $19185038.98  | 0.24%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                   | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18840000 | PA      | $18863550.00  | 0.23%             | 2041-10-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |  11081000 | PA      | $11084435.11  | 0.14%             | 2045-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392HT86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19040 | PA      | $19012.26     | 0.00%             | 2033-02-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396XJ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11446 | PA      | $11367.90     | 0.00%             | 2037-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Trust 2024-2                                                      | CUSIP: 694961AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6034301 | PA      | $6079913.57   | 0.08%             | 2031-08-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T              | Tricolor Auto Securitization Trust 2024-1                                        | CUSIP: 89616LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $2972428.50   | 0.04%             | 2027-12-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust Series 2024-HE3                                         | CUSIP: 46658JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11616173 | PA      | $11616117.18  | 0.14%             | 2055-02-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49              | Octagon Investment Partners 49 Ltd                                               | CUSIP: 67578FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3710526 | PA      | $3715071.71   | 0.05%             | 2037-04-15      | Floating      | 5.37%                 | 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        |    613687 | PA      | $617279.10    | 0.01%             | 2031-10-27      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan               | New Residential Mortgage Loan Trust 2017-5                                       | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4660807 | PA      | $4718311.46   | 0.06%             | 2057-06-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                    | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   7517000 | PA      | $7541712.06   | 0.09%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund CLO               | ABPCI DIRECT LENDING FUND CLO V LTD                                              | CUSIP: 000807BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4032888.00   | 0.05%             | 2036-01-20      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20995953 | PA      | $20995827.51  | 0.26%             | 2037-02-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                    | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5645000 | PA      | $5689739.67   | 0.07%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON INC                     | CONSOLIDATED EDISON INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8691759.36   | 0.11%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                            | ACHM Mortgage Trust 2024-HE1                                                     | CUSIP: 00449TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5568248 | PA      | $5710483.68   | 0.07%             | 2039-05-25      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Brightwood Capital MM CLO Ltd.              | Brightwood Capital MM CLO 2025-1 Ltd                                             | CUSIP: 10950EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3046281.00   | 0.04%             | 2036-04-15      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38376FRF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55441 | PA      | $55792.55     | 0.00%             | 2039-08-16      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust              | CFMT 2024-HB13 LLC                                                               | CUSIP: 12530VAA3<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |   3981993 | PA      | $3923262.98   | 0.05%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                     | Korea National Oil Corp                                                          | CUSIP: 50065LAR1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGA              | KR        |  25280000 | PA      | $25302595.65  | 0.31%             | 2028-09-29      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31392R6E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58240 | PA      | $58799.26     | 0.00%             | 2032-03-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31397EHX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152939 | PA      | $150605.56    | 0.00%             | 2037-01-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                    | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2Y4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  13420000 | PA      | $13456985.52  | 0.17%             | 2028-08-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2018-B                                          | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |    932452 | PA      | $931100.62    | 0.01%             | 2037-01-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO MARKETS CAYMAN                       | Mizuho Markets Cayman LP                                                         | CUSIP: 60700JDA0<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |  11000000 | PA      | $11004486.35  | 0.14%             | 2025-11-28      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                 | MCF CLO 10 Ltd                                                                   | CUSIP: 55293LAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4571875 | PA      | $4578879.11   | 0.06%             | 2037-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                    | Caterpillar Financial Services Corp                                              | CUSIP: 14913UBC3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  15840000 | PA      | $15926328.00  | 0.20%             | 2028-08-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                       | Amrize Finance US LLC                                                            | CUSIP: 43475RAL0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |  19600000 | PA      | $19450320.09  | 0.24%             | 2026-09-22      | Fixed         | 3.50%                 | 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        |   4084550 | PA      | $4156456.34   | 0.05%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12983000 | PA      | $12983000.00  | 0.16%             | 2036-10-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                                | CUSIP: 639057AM0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $6040235.46   | 0.07%             | 2028-03-01      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                 | Home RE 2021-1 Ltd                                                               | CUSIP: 437307AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1957068 | PA      | $1962877.77   | 0.02%             | 2033-07-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                            | Bank of Montreal                                                                 | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   7500000 | PA      | $7554216.23   | 0.09%             | 2026-06-05      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| IXS HOLDINGS INC                            | IXS HOLDINGS INC                                                                 | CUSIP: 000000000<br>LEI: 254900I3GPHU9VH9Z454 | Long             | LON              | CORP              | US        |    241000 | PA      | $241301.25    | 0.00%             | 2029-09-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                       | Athene Global Funding                                                            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $7785105.33   | 0.10%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2023-B                                          | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3688127 | PA      | $3761428.42   | 0.05%             | 2056-10-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2018-7FRB                                               | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4855682 | PA      | $4771565.76   | 0.06%             | 2046-04-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                     | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4530000 | PA      | $4540314.81   | 0.06%             | 2039-09-19      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                  | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6008196 | PA      | $6020743.28   | 0.07%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                     | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    938382 | PA      | $915760.77    | 0.01%             | 2028-03-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                     | National Bank of Canada                                                          | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   8190000 | PA      | $8216835.19   | 0.10%             | 2027-07-02      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec              | American Credit Acceptance Receivables Trust 2023-4                              | CUSIP: 02530CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4877250 | PA      | $4925523.80   | 0.06%             | 2030-09-12      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Cre              | Continental Finance Credit Card ABS Master Trust                                 | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3543000 | PA      | $3597840.68   | 0.04%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| RVR DEALERSHIP HOLDINGS                     | RVR DEALERSHIP HOLDINGS                                                          | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    718658 | PA      | $680029.76    | 0.01%             | 2028-02-08      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T              | Tricolor Auto Securitization Trust 2023-1                                        | CUSIP: 89616KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1551654 | PA      | $1439722.52   | 0.02%             | 2027-07-15      | Fixed         | 8.56%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                        | Fannie Mae Trust 2005-W3                                                         | CUSIP: 31394FSD8<br>LEI: 549300RF7M92JUSGM340 | Long             | ABS-MBS          | USGSE             | US        |     20622 | PA      | $20945.52     | 0.00%             | 2045-04-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  21300000 | PA      | $21303245.69  | 0.26%             | 2029-03-04      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38374KPM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146474 | PA      | $145350.93    | 0.00%             | 2035-01-16      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Monroe Capital MML CLO                      | Monroe Capital MML CLO XIII Ltd                                                  | CUSIP: 61034JAA8<br>LEI: 5493004J0N9XX6VUDK62 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5001550.00   | 0.06%             | 2034-02-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                            | Bayview Opportunity Master Fund VII Trust 2024-CAR1F                             | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2276339 | PA      | $2283474.88   | 0.03%             | 2032-07-29      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3174000 | PA      | $3183916.02   | 0.04%             | 2027-10-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6781797 | PA      | $6756365.14   | 0.08%             | 2036-09-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                            | Integrity Re Ltd                                                                 | CUSIP: 45833UAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1412229 | PA      | $635503.27    | 0.01%             | 2030-06-06      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| HOA Funding LLC                             | HOA Funding LLC - HOA                                                            | CUSIP: 40390GAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2050000 | PA      | $51250.00     | 0.00%             | 2051-08-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                       | Athene Global Funding                                                            | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6016781.34   | 0.07%             | 2026-05-08      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                | Eagle RE 2023-1 Ltd                                                              | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2481181 | PA      | $2485705.88   | 0.03%             | 2033-09-26      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| HOA Funding LLC                             | HOA Funding LLC - HOA                                                            | CUSIP: 40390GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5137705 | PA      | $1053229.52   | 0.01%             | 2051-08-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AGL CLO 14, LTD.                            | AGL CLO 14 Ltd                                                                   | CUSIP: 00851WAL3<br>LEI: 254900G6P36ERQHAIS15 | Long             | ABS-CBDO         | CORP              | KY        |   6820000 | PA      | $6823662.34   | 0.08%             | 2034-12-02      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                            | Westgate Resorts 2022-1 LLC                                                      | CUSIP: 96034JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542994 | PA      | $537670.08    | 0.01%             | 2036-08-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Collateralized Loan Obligation Ltd                                  | CUSIP: 03881UAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15475000 | PA      | $15436317.14  | 0.19%             | 2041-01-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2025-DNA1                                          | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |  19567410 | PA      | $19579604.27  | 0.24%             | 2045-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                             | HGI CRE CLO 2021-FL2 Ltd                                                         | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     78917 | PA      | $78841.81     | 0.00%             | 2036-09-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38374KXH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144536 | PA      | $143011.48    | 0.00%             | 2035-02-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31396HUS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104205 | PA      | $103312.30    | 0.00%             | 2036-02-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 172967NH0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4005000 | PA      | $4047180.14   | 0.05%             | 2028-02-24      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ACC Auto Trust                              | ACC Auto Trust 2022-A                                                            | CUSIP: 00085YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1962562 | PA      | $1958101.38   | 0.02%             | 2029-03-15      | Fixed         | 10.07%                | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable              | Westlake Automobile Receivables Trust 2024-3                                     | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4769708 | PA      | $4775264.99   | 0.06%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                              | CUSIP: 83368RCB6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  17440000 | PA      | $17547367.27  | 0.22%             | 2029-04-13      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Monroe Capital MML CLO                      | Monroe Capital Mml Clo XII Ltd                                                   | CUSIP: 61034VAC7<br>LEI: 549300015LLKJVT5UL74 | Long             | ABS-CBDO         | CORP              | KY        |  10960000 | PA      | $10998809.36  | 0.14%             | 2033-09-14      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                    | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3764575.92   | 0.05%             | 2027-06-09      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| New York City Tax Lien                      | NYCTL 2025-A Trust                                                               | CUSIP: 62957CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9994521.00   | 0.12%             | 2038-11-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real E              | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                           | CUSIP: 03881KAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6980000 | PA      | $6975784.08   | 0.09%             | 2043-01-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Thopas Re 2022                              | Thopas Re 2022                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $0.00         | 0.00%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133CVBA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2139063 | PA      | $2218849.30   | 0.03%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8144322.25   | 0.10%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Maste              | Mission Lane Credit Card Master Trust                                            | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8580000 | PA      | $8680127.74   | 0.11%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pear LLC                                    | PEAR 2021-1 LLC                                                                  | CUSIP: 70472TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1008845 | PA      | $1003868.35   | 0.01%             | 2034-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2023-R02                                     | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2927290 | PA      | $2980361.96   | 0.04%             | 2043-01-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6975871 | PA      | $6972724.57   | 0.09%             | 2036-10-16      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                           | CUSIP: 03880KAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7340000 | PA      | $7328233.98   | 0.09%             | 2034-08-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    537436 | PA      | $538686.10    | 0.01%             | 2030-12-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3133TLWG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12593 | PA      | $12598.27     | 0.00%             | 2028-04-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2018-BGS                                           | CUSIP: 20268MAB2<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |    641305 | PA      | $632430.79    | 0.01%             | 2045-09-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Tr              | Avid Automobile Receivables Trust 2021-1                                         | CUSIP: 05369LAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1596107.68   | 0.02%             | 2028-10-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                 | Asurion LLC                                                                      | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2237449 | PA      | $2237913.98   | 0.03%             | 2027-07-30      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                     | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  12500000 | PA      | $12630583.00  | 0.16%             | 2028-03-12      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                      | SLM Private Credit Student Loan Trust 2007-A                                     | CUSIP: 78443DAD4<br>LEI: 549300T563MF7L069881 | Long             | ABS-O            | CORP              | US        |   2089593 | PA      | $2048116.33   | 0.03%             | 2041-12-16      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo              | Velocity Commercial Capital Loan Trust 2024-1                                    | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3280228 | PA      | $3320365.48   | 0.04%             | 2054-01-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                 | Citibank NA                                                                      | CUSIP: 17325FBD9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  12450000 | PA      | $12546523.73  | 0.16%             | 2026-12-04      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                  | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4525000 | PA      | $4531470.52   | 0.06%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                          | Bank of America NA                                                               | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |  15450000 | PA      | $15537814.86  | 0.19%             | 2026-08-18      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BXDL Static CLO 2025-1 LLC                  | BXDL Static CLO 2025-1 LLC                                                       | CUSIP: 05617FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6974597.00   | 0.09%             | 2035-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | TARGA RESOURCES CORP                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38000000 | PA      | $37995128.40  | 0.47%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  13230000 | PA      | $13280049.09  | 0.16%             | 2027-04-05      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31393ALV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103736 | PA      | $103691.02    | 0.00%             | 2033-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31393QMP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41465 | PA      | $42321.03     | 0.00%             | 2033-05-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                       | DIRECTV FINANCING LLC                                                            | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    687676 | PA      | $689585.86    | 0.01%             | 2029-08-02      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |   1803592 | PA      | $1830387.98   | 0.02%             | 2042-08-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                 | Asurion LLC                                                                      | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2582175 | PA      | $2592503.23   | 0.03%             | 2028-08-21      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                            | BASKET COLLAREAL US TRI PARTY                                                    | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        | 160710000 | PA      | $160710000.00 | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitized Term Auto Receivab              | Securitized Term Auto Receivables Trust                                          | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   2219426 | PA      | $2240179.11   | 0.03%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19924332.80  | 0.25%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                  | RCKT Trust 2025-PL1                                                              | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5620215 | PA      | $5633005.21   | 0.07%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T              | Ready Capital Mortgage Financing 2023-FL11 LLC                                   | CUSIP: 75575RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33824 | PA      | $33927.46     | 0.00%             | 2039-10-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                            | Bank of Montreal                                                                 | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  16723000 | PA      | $16764554.98  | 0.21%             | 2029-01-27      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                              | Bardot CLO Ltd                                                                   | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   6469216 | PA      | $6465567.09   | 0.08%             | 2032-10-22      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust                 | FCCU Auto Receivables Trust 2025-1                                               | CUSIP: 31424YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10101449.00  | 0.13%             | 2030-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                         | Nomura Holdings Inc                                                              | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  20260000 | PA      | $20424936.66  | 0.25%             | 2027-07-02      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 95000U3Z4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $13715618.00  | 0.17%             | 2029-09-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                            | Bank of Montreal                                                                 | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   8100000 | PA      | $8116318.83   | 0.10%             | 2026-09-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31392VBS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22136 | PA      | $22097.62     | 0.00%             | 2032-09-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XSV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2069429 | PA      | $2103497.31   | 0.03%             | 2030-02-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                             | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6956000 | PA      | $6972876.30   | 0.09%             | 2027-10-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2025-HE1 Trust                                                               | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |  11091653 | PA      | $11142883.95  | 0.14%             | 2055-02-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                       | QUIKRETE HOLDING 01/30/32                                                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1990000 | PA      | $1991492.50   | 0.02%             | 2032-02-10      | Floating      | 6.41%                 | 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        |     75321 | PA      | $75189.59     | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                      | Morgan Stanley Bank NA                                                           | CUSIP: 61690U7Z7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  10240000 | PA      | $10291507.20  | 0.13%             | 2028-01-14      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-1 Ltd                            | TSTAT 2022-1 Ltd                                                                 | CUSIP: 872899BA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   6000000 | PA      | $5995470.00   | 0.07%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                         | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10245000 | PA      | $10300224.34  | 0.13%             | 2028-11-26      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                     | Regatta VII Funding Ltd                                                          | CUSIP: 75888ABC9<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |    794118 | PA      | $793125.03    | 0.01%             | 2034-06-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec              | American Credit Acceptance Receivables Trust 2022-2                              | CUSIP: 02530BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    843857 | PA      | $844175.71    | 0.01%             | 2028-06-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                              | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10272331.96  | 0.13%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                     | ALLIED UNIVERSAL HOLDCO                                                          | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1152481 | PA      | $1157784.72   | 0.01%             | 2032-08-20      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31339NNP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34310 | PA      | $34412.80     | 0.00%             | 2032-03-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                            | Westgate Resorts 2024-1 LLC                                                      | CUSIP: 96034KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5804612 | PA      | $5899086.87   | 0.07%             | 2038-01-20      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31394LYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27229 | PA      | $27587.71     | 0.00%             | 2033-11-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133CXY79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1113830 | PA      | $1169716.26   | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                 | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-G                        | CUSIP: 5899295X2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2348 | PA      | $2325.33      | 0.00%             | 2029-01-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                     | BDS 2022-FL11 LLC                                                                | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1169093 | PA      | $1169100.00   | 0.01%             | 2039-03-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                            | Sculptor CLO XXVII Ltd                                                           | CUSIP: 81124UAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1333333 | PA      | $1333441.32   | 0.02%             | 2034-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                    | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAZ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13025057.37  | 0.16%             | 2028-03-03      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                               | COHERENT CORP                                                                    | CUSIP: 000000000<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1000625.00   | 0.01%             | 2029-07-02      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396XWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23646 | PA      | $23494.79     | 0.00%             | 2037-09-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2023-1                                         | CUSIP: 36266XAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5540000 | PA      | $6087433.99   | 0.08%             | 2030-03-15      | Fixed         | 11.42%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp Trust 2020-DUNE                                      | CUSIP: 36258BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10281427 | PA      | $10271562.72  | 0.13%             | 2036-12-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                          | BSPRT 2021-FL7 Issuer Ltd                                                        | CUSIP: 05602CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1965008.80   | 0.02%             | 2038-12-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                              | OWENS-BROCKWAY                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1690000 | PA      | $1688943.75   | 0.02%             | 2032-09-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                 | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-C                        | CUSIP: 59020UDW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4635 | PA      | $4613.83      | 0.00%             | 2029-07-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr              | GLS Auto Select Receivables Trust 2024-1                                         | CUSIP: 37988XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2520000 | PA      | $2576381.22   | 0.03%             | 2030-03-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                | Upstart Securitization Trust 2025-3                                              | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5206000 | PA      | $5209694.18   | 0.06%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                  | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10580000 | PA      | $10628265.96  | 0.13%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                     | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15600000 | PA      | $15632224.61  | 0.19%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  10339000 | PA      | $10317295.54  | 0.13%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                 | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-B                        | CUSIP: 59020UBV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71424 | PA      | $70275.66     | 0.00%             | 2029-05-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                            | OWL Rock Clo XXI LLC                                                             | CUSIP: 69120UAB9<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-CBDO         | CORP              | US        |   3290000 | PA      | $3288578.72   | 0.04%             | 2034-07-24      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                            | Symphony CLO XIX Ltd                                                             | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1053905 | PA      | $1054114.12   | 0.01%             | 2031-04-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                | ING Groep NV                                                                     | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   8309000 | PA      | $8327682.45   | 0.10%             | 2027-04-01      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2021-7 Ltd                                               | CUSIP: 05682NAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6466980.00   | 0.08%             | 2035-01-22      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  18000000 | PA      | $18065481.66  | 0.22%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31394FG66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56594 | PA      | $56445.42     | 0.00%             | 2035-02-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                       | JANE STREET GROUP LLC                                                            | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   3377938 | PA      | $3357089.51   | 0.04%             | 2031-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                             | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  19844000 | PA      | $19933356.94  | 0.25%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396YDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14612 | PA      | $14635.43     | 0.00%             | 2038-02-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Fun              | Gracie Point International Funding 2024-1 LLC                                    | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5009719.00   | 0.06%             | 2028-03-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust 2018-SL              | Towd Point Asset Trust 2018-SL1                                                  | CUSIP: 89174UAB2<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |   3353648 | PA      | $3350261.45   | 0.04%             | 2046-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31398LMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124485 | PA      | $124741.29    | 0.00%             | 2039-12-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14055000 | PA      | $14108363.74  | 0.18%             | 2027-09-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31397CV55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102195 | PA      | $101217.48    | 0.00%             | 2036-11-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                          | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16109652.64  | 0.20%             | 2028-03-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                            | Trinitas CLO XI Ltd                                                              | CUSIP: 89641HAN0<br>LEI: 549300T8V1JZG1WFK175 | Long             | ABS-CBDO         | CORP              | KY        |   1380000 | PA      | $1379904.78   | 0.02%             | 2034-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                 | FIGRE Trust 2024-HE2                                                             | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6685770 | PA      | $6857069.47   | 0.09%             | 2054-05-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC               | 321 Henderson Receivables I LLC                                                  | CUSIP: 88576NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99182 | PA      | $97780.28     | 0.00%             | 2041-06-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                    | Octane Receivables Trust 2022-1                                                  | CUSIP: 67571EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2813000 | PA      | $2830565.50   | 0.04%             | 2029-02-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2023-HE3                                                | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |   5380356 | PA      | $5403999.72   | 0.07%             | 2054-05-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                        | WEC ENERGY GROUP INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24000000 | PA      | $23960068.80  | 0.30%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392HY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31283 | PA      | $31415.38     | 0.00%             | 2033-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2018-C-GS                                          | CUSIP: 20267XAB9<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |    264547 | PA      | $261990.10    | 0.00%             | 2046-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                   | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    503223 | PA      | $475012.92    | 0.01%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| CPF IV, LLC, CP EF ASSET SECUR              | CP EF Asset Securitization II LLC                                                | CUSIP: 224092AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3070840 | PA      | $3098672.76   | 0.04%             | 2032-03-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                   | Chesapeake Funding II LLC                                                        | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1852655 | PA      | $1878980.98   | 0.02%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2025-HE1                                     | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |   3365227 | PA      | $3374703.61   | 0.04%             | 2055-10-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                         | Reach ABS Trust 2025-2                                                           | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5822493 | PA      | $5845597.19   | 0.07%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                             | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    762891 | PA      | $735196.65    | 0.01%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                         | ACREC 2021-FL1 Ltd                                                               | CUSIP: 00500RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13325000 | PA      | $13324558.94  | 0.17%             | 2036-10-16      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133CVBG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3275665 | PA      | $3364813.30   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                      | Commonwealth Bank of Australia                                                   | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  22000000 | PA      | $22109010.00  | 0.27%             | 2028-03-14      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Trust 2024-1                                                      | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3482323 | PA      | $3505162.91   | 0.04%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12732255 | PA      | $12756127.88  | 0.16%             | 2039-08-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31393HH21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19213 | PA      | $19126.49     | 0.00%             | 2032-12-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                         | Oportun Funding Trust 2024-3                                                     | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2070764 | PA      | $2072486.40   | 0.03%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                          | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2029865 | PA      | $1881466.77   | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                      | Standard Chartered PLC                                                           | CUSIP: 853254CV0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   8600000 | PA      | $8686258.00   | 0.11%             | 2027-07-06      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31394AER3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72258 | PA      | $71989.24     | 0.00%             | 2034-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |  28234487 | PA      | $28243240.11  | 0.35%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  14460000 | PA      | $14486318.94  | 0.18%             | 2029-02-14      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31393JAZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112582 | PA      | $112324.83    | 0.00%             | 2033-01-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 313920KG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11134 | PA      | $11111.32     | 0.00%             | 2031-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                 | FIGRE Trust 2025-HE3                                                             | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6400663 | PA      | $6479498.29   | 0.08%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396WJU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8305 | PA      | $8230.56      | 0.00%             | 2037-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |   1243587 | PA      | $1249419.44   | 0.02%             | 2042-03-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                      | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  17665000 | PA      | $17746323.30  | 0.22%             | 2028-07-21      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo              | Velocity Commercial Capital Loan Trust 2023-1                                    | CUSIP: 92259VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1603557 | PA      | $1601443.14   | 0.02%             | 2053-01-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Stonepeak                                   | Stonepeak 2021-1 ABS                                                             | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1046705 | PA      | $1011307.18   | 0.01%             | 2033-02-28      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2023-R01                                     | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5992547 | PA      | $6131670.93   | 0.08%             | 2042-12-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                  | MFA 2024-RTL1 Trust                                                              | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1399157.60   | 0.02%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31397KZH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20549 | PA      | $20529.05     | 0.00%             | 2037-10-15      | Floating      | 5.11%                 | 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        |   1612950 | PA      | $1605802.87   | 0.02%             | 2044-09-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                | Eagle RE 2021-2 Ltd                                                              | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1503155 | PA      | $1511178.05   | 0.02%             | 2034-04-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                    | Octane Receivables Trust 2023-1                                                  | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287181 | PA      | $287640.69    | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                           | FREED ABS Trust 2021-3FP                                                         | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57735 | PA      | $57664.46     | 0.00%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31397BBG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94801 | PA      | $94133.67     | 0.00%             | 2036-09-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                             | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  15280000 | PA      | $15379472.80  | 0.19%             | 2027-01-19      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                | 7-Eleven Inc                                                                     | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17772510.06  | 0.22%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                       | Playtika Holding Corp                                                            | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |   1306568 | PA      | $1288398.86   | 0.02%             | 2028-03-13      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva              | AmeriCredit Automobile Receivables Trust 2024-1                                  | CUSIP: 023947AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5650915 | PA      | $5652736.16   | 0.07%             | 2028-02-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                           | KINDER MORGAN INC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29996229.00  | 0.37%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                      | American Honda Finance Corp                                                      | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  12450000 | PA      | $12472995.15  | 0.15%             | 2028-09-01      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R09                                     | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1409898 | PA      | $1429721.57   | 0.02%             | 2042-09-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| SERVICE LOGIC ACQUISITIO                    | SERVICE LOGIC ACQUISITION INC                                                    | CUSIP: 81759AAH3<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |   3591128 | PA      | $3600105.57   | 0.04%             | 2027-10-29      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                         | ALLSPRING BUYER LLC                                                              | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $752187.75    | 0.01%             | 2030-11-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust              | CFMT 2023-H12 LLC                                                                | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142602 | PA      | $142497.67    | 0.00%             | 2033-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                         | LCM XVIII LP                                                                     | CUSIP: 50188GAT0<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    170397 | PA      | $170358.28    | 0.00%             | 2031-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                   | JABIL INC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14987772.00  | 0.19%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PL                    | FLUTTER ENTERTAINMENT PLC                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1350938 | PA      | $1348827.34   | 0.02%             | 2030-11-29      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR Debt Notes 2017-HRP1                                           | CUSIP: 3137G0SN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1274405 | PA      | $1286031.29   | 0.02%             | 2042-12-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                    | BXMT 2020-FL2 LTD                                                                | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9905351 | PA      | $9880508.17   | 0.12%             | 2038-02-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                  | Upstart Pass-Through Trust Series                                                | CUSIP: 91680UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115201 | PA      | $115066.30    | 0.00%             | 2030-04-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                             | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4620000 | PA      | $4629244.99   | 0.06%             | 2026-04-27      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                               | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  20020000 | PA      | $20025768.56  | 0.25%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396PZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36454 | PA      | $35805.21     | 0.00%             | 2037-03-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137A1K36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24227 | PA      | $24164.31     | 0.00%             | 2040-07-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31396UR69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125510 | PA      | $124945.23    | 0.00%             | 2036-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                          | Macquarie Bank Ltd                                                               | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  11450000 | PA      | $11507474.88  | 0.14%             | 2028-06-12      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC               | 321 Henderson Receivables LLC                                                    | CUSIP: 88576PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389934 | PA      | $381587.50    | 0.00%             | 2040-11-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                   | Chesapeake Funding II LLC                                                        | CUSIP: 165183DA9<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   2799222 | PA      | $2811481.58   | 0.03%             | 2035-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QUSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9363959 | PA      | $9687069.19   | 0.12%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                          | BSPRT 2022-FL8 Issuer Ltd                                                        | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900759 | PA      | $901372.86    | 0.01%             | 2037-02-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Trust 2024-2                                                      | CUSIP: 694961AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1003812 | PA      | $1009095.97   | 0.01%             | 2031-08-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| ARCHKEY HOLDINGS INC                        | ARCHKEY HOLDINGS INC                                                             | CUSIP: 48205CAD7<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |     59069 | PA      | $59608.00     | 0.00%             | 2031-11-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                           | Mountain View CLO XVII Ltd                                                       | CUSIP: 62431QAL5<br>LEI: 2549000TWLB57V29ZR37 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.02%             | 2038-10-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31396F4J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25116 | PA      | $24892.75     | 0.00%             | 2035-11-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| WEX INC                                     | WEX INC                                                                          | CUSIP: 000000000<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |   2685505 | PA      | $2675770.04   | 0.03%             | 2032-03-05      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                          | BMW US Capital LLC                                                               | CUSIP: 05565ECT0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  11890000 | PA      | $11953021.04  | 0.15%             | 2027-08-13      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust               | Lendbuzz Securitization Trust 2024-1                                             | CUSIP: 525935AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5349144 | PA      | $5383923.14   | 0.07%             | 2029-08-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                       | LEVEL 3 FINANCING INC                                                            | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1139156 | PA      | $1137589.66   | 0.01%             | 2032-03-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                      | Marlette Funding Trust 2025-1                                                    | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8025846 | PA      | $8038074.35   | 0.10%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.              | LoanCore 2022-CRE7 Issuer Ltd                                                    | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10856715 | PA      | $10871846.74  | 0.13%             | 2037-01-17      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                         | Crown Point CLO IV Ltd                                                           | CUSIP: 22845XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1440000 | PA      | $1441500.48   | 0.02%             | 2031-04-20      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                | Huntington Bank Auto Credit-Linked Notes Series 2025-1                           | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8891854 | PA      | $8945671.51   | 0.11%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396XNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39291 | PA      | $39047.06     | 0.00%             | 2037-09-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Gleneagles Re 2022                          | Gleneagles Re 2022                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $354000.00    | 0.00%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| KOPPERS INC                                 | KOPPERS INC                                                                      | CUSIP: 50060JAH3<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | LON              | CORP              | US        |    490072 | PA      | $492981.70    | 0.01%             | 2030-04-10      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus              | Prestige Auto Receivables Trust 2021-1                                           | CUSIP: 74113XAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3240000 | PA      | $3189721.36   | 0.04%             | 2029-03-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Tr              | JP Morgan Seasoned Mortgage Trust 2014-1                                         | CUSIP: 46643VAL1<br>LEI: 549300PO5OQO1J76ZY81 | Long             | ABS-MBS          | CORP              | US        |    655450 | PA      | $649134.52    | 0.01%             | 2033-05-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |    740570 | PA      | $744739.33    | 0.01%             | 2042-09-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                      | CENTERPOINT ENERGY RESOURCES CORP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15100000 | PA      | $15094718.02  | 0.19%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140ASN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3019433 | PA      | $3127996.93   | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Grantor Trust 2024-5                                              | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1518631 | PA      | $1531893.75   | 0.02%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                      | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAD5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17007599.17  | 0.21%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Lin              | Santander Bank Auto Credit-Linked Notes Series 2024-B                            | CUSIP: 80280BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5320000 | PA      | $5333861.79   | 0.07%             | 2033-01-18      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Viribus Re 2018, 12/31/21                   | Viribus Re 2018, 12/31/21                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $0.00         | 0.00%             | 2025-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FED CAISSES DESJARDINS                      | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  12036000 | PA      | $12157146.19  | 0.15%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   9485802 | PA      | $9491684.65   | 0.12%             | 2044-08-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                         | Oportun Funding Trust 2025-1                                                     | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3632011 | PA      | $3636603.67   | 0.05%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun              | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |   3939511 | PA      | $3950140.60   | 0.05%             | 2031-12-26      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                      | Standard Chartered PLC                                                           | CUSIP: 85325C2F8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  17580000 | PA      | $17705378.63  | 0.22%             | 2029-01-21      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13801000 | PA      | $13848779.06  | 0.17%             | 2039-03-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                      | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   9020000 | PA      | $9039753.80   | 0.11%             | 2027-03-18      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust              | Morgan Stanley Capital I Trust 2018-BOP                                          | CUSIP: 61768FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7980000 | PA      | $5301034.20   | 0.07%             | 2033-08-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS INC                        | CELSIUS HOLDINGS INC                                                             | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1368000 | PA      | $1373130.00   | 0.02%             | 2032-04-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust               | Alloya Auto Receivables Trust 2025-1                                             | CUSIP: 01986QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5320000 | PA      | $5328083.21   | 0.07%             | 2027-10-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr              | GLS Auto Select Receivables Trust 2023-2                                         | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1561333 | PA      | $1571600.89   | 0.02%             | 2028-06-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396KKH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6100 | PA      | $6060.66      | 0.00%             | 2036-08-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T              | Ready Capital Mortgage Financing 2021-FL7 LLC                                    | CUSIP: 75575WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4825000 | PA      | $4822557.59   | 0.06%             | 2036-11-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                            | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11009105.80  | 0.14%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                  | LAD Auto Receivables Trust 2025-1                                                | CUSIP: 505712AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5682378 | PA      | $5690491.57   | 0.07%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8720000 | PA      | $6670800.00   | 0.08%             | 2031-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                      | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   7080000 | PA      | $7097225.92   | 0.09%             | 2028-06-09      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur              | BHG Securitization Trust 2024-1CON                                               | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3026499 | PA      | $3106817.38   | 0.04%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Ellington CLO LTD                           | Ellington Clo III Ltd                                                            | CUSIP: 28852LAJ2<br>LEI: 254900V20GCNJI0I7591 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6498687.00   | 0.08%             | 2030-07-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31339GXM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12798 | PA      | $12784.72     | 0.00%             | 2031-11-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                     | Metropolitan Life Global Funding I                                               | CUSIP: 592179KM6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $9954024.30   | 0.12%             | 2027-06-11      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                | PETSMART INC                                                                     | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    720000 | PA      | $713250.00    | 0.01%             | 2032-08-18      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding              | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2720000 | PA      | $2762296.54   | 0.03%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Monroe Capital MML CLO                      | Monroe Capital MML CLO XIII Ltd                                                  | CUSIP: 61034JAE0<br>LEI: 5493004J0N9XX6VUDK62 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2992470.00   | 0.04%             | 2034-02-24      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T              | Tricolor Auto Securitization Trust 2024-1                                        | CUSIP: 89616LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1449414 | PA      | $1392011.55   | 0.02%             | 2027-10-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding              | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6240000 | PA      | $6389156.59   | 0.08%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                                                | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  10995000 | PA      | $11050017.11  | 0.14%             | 2028-04-24      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                         | ACREC 2021-FL1 Ltd                                                               | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3344765 | PA      | $3344795.29   | 0.04%             | 2036-10-16      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                          | Pacific Life Global Funding II                                                   | CUSIP: 6944PL3A5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  16200000 | PA      | $16289663.92  | 0.20%             | 2027-02-05      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Pear LLC                                    | PEAR 2022-1 LLC                                                                  | CUSIP: 70472XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2615655 | PA      | $2650592.48   | 0.03%             | 2034-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit               | Freddie Mac Mscr Trust Mn1                                                       | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |    343183 | PA      | $342243.31    | 0.00%             | 2051-01-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                       | DK CROWN HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2601480 | PA      | $2599448.24   | 0.03%             | 2032-03-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ReadyCap lending                            | ReadyCap Lending Small Business Loan Trust 2019-2                                | CUSIP: 75576QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1096432 | PA      | $1095690.75   | 0.01%             | 2044-12-27      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR Debt Notes 2017-HQA2                                           | CUSIP: 3137G0QG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4387131 | PA      | $4488077.03   | 0.06%             | 2029-12-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                   | ACRES 2025-FL3 LLC                                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11750000 | PA      | $11782300.75  | 0.15%             | 2040-08-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| HOUGHTON MIFFLIN HARCOUR                    | Houghton Mifflin Harcourt Co                                                     | CUSIP: 44157YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    970000 | PA      | $871888.38    | 0.01%             | 2029-04-09      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5858222 | PA      | $5858203.62   | 0.07%             | 2045-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| HYPERION REFINANCE SARL                     | HYPERION REFINANCE SARL                                                          | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |   2388791 | PA      | $2390936.63   | 0.03%             | 2031-02-18      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8190000 | PA      | $8184881.25   | 0.10%             | 2036-10-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                     | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |  17018000 | PA      | $17140395.50  | 0.21%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                      | Protective Life Global Funding                                                   | CUSIP: 743672AE7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  19300000 | PA      | $19340142.65  | 0.24%             | 2026-04-10      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                     | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13500000 | PA      | $13499596.35  | 0.17%             | 2039-02-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 Trust                        | STAR 2025-SFR6 Trust                                                             | CUSIP: 85520EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23400000 | PA      | $23448793.68  | 0.29%             | 2042-08-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                    | CLEARWATER ANALYTICS LLC                                                         | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1002500.00   | 0.01%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                       | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4025664.00   | 0.05%             | 2026-07-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                | MH SUB I LLC                                                                     | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    822140 | PA      | $758424.15    | 0.01%             | 2031-12-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                | MH SUB I LLC                                                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1214669 | PA      | $1171776.58   | 0.01%             | 2028-05-03      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2024-SLCT                                           | CUSIP: 12433JAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5080000 | PA      | $5059054.14   | 0.06%             | 2042-01-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                         | Oportun Issuance Trust 2021-C                                                    | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4473193 | PA      | $4388816.77   | 0.05%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392BNE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14450 | PA      | $14451.17     | 0.00%             | 2032-01-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                             | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  20320000 | PA      | $20391453.65  | 0.25%             | 2028-03-27      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding              | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5814629.43   | 0.07%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                | ORGANON & CO                                                                     | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1954376.00   | 0.02%             | 2031-05-19      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust              | CFMT 2024-HB14 LLC                                                               | CUSIP: 12530XAA9<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |  10879299 | PA      | $10733799.27  | 0.13%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  28520000 | PA      | $28531807.28  | 0.35%             | 2028-09-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite XXXV Ltd                                                               | CUSIP: 55954TAN6<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001424.00   | 0.02%             | 2036-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31394V7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10965 | PA      | $10892.58     | 0.00%             | 2036-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31359PF50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       896 | PA      | $891.54       | 0.00%             | 2027-07-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2023-R07                                     | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758007 | PA      | $761534.17    | 0.01%             | 2043-09-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                           | Expedia Group Inc                                                                | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8439000 | PA      | $8439306.84   | 0.10%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31358SH87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10752 | PA      | $10734.68     | 0.00%             | 2030-12-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                      | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3220000 | PA      | $3238557.28   | 0.04%             | 2027-01-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                 | MMP Capital 2025-A LLC                                                           | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5196541 | PA      | $5235853.54   | 0.06%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                              | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8546682.34   | 0.11%             | 2028-07-26      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140NH3Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5548292 | PA      | $5718589.43   | 0.07%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                         | American Express Co                                                              | CUSIP: 025816DM8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  11800000 | PA      | $11809864.80  | 0.15%             | 2026-10-30      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2023-HQA1                                          | CUSIP: 35564KX79<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | CORP              | US        |   1359535 | PA      | $1370587.95   | 0.02%             | 2043-05-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                              | ACM Auto Trust 2025-1                                                            | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6583918 | PA      | $6563020.77   | 0.08%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Short D              | Golub Capital Partners Short Duration 2022-1                                     | CUSIP: 38179FAS0<br>LEI: 2549003BCD47A99URJ88 | Long             | ABS-CBDO         | CORP              | US        |   5280520 | PA      | $5289127.61   | 0.07%             | 2033-07-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                             | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  35350000 | PA      | $35413806.75  | 0.44%             | 2029-12-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO 1 Ltd                      | New Mountain CLO 1 Ltd                                                           | CUSIP: 64755RAY9<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | KY        |   1666667 | PA      | $1663791.66   | 0.02%             | 2038-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                        | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13250000 | PA      | $13265884.10  | 0.16%             | 2042-08-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Ellington CLO LTD                           | Ellington Clo III Ltd                                                            | CUSIP: 28852LAG8<br>LEI: 254900V20GCNJI0I7591 | Long             | ABS-CBDO         | CORP              | KY        |   2063588 | PA      | $2061718.29   | 0.03%             | 2030-07-20      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Series 2025-R01                                    | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13145208 | PA      | $13149335.84  | 0.16%             | 2045-01-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2025-FL20 LLC                                                                | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6900000 | PA      | $6927675.90   | 0.09%             | 2043-02-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31396RZY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210804 | PA      | $208417.46    | 0.00%             | 2036-06-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                            | GLOVES BUYER INC                                                                 | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   2136000 | PA      | $2079930.00   | 0.03%             | 2032-05-24      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 3136BXCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16298328 | PA      | $16344117.99  | 0.20%             | 2055-05-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                     | Jefferies Financial Group Inc                                                    | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8871129.52   | 0.11%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CG-CCRE Commercial Mortgage Tr              | CG-CCRE Commercial Mortgage Trust 2014-FL1                                       | CUSIP: 12528MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2171167 | PA      | $2076895.82   | 0.03%             | 2031-06-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                     | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20725424 | PA      | $20725278.99  | 0.26%             | 2039-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust                | SAFCO Auto Receivables Trust 2024-1                                              | CUSIP: 78637EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1505654.25   | 0.02%             | 2028-11-20      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                | ING Groep NV                                                                     | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  20100000 | PA      | $20286306.90  | 0.25%             | 2027-09-11      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                         | Reach Abs Trust 2024-1                                                           | CUSIP: 75526PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    901474 | PA      | $902769.82    | 0.01%             | 2031-02-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                  | LAD Auto Receivables Trust 2023-4                                                | CUSIP: 50571AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94170 | PA      | $94463.96     | 0.00%             | 2027-12-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14080000 | PA      | $14090813.44  | 0.17%             | 2029-01-24      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8575000 | PA      | $8591503.53   | 0.11%             | 2028-01-24      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                 | Merchants Fleet Funding LLC                                                      | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   4864436 | PA      | $4893834.17   | 0.06%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3495625.00   | 0.04%             | 2038-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7780000 | PA      | $7822861.73   | 0.10%             | 2028-04-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                           | L3Harris Technologies Inc                                                        | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  18126000 | PA      | $18423366.46  | 0.23%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2024-HE2                                     | CUSIP: 36271AAA1<br>LEI: 254900W4Z6DJOVCWAH28 | Long             | ABS-O            | CORP              | US        |  12321402 | PA      | $12355569.42  | 0.15%             | 2055-01-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31396RS81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77271 | PA      | $76496.11     | 0.00%             | 2036-06-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31395DVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81782 | PA      | $81381.70     | 0.00%             | 2036-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2024-HQA1                                          | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |  22375043 | PA      | $22469466.06  | 0.28%             | 2044-03-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                     | SOTERA HEALTH HLDGS LLC                                                          | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    848529 | PA      | $851710.75    | 0.01%             | 2031-05-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2024-DNA2                                          | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |  11236875 | PA      | $11292957.83  | 0.14%             | 2044-05-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2019-A-GS                                          | CUSIP: 20268CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581030 | PA      | $572818.84    | 0.01%             | 2047-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2023-HQA3                                          | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |    709199 | PA      | $717243.25    | 0.01%             | 2043-11-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140QUV45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13663920 | PA      | $14146276.21  | 0.18%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                    | Brex Commercial Charge Card Master Trust                                         | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6134000 | PA      | $6172132.62   | 0.08%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2021-C                                 | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    496859 | PA      | $453017.23    | 0.01%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Harambee Re 2019, 12/31/22                  | Harambee Re 2019, 12/31/22                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $0.00         | 0.00%             | 2025-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Signal Peak CLO, LLC                        | Signal Peak CLO 4 Ltd                                                            | CUSIP: 82667EAL5<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.02%             | 2034-10-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                      | ATHENAHEALTH GROUP INC                                                           | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    648640 | PA      | $647829.15    | 0.01%             | 2029-02-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP                                | SANDISK CORP                                                                     | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2692500 | PA      | $2695865.35   | 0.03%             | 2032-02-23      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                     | O'REILLY AUTOMOTIVE INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19200000 | PA      | $19195443.84  | 0.24%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                    | Principal Life Global Funding II                                                 | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  10590000 | PA      | $10613267.92  | 0.13%             | 2028-08-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp Trust 2021-STAR                                      | CUSIP: 36264LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4317000 | PA      | $4295415.00   | 0.05%             | 2036-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                       | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12046660.08  | 0.15%             | 2028-05-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo              | Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                           | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4706198 | PA      | $4706362.86   | 0.06%             | 2034-08-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                      | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19068089.16  | 0.24%             | 2028-05-26      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta              | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17710000 | PA      | $17745207.48  | 0.22%             | 2043-01-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                     | KeyCorp                                                                          | CUSIP: 49326EEH2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   9338000 | PA      | $9334819.66   | 0.12%             | 2025-10-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                          | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5678624.71   | 0.07%             | 2027-06-24      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr              | GLS Auto Select Receivables Trust 2024-1                                         | CUSIP: 37988XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1935000 | PA      | $2013710.19   | 0.02%             | 2031-01-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                   | JABIL INC                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14997958.50  | 0.19%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                   | Chesapeake Funding II LLC                                                        | CUSIP: 165183DJ0<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1613817 | PA      | $1612266.44   | 0.02%             | 2036-05-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Blue Bridge Funding LLC                     | Blue Bridge Funding 2023-1 LLC                                                   | CUSIP: 09531MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3803056 | PA      | $3838678.77   | 0.05%             | 2030-11-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| PERRIGO INVESTMENTS LLC                     | PERRIGO INVESTMENTS LLC                                                          | CUSIP: 71429TAF7<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |   1230680 | PA      | $1229910.74   | 0.02%             | 2029-04-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                      | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6420992.00   | 0.08%             | 2027-09-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                          | CUSIP: 05571AAP0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  16060000 | PA      | $16265889.20  | 0.20%             | 2027-10-19      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                     | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   8607000 | PA      | $8640653.37   | 0.11%             | 2028-06-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BORROWER                   | HILTON GRAND VACATIONS BORROWER LLC                                              | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    987538 | PA      | $987434.80    | 0.01%             | 2031-01-17      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396LLX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44002 | PA      | $43637.67     | 0.00%             | 2036-11-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                          | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  21960000 | PA      | $22106396.12  | 0.27%             | 2027-06-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                   | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  13480000 | PA      | $13547743.47  | 0.17%             | 2028-04-13      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                              | ACM Auto Trust 2024-1                                                            | CUSIP: 00161CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2951470 | PA      | $2979735.11   | 0.04%             | 2031-01-21      | Fixed         | 11.40%                | No            |                  2 | On Loan: No      |
| Radnor Re LTD                               | Radnor RE 2021-2 Ltd                                                             | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-MBS          | CORP              | BM        |   4865472 | PA      | $4929335.12   | 0.06%             | 2031-11-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2018-7FRB                                               | CUSIP: 46650AAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5475895 | PA      | $5344904.09   | 0.07%             | 2046-04-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                  | Sprint LLC                                                                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13029049.15  | 0.16%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                    | Virgin Media Bristol LLC                                                         | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1025000 | PA      | $1025757.48   | 0.01%             | 2029-01-31      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                 | FIGRE Trust 2025-HE4                                                             | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3572984 | PA      | $3599718.11   | 0.04%             | 2055-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                 | Rad CLO 3 Ltd                                                                    | CUSIP: 749986AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3022222 | PA      | $3027867.73   | 0.04%             | 2037-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya Ai Debt Grantor Trust 2025-6                                              | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8002115.20   | 0.10%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                              | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17580000 | PA      | $17599516.44  | 0.22%             | 2029-01-24      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                       | CAESARS ENTERTAIN INC                                                            | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   1006670 | PA      | $1005789.16   | 0.01%             | 2031-02-06      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| SMARTRONIX LLC                              | SMARTRONIX LLC                                                                   | CUSIP: 89617EAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1367572 | PA      | $1376974.56   | 0.02%             | 2032-02-09      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust               | DailyPay Securitization Trust 2025-1                                             | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4740000 | PA      | $4770654.53   | 0.06%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  11130000 | PA      | $11181401.57  | 0.14%             | 2027-06-04      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                      | Crossroads Asset Trust 2024-A                                                    | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13327006 | PA      | $13504328.12  | 0.17%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                    | Equitable America Global Funding                                                 | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |  14460000 | PA      | $14485158.38  | 0.18%             | 2027-09-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust               | HYT Commercial Mortgage Trust 2024-RGCY                                          | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7255000 | PA      | $7264068.75   | 0.09%             | 2041-09-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Ascent Career Funding Trust                 | Ascent Career Funding Trust 2024-1                                               | CUSIP: 04363LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6092162 | PA      | $6133818.00   | 0.08%             | 2032-10-25      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association              | US Bank C&I Credit-Linked Notes Series 2025-2                                    | CUSIP: 90355PAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2502523.25   | 0.03%             | 2032-09-25      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                       | Tricon American Homes 2020-SFR1                                                  | CUSIP: 89613GAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11369000 | PA      | $11302419.73  | 0.14%             | 2038-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CenterStone SBA Trust                       | Centerstone SBA Trust 2023-1                                                     | CUSIP: 15202XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4098014 | PA      | $4093531.26   | 0.05%             | 2050-12-27      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2023-HQA2                                          | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |   2146760 | PA      | $2156292.66   | 0.03%             | 2043-06-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137HNM54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24530459 | PA      | $24581421.03  | 0.31%             | 2055-05-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                 | PNC Bank NA                                                                      | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  16360000 | PA      | $16385394.65  | 0.20%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T              | STWD 2021-FL2 Ltd                                                                | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4030410 | PA      | $4030112.61   | 0.05%             | 2038-04-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2023-2                                    | CUSIP: 80287JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1160537 | PA      | $1163244.39   | 0.01%             | 2028-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14153080 | PA      | $14252593.41  | 0.18%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage T              | Ready Capital Mortgage Financing 2021-FL7 LLC                                    | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2425813 | PA      | $2425645.27   | 0.03%             | 2036-11-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                      | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  14600000 | PA      | $14698282.67  | 0.18%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                             | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14980000 | PA      | $15109784.92  | 0.19%             | 2027-09-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                          | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8090000 | PA      | $8171304.34   | 0.10%             | 2027-01-08      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust              | CFMT 2024-HB15 LLC                                                               | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |   4090662 | PA      | $4073140.49   | 0.05%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd                   | Regatta XXIII Funding Ltd                                                        | CUSIP: 75889FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499925.00   | 0.02%             | 2035-01-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14000000 | PA      | $14284340.00  | 0.18%             | 2042-01-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31391BC39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1869 | PA      | $1910.31      | 0.00%             | 2032-09-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Trust 2024-1                                                      | CUSIP: 69548AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6196778 | PA      | $6247616.03   | 0.08%             | 2031-07-15      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Zais Matrix CDO I                           | Zais Clo 16 Ltd                                                                  | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8000784.00   | 0.10%             | 2034-10-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                     | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  15790000 | PA      | $15881517.73  | 0.20%             | 2026-10-05      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                      | Santander Holdings USA Inc                                                       | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4041915.96   | 0.05%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                        | Libra Solutions 2025-1 LLC                                                       | CUSIP: 53161AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3770000 | PA      | $3791011.72   | 0.05%             | 2039-08-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                     | JPMorgan Chase Bank NA                                                           | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10076000.00  | 0.13%             | 2026-12-08      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp Trust 2020-DUNE                                      | CUSIP: 36258BAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4610711 | PA      | $4459071.47   | 0.06%             | 2036-12-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                   | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4350000 | PA      | $4346959.35   | 0.05%             | 2033-07-05      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                          | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4719000 | PA      | $4712354.19   | 0.06%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US               | Goldentree Loan Management US Clo 10 Ltd                                         | CUSIP: 38138TAL5<br>LEI: 5493007PBV0WMI12LF68 | Long             | ABS-CBDO         | CORP              | KY        |   2362500 | PA      | $2362311.00   | 0.03%             | 2037-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                          | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  12570000 | PA      | $12637585.12  | 0.16%             | 2027-09-24      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 313921A57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42939 | PA      | $42979.76     | 0.00%             | 2031-11-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER                    | EDELMAN FINANCIAL ENGINES CENTER LLC/THE                                         | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    962793 | PA      | $964373.18    | 0.01%             | 2028-04-07      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Resi Finance Limited Partnersh              | RESI Finance LP 2003-CB1                                                         | CUSIP: 74951PBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    712064 | PA      | $595772.75    | 0.01%             | 2035-06-10      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association              | US Bank NA                                                                       | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3946223 | PA      | $3948573.14   | 0.05%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    794805 | PA      | $794558.98    | 0.01%             | 2042-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31398GWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42500 | PA      | $42392.75     | 0.00%             | 2040-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396XT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24980 | PA      | $24893.55     | 0.00%             | 2037-12-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd              | Golub Capital Partners CLO 61M                                                   | CUSIP: 381738AY9<br>LEI: 254900WW1795MW2WKR08 | Long             | ABS-CBDO         | CORP              | US        |  20460000 | PA      | $20445984.90  | 0.25%             | 2035-07-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                               | AEP Texas Inc                                                                    | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   5167000 | PA      | $5167000.00   | 0.06%             | 2025-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                         | HILCORP ENERGY I LP                                                              | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |   2016865 | PA      | $2024008.74   | 0.03%             | 2030-02-11      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                   | College Ave Student Loans 2019-A LLC                                             | CUSIP: 19421UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3132569 | PA      | $3142141.07   | 0.04%             | 2048-12-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun              | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    926944 | PA      | $929855.02    | 0.01%             | 2031-12-26      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING LLC                      | PRUDENTIAL FUNDING LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  40000000 | PA      | $39995472.00  | 0.50%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1948750 | PA      | $1942790.18   | 0.02%             | 2034-09-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2024-DNA1                                          | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |   1441285 | PA      | $1448491.19   | 0.02%             | 2044-02-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                 | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  23010000 | PA      | $23154042.60  | 0.29%             | 2028-04-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                      | INEOS US PETROCHEM LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    812625 | PA      | $739488.75    | 0.01%             | 2029-03-29      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL               | STAR 2021-SFR2 Trust                                                             | CUSIP: 78474LAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1908128 | PA      | $1901234.95   | 0.02%             | 2039-01-17      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                    | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4567968.77   | 0.06%             | 2026-08-14      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Cerberus                                    | Cerberus Loan Funding XXXVII LP                                                  | CUSIP: 15672QAJ6<br>LEI: 635400N8FQLKT6GMFM47 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3943228.00   | 0.05%             | 2034-04-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Grantor Trust 2024-10                                             | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2753843 | PA      | $2768918.23   | 0.03%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                       | Truist Financial Corp                                                            | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12139258.68  | 0.15%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                       | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  20930000 | PA      | $20977876.54  | 0.26%             | 2027-10-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                          | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9660000 | PA      | $9640786.26   | 0.12%             | 2043-01-17      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities               | Fortress Credit Opportunities XXXV CLO Ltd                                       | CUSIP: 34966YAG1<br>LEI: 254900MPTCO8UJSR7X39 | Long             | ABS-CBDO         | CORP              | KY        |   3960000 | PA      | $3962684.88   | 0.05%             | 2033-07-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AQF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15748 | PA      | $15655.56     | 0.00%             | 2041-12-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru              | Vista Point Securitization Trust 2024-CES1                                       | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2858382 | PA      | $2893230.18   | 0.04%             | 2054-05-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2024-FL16                                                                    | CUSIP: 55287EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18850000 | PA      | $18907812.95  | 0.23%             | 2039-11-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Series 2025-R01                                    | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12644488 | PA      | $12652439.79  | 0.16%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| MATTERHORN RE LTD                           | Matterhorn Re Ltd                                                                | CUSIP: 577092AD1<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    234546 | PA      | $208909.97    | 0.00%             | 2027-01-08      | Floating      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                 | CUSIP: 46593JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2223031.58   | 0.03%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2024-DNA2                                          | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |  11156124 | PA      | $11156123.63  | 0.14%             | 2044-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                               | VALVOLINE INC                                                                    | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1004125.00   | 0.01%             | 2032-03-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | ENERGY TRANSFER LP                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16500000 | PA      | $16498049.70  | 0.20%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust               | Lendbuzz Securitization Trust 2022-1                                             | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260982 | PA      | $260620.87    | 0.00%             | 2027-05-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2018-7FRB                                               | CUSIP: 46650AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795769 | PA      | $769600.41    | 0.01%             | 2046-04-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                    | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAW5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   7100000 | PA      | $7108534.20   | 0.09%             | 2029-09-22      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                       | American Homes 4 Rent 2015-SFR2 Trust                                            | CUSIP: 02666BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1044000 | PA      | $1041339.37   | 0.01%             | 2052-10-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                     | Jefferies Financial Group Inc                                                    | CUSIP: 47233WKM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  19740000 | PA      | $19782503.58  | 0.25%             | 2026-08-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                 | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3092000 | PA      | $3068177.56   | 0.04%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                         | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  16400000 | PA      | $16247178.57  | 0.20%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31403YH97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4258 | PA      | $4359.44      | 0.00%             | 2034-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Short D              | Golub Capital Partners Short Duration 2022-1                                     | CUSIP: 38179FAU5<br>LEI: 2549003BCD47A99URJ88 | Long             | ABS-CBDO         | CORP              | US        |   9377470 | PA      | $9358715.06   | 0.12%             | 2033-07-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396XR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25431 | PA      | $25758.83     | 0.00%             | 2037-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Twin Brook CLO                              | Twin Brook Clo 2024-2 LLC                                                        | CUSIP: 901395AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4961655.00   | 0.06%             | 2035-10-20      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0506A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26000000 | PA      | $25783086.16  | 0.32%             | 2055-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC              | Wheels Fleet Lease Funding 1 LLC                                                 | CUSIP: 96328GBN6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3195253 | PA      | $3203892.30   | 0.04%             | 2039-02-18      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST               | Commonbond Student Loan Trust 2017-B-GS                                          | CUSIP: 20268KAB6<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |    390820 | PA      | $385189.20    | 0.00%             | 2042-09-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                       | Palmer Square CLO 2020-3 Ltd                                                     | CUSIP: 69701RAW7<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | JE        |   1368421 | PA      | $1369658.09   | 0.02%             | 2036-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |  23041635 | PA      | $23041563.98  | 0.29%             | 2045-02-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| PADAGIS LLC                                 | Padagis LLC                                                                      | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    790780 | PA      | $719609.80    | 0.01%             | 2028-07-06      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                     | PPL Capital Funding Inc                                                          | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   1778000 | PA      | $1765448.74   | 0.02%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 31410GX99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2941 | PA      | $3016.43      | 0.00%             | 2048-01-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                    | HUDSON RIVER TRADING LLC                                                         | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   1897582 | PA      | $1902721.15   | 0.02%             | 2030-03-18      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Short D              | Golub Capital Partners Short Duration 2022-1                                     | CUSIP: 38179FAW1<br>LEI: 2549003BCD47A99URJ88 | Long             | ABS-CBDO         | CORP              | US        |  11990000 | PA      | $12011210.31  | 0.15%             | 2033-07-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                | Upstart Securitization Trust 2025-2                                              | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5028264.00   | 0.06%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ReadyCap lending                            | ReadyCap Lending Small Business Loan Trust 2023-3                                | CUSIP: 75576AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6984079 | PA      | $7099427.29   | 0.09%             | 2048-04-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Pear LLC                                    | PEAR 2021-1 LLC                                                                  | CUSIP: 70472TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2699250.00   | 0.03%             | 2034-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                         | LCM 35 Ltd                                                                       | CUSIP: 50202QAQ6<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |   3450000 | PA      | $3448171.50   | 0.04%             | 2034-10-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396LS50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20868 | PA      | $20606.95     | 0.00%             | 2036-12-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Newtek Small Business Loan Tru              | Newtek Small Business Loan Trust 2023-1                                          | CUSIP: 65254RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2688371 | PA      | $2705921.54   | 0.03%             | 2050-07-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396KYS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18825 | PA      | $18782.97     | 0.00%             | 2036-09-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |   2781923 | PA      | $2789323.01   | 0.03%             | 2041-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                    | FHF Trust 2023-1                                                                 | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1404481 | PA      | $1414967.14   | 0.02%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0524A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $16351241.28  | 0.20%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brightwood Capital MM CLO Ltd.              | Brightwood Capital MM CLO 2023-1 Ltd                                             | CUSIP: 108928AA0<br>LEI: 254900KA4G802DSTDW29 | Long             | ABS-CBDO         | CORP              | JE        |    927500 | PA      | $927234.74    | 0.01%             | 2035-10-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables T              | Lobel Automobile Receivables Trust 2025-1                                        | CUSIP: 53948RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6731244 | PA      | $6742083.54   | 0.08%             | 2027-11-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association              | US Bank C&I Credit-Linked Notes Series 2025-2                                    | CUSIP: 90355PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7005323.50   | 0.09%             | 2032-09-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2018-1 Ltd                                                              | CUSIP: 92917AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    829196 | PA      | $829178.92    | 0.01%             | 2031-04-19      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZL1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3369000 | PA      | $3392039.85   | 0.04%             | 2028-02-24      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | CUSIP: 46645WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $2920000.00   | 0.04%             | 2033-07-05      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                     | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  19230000 | PA      | $19292247.51  | 0.24%             | 2028-07-06      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu              | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1464706.34   | 0.02%             | 2060-06-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                              | ACHV ABS TRUST 2024-2PL                                                          | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3506517 | PA      | $3527450.99   | 0.04%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                              | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  12335000 | PA      | $12385644.06  | 0.15%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage T              | Starwood 2025-SIF5 LLC                                                           | CUSIP: 85573WAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2130000 | PA      | $2142618.12   | 0.03%             | 2037-04-15      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                  | GLS Auto Receivables Issuer Trust 2022-3                                         | CUSIP: 38014QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4300000 | PA      | $4359518.45   | 0.05%             | 2028-06-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396V3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30804 | PA      | $30381.08     | 0.00%             | 2037-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Cre              | Continental Finance Credit Card ABS Master Trust                                 | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3009577.50   | 0.04%             | 2030-10-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                 | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15900000 | PA      | $15890062.50  | 0.20%             | 2036-11-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                         | Reach ABS Trust 2025-1                                                           | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10677114 | PA      | $10706816.71  | 0.13%             | 2032-08-16      | Fixed         | 4.96%                 | 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        |   2574260 | PA      | $2566287.69   | 0.03%             | 2062-04-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 3137AETW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       182 | PA      | $182.46       | 0.00%             | 2026-08-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                 | CUSIP: 3133CVEU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    554792 | PA      | $574000.99    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31397ASY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29209 | PA      | $28988.99     | 0.00%             | 2036-09-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP                  | CUSIP: 46651MAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2578435 | PA      | $2511555.25   | 0.03%             | 2036-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                         | MEDLINE BORROWER LP                                                              | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    879335 | PA      | $879747.00    | 0.01%             | 2030-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust              | Cascade Funding Mortgage Trust                                                   | CUSIP: 12531BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2727778.28   | 0.03%             | 2035-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                     | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  12316000 | PA      | $12446001.17  | 0.15%             | 2027-09-13      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XLX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   7265334 | PA      | $7471353.44   | 0.09%             | 2029-11-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396PSN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60419 | PA      | $59585.37     | 0.00%             | 2037-02-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5                 | CUSIP: 46654PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14033000 | PA      | $14019844.06  | 0.17%             | 2038-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                            | OWL Rock Clo XXI LLC                                                             | CUSIP: 69120UAA1<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-CBDO         | CORP              | US        |   5580000 | PA      | $5578605.00   | 0.07%             | 2034-07-24      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                    | Western Midstream Operating LP                                                   | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  16080000 | PA      | $16094113.26  | 0.20%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Trust 2022-5                                                      | CUSIP: 69548HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121680 | PA      | $121803.27    | 0.00%             | 2030-06-17      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1577241.89   | 0.02%             | 2026-12-09      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                   | Jabil Inc                                                                        | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6600538.30   | 0.08%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                  | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $10253459.12  | 0.13%             | 2027-05-08      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10535523.08  | 0.13%             | 2027-03-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                      | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  17160000 | PA      | $17308711.99  | 0.21%             | 2027-06-28      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                       | CUSIP: 21H0626A0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16000000 | PA      | $16432339.52  | 0.20%             | 2055-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                            | KNIFE RIVER HOLD CO                                                              | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1492260 | PA      | $1497855.98   | 0.02%             | 2032-03-08      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140AQZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5027295 | PA      | $5163344.25   | 0.06%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2022-4 Ltd                                               | CUSIP: 05685BAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4250000 | PA      | $4259775.00   | 0.05%             | 2037-10-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor              | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                   | CUSIP: 46591JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3396960.00   | 0.04%             | 2029-09-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOU                    | CENTERPOINT ENERGY RESOURCES CORP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38000000 | PA      | $37995580.60  | 0.47%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya Ai Debt Grantor Trust 2024-9                                              | CUSIP: 69546QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650683 | PA      | $652516.53    | 0.01%             | 2032-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2024-R06                                     | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1569305 | PA      | $1568332.04   | 0.02%             | 2044-09-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Credit Fund III              | Oxford Finance Credit Fund III 2024-A LP                                         | CUSIP: 69145DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8250000 | PA      | $8359782.75   | 0.10%             | 2032-01-14      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya Ai Debt Trust 2025-R1                                                     | CUSIP: 69547CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5480000 | PA      | $5522705.09   | 0.07%             | 2032-06-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                | SK Hynix Inc                                                                     | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   3931000 | PA      | $3896953.69   | 0.05%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                       | KeySpan Gas East Corp                                                            | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |  15408000 | PA      | $15207942.22  | 0.19%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu              | Bear Stearns Asset Backed Securities Trust 2001-3                                | CUSIP: 07384YBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21647 | PA      | $21619.93     | 0.00%             | 2032-10-27      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| LFS 2023A, LLC                              | LFS 2023A LLC                                                                    | CUSIP: 50205FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2459836 | PA      | $2470850.64   | 0.03%             | 2035-07-15      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                       | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |  12350000 | PA      | $12451485.14  | 0.15%             | 2028-03-14      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                  | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  14060000 | PA      | $14061918.63  | 0.17%             | 2027-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Fun              | Gracie Point International Funding 2025-1 LLC                                    | CUSIP: 38411WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $12523316.25  | 0.16%             | 2028-08-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                   | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0326A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19000000 | PA      | $17356902.61  | 0.22%             | 2055-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                       | LONG RIDGE ENERGY LLC                                                            | CUSIP: 000000000<br>LEI: 984500764EC9AZ2FC764 | Long             | LON              | CORP              | US        |   1128172 | PA      | $1102788.62   | 0.01%             | 2032-02-19      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Pawnee Equipment Receivables                | Pawneee Equipment Receivables Series 2022-1 LLC                                  | CUSIP: 70410DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272757 | PA      | $272796.26    | 0.00%             | 2028-02-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                | Ares LVII CLO Ltd                                                                | CUSIP: 04017NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1666667 | PA      | $1666583.36   | 0.02%             | 2035-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                            | Bank of Montreal                                                                 | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  14790000 | PA      | $14801225.61  | 0.18%             | 2028-09-22      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Cerberus                                    | Cerberus Loan Funding XLIX LLC                                                   | CUSIP: 15675LAA3<br>LEI: 635400GZIDYRSJ6WSJ36 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4751776.50   | 0.06%             | 2034-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Harambee Re 2018, 12/31/21                  | Harambee Re 2018, 12/31/21                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $6800.00      | 0.00%             | 2025-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Signal Peak CLO, LLC                        | Signal Peak CLO 4 Ltd                                                            | CUSIP: 82667EAN1<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8000000.00   | 0.10%             | 2034-10-26      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2024-HE1                                     | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17367090 | PA      | $17417984.48  | 0.22%             | 2054-08-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                         | PFS Financing Corp                                                               | CUSIP: 69335PFS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15250000 | PA      | $15263758.55  | 0.19%             | 2029-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17828000 | PA      | $17826768.09  | 0.22%             | 2036-07-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| ABPCI Direct Lending Fund CLO               | ABPCI Direct Lending Fund CLO 21 LLC                                             | CUSIP: 00112WAA2<br>LEI: 98450061QACD62C54F24 | Long             | ABS-CBDO         | CORP              | US        |   4850000 | PA      | $4849975.75   | 0.06%             | 2037-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                     | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAE7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4985815.95   | 0.06%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T              | Tricolor Auto Securitization Trust                                               | CUSIP: 89617QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18218270 | PA      | $13128515.43  | 0.16%             | 2029-01-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                      | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12064363.68  | 0.15%             | 2028-08-03      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Upgrade Receivables Trust                   | Upgrade Receivables Trust 2024-1                                                 | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2868512 | PA      | $2870568.79   | 0.04%             | 2031-02-18      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                    | New York Life Global Funding                                                     | CUSIP: 64953BBK3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11011816.42  | 0.14%             | 2026-01-16      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2025-FL19 LLC                                                                | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19300000 | PA      | $19366336.03  | 0.24%             | 2042-05-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                       | Athene Global Funding                                                            | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4032213.96   | 0.05%             | 2027-03-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                    | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10083300.00  | 0.13%             | 2027-08-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                    | Angel Oak Mortgage Trust 2025-HB1                                                | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-O            | CORP              | US        |   7775924 | PA      | $7827541.59   | 0.10%             | 2055-02-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable              | Westlake Automobile Receivables Trust 2023-1                                     | CUSIP: 96042XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1514903 | PA      | $1515615.02   | 0.02%             | 2028-01-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Alterna Funding LLC                         | Alterna Funding III LLC                                                          | CUSIP: 02157JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13281923 | PA      | $13309483.17  | 0.17%             | 2039-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2020-4                                                 | CUSIP: 89179JAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    954986 | PA      | $941235.73    | 0.01%             | 2060-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                  | BXG Receivables Note Trust 2020-A                                                | CUSIP: 05608TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156368 | PA      | $152234.55    | 0.00%             | 2036-02-28      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| STAR 2022-SFR3 Trust                        | STAR 2022-SFR3 Trust                                                             | CUSIP: 78474PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    993765 | PA      | $997284.58    | 0.01%             | 2039-05-17      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 3128HWJT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56364 | PA      | $55856.59     | 0.00%             | 2036-12-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                 | Post Road Equipment Finance 2024-1 LLC                                           | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2369793 | PA      | $2381980.27   | 0.03%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ARCHKEY HOLDINGS INC                        | ARCHKEY HOLDINGS INC                                                             | CUSIP: 48205CAC9<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |    510651 | PA      | $514481.06    | 0.01%             | 2031-11-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                         | Oportun Issuance Trust 2025-A                                                    | CUSIP: 68377TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19670000 | PA      | $19698332.67  | 0.24%             | 2033-02-08      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor              | Morgan Stanley Residential Mortgage Loan Trust 2014-1                            | CUSIP: 61763YAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2564000 | PA      | $2514947.60   | 0.03%             | 2044-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| WHITEWATER DBR HOLDCO LL                    | WHITEWATER DBR HOLDCO LL                                                         | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |   1223678 | PA      | $1226124.89   | 0.02%             | 2031-03-03      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Zais CLO 13, Limited                        | Zais Clo 13 Ltd                                                                  | CUSIP: 98876NAW4<br>LEI: 549300GODB02F7ODZK39 | Long             | ABS-CBDO         | CORP              | KY        |    911980 | PA      | $912374.17    | 0.01%             | 2032-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31395DPE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54273 | PA      | $53720.12     | 0.00%             | 2036-05-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                          | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4330000 | PA      | $4391767.88   | 0.05%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru              | THPT 2023-THL Mortgage Trust                                                     | CUSIP: 87252LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4150000 | PA      | $4198663.32   | 0.05%             | 2034-12-10      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg              | Saluda Grade Alternative Mortgage Trust 2024-CES1                                | CUSIP: 79581VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5010148 | PA      | $5063161.07   | 0.06%             | 2054-03-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                         | Charles Schwab Corp/The                                                          | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18162000.00  | 0.23%             | 2027-03-03      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                              | Air Lease Corp                                                                   | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   6320000 | PA      | $6361840.99   | 0.08%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC               | 321 Henderson Receivables I LLC                                                  | CUSIP: 88576NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264993 | PA      | $260621.75    | 0.00%             | 2041-09-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                  | CUSIP: 3140AQZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4593290 | PA      | $4718297.40   | 0.06%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                             | GEN DIGITAL INC                                                                  | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    641667 | PA      | $640864.58    | 0.01%             | 2029-09-12      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                           | Brown & Brown Inc                                                                | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  10450000 | PA      | $10504701.26  | 0.13%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                  | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  15400000 | PA      | $15421797.47  | 0.19%             | 2028-04-04      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora              | Chase Mortgage Finance Corp                                                      | CUSIP: 46591HBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940088 | PA      | $919690.79    | 0.01%             | 2050-02-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                 | Ocwen Loan Investment Trust 2024-HB1                                             | CUSIP: 675952AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1499112 | PA      | $1477990.53   | 0.02%             | 2037-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  11700000 | PA      | $11820498.65  | 0.15%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                               | Radnor RE 2021-1 Ltd                                                             | CUSIP: 75279YAD3<br>LEI: 254900PS93C2BX29OQ80 | Long             | ABS-MBS          | CORP              | BM        |   1464320 | PA      | $1475290.64   | 0.02%             | 2033-12-27      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                     | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2246000 | PA      | $2246075.47   | 0.03%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga              | MF1 2020-FL4 Ltd                                                                 | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1311036 | PA      | $1311892.92   | 0.02%             | 2035-12-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru              | THPT 2023-THL Mortgage Trust                                                     | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5757060 | PA      | $5845332.07   | 0.07%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| SCOTIA CAPITAL INC.                         | BASKET COLLAREAL US TRI PARTY                                                    | CUSIP: 000000000<br>LEI: 5493009NLZXZGJDOPC94 | Long             | RA               | CORP              | US        |  59710000 | PA      | $59710000.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| MLCC Mortgage Investors Inc                 | Merrill Lynch Mortgage Investors Trust Series MLCC 2003-H                        | CUSIP: 5899296M5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236080 | PA      | $206122.69    | 0.00%             | 2029-01-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                        | KIND Trust 2021-KIND                                                             | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9917199 | PA      | $9880682.90   | 0.12%             | 2038-08-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2025-R04                                     | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5020722 | PA      | $5032345.94   | 0.06%             | 2045-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                         | LIGHTNING POWER LLC                                                              | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |   2984962 | PA      | $2986293.50   | 0.04%             | 2031-08-18      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust              | Pagaya AI Debt Trust 2024-3                                                      | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4650725 | PA      | $4678302.89   | 0.06%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31396A5E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22192 | PA      | $22082.85     | 0.00%             | 2035-08-15      | Floating      | 4.74%                 | 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        |   7592207 | PA      | $7619768.51   | 0.09%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                    | FHF Issuer Trust 2023-2                                                          | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2114594 | PA      | $2140787.64   | 0.03%             | 2029-10-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                       | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6740000 | PA      | $6740943.60   | 0.08%             | 2042-08-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| XCAL 2019-IL-1 Mortgage Trust               | XCAL 2019-IL-1 MORTGAGE TRUST                                                    | CUSIP: 98370LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8715248 | PA      | $610067.39    | 0.01%             | 2023-11-06      | Floating      | 8.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |  22604500 | PA      | $22717522.35  | 0.28%             | 2044-08-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables               | Exeter Automobile Receivables Trust                                              | CUSIP: 30166XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10955544 | PA      | $10969602.36  | 0.14%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31392ELD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20657 | PA      | $20671.88     | 0.00%             | 2032-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                               | CUSIP: 3128HVZP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47252 | PA      | $46797.28     | 0.00%             | 2036-08-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2024-6 Ltd                                                              | CUSIP: 92920TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3714286 | PA      | $3713984.85   | 0.05%             | 2038-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                                | CUSIP: 31396V5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101029 | PA      | $99856.93     | 0.00%             | 2037-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                         | Oportun Issuance Trust 2024-2                                                    | CUSIP: 68377KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    569426 | PA      | $570013.83    | 0.01%             | 2032-02-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                            | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2841652 | PA      | $2838980.54   | 0.04%             | 2041-12-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                               | CUSIP: 31396H5Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11936 | PA      | $11851.26     | 0.00%             | 2036-01-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                         | Freddie Mac STACR REMIC Trust 2024-DNA1                                          | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |   2229562 | PA      | $2232981.00   | 0.03%             | 2044-02-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                                                | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $5395577.04   | 0.07%             | 2027-10-22      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T              | Tricolor Auto Securitization Trust 2025-1                                        | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21576818 | PA      | $15871327.14  | 0.20%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO 0.0 08OCT25          | CONSOLIDATED EDISON CO 0.0 08OCT25                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29300000 | PA      | $29272247.04  | 0.36%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                         | CUSIP: 38375XRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55756 | PA      | $55770.37     | 0.00%             | 2038-08-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                      | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   7000000 | PA      | $7057233.33   | 0.09%             | 2026-07-13      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Equify ABS, LLC                             | Equify ABS 2024-1 LLC                                                            | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4374784 | PA      | $4378569.22   | 0.05%             | 2033-04-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                      | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   6320000 | PA      | $6413430.58   | 0.08%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                     | Metropolitan Life Global Funding I                                               | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  10102000 | PA      | $10036818.66  | 0.12%             | 2026-12-18      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T              | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6240000 | PA      | $6293737.63   | 0.08%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  13710000 | PA      | $13724319.27  | 0.17%             | 2026-04-10      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -133 | NC      | $-164514.35   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

**Name of Applicant:** Victory Portfolios IV

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer