# EDGAR Filing Document

**Accession Number:** 0000885709
**File Stem:** 0000940400-26-025022
**Filing Date:** 2026-6
**Character Count:** 219023
**Document Hash:** 25b2f82323dd4833ab6f3cb032d147ab
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025022.hdr.sgml**: 20260622

**ACCESSION NUMBER**: 0000940400-26-025022

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260622

**DATE AS OF CHANGE**: 20260622

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PAYDEN & RYGEL INVESTMENT GROUP
- **CENTRAL INDEX KEY:** 0000885709

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06625
- **FILM NUMBER:** 261107519

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S GRAND AVE
- **STREET 2:** 40TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 2136251900

**MAIL ADDRESS:**
- **STREET 1:** 333 S GRAND AVE
- **STREET 2:** 40TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAYDENFUNDS
- **DATE OF NAME CHANGE:** 20010423

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAYDEN & RYGEL INVESTMENT GROUP
- **DATE OF NAME CHANGE:** 19940104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** P&R INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### Payden Limited Maturity Fund (Series ID: S000011751)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000032176 | Payden Limited Maturity Fund (Investor Class) | PYLMX           |
| C000228770 | Payden Limited Maturity Fund (SI Class)       | PYLSX           |
| C000246929 | Payden Limited Maturity Fund (Adviser Class)  | PYLBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PAYDEN & RYGEL INVESTMENT GROUP

- **b. Investment Company Act file number:** 811-06625

- **c. CIK number of Registrant:** 0000885709

- **d. LEI of Registrant:** 549300QJNYRKYZS3P282

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

  - **Street Address 1:** 333 South Grand Avenue

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 213-625-1900

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

- **a. Name of Series:** Payden Limited Maturity Fund

- **b. EDGAR series identifier (if any):** S000011751

- **c. LEI of Series:** V3GJTCYEA6MK6IE7MU03

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2198633786.54

**Total Liabilities:** $29541877.26

**Net Assets:** $2169091909.28

**Delayed Delivery Securities:** $5600000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 30.00000000 | **1-Year:** 7008.00000000 | **5-Year:** 127791.00000000 | **10-Year:** 29778.00000000 | **30-Year:** 80016.00000000

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

- **3-Month:** 25.00000000 | **1-Year:** 420.00000000 | **5-Year:** 13601.00000000 | **10-Year:** 2101.00000000 | **30-Year:** 6859.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000032176 | 0.34%                | -0.06%               | 0.36%                |
| Class ID C000228770 | 0.34%                | -0.05%               | 0.47%                |
| Class ID C000246929 | 0.32%                | -0.08%               | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $158998.15               | $-252534.02                                |
| Month 2  | $197851.05               | $-9678517.66                               |
| Month 3  | $92673.55                | $1504411.91                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                          | Title                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP PARIBAS SECURITIES CORP.                                  | CAD/USD FORWARD                                               | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6637.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1               | AMCAR 2025-1 A2A                                              | CUSIP: 03067FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2004963 | PA      | $2007273.42   | 0.09%             | 2029-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL14 LLC                                             | BDS 2025-FL14 A                                               | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2800000 | PA      | $2799995.52   | 0.13%             | 2042-10-21      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD BRANCH                                        | UBS V4.864 01/10/28                                           | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |   5045000 | PA      | $5064715.15   | 0.23%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2                  | WLAKE 2024-2A A3                                              | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1642153 | PA      | $1645105.39   | 0.08%             | 2028-02-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| AREIT 2024-CRE9 LTD                                           | AREIT 2024-CRE9 A                                             | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    379991 | PA      | $380506.97    | 0.02%             | 2041-05-17      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2023-1                                  | CCG 2023-1 A2                                                 | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328282 | PA      | $328917.75    | 0.02%             | 2030-09-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC                  | GALC 2025-1 A2                                                | CUSIP: 39154GAH9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   1384646 | PA      | $1387927.35   | 0.06%             | 2027-10-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                      | OBX 2026-NQM5 Trust                                           | CUSIP: 67124DAF8<br>LEI: 254900U0G1G2KQEUQ447 | Long             | ABS-MBS          | CORP              | US        |   3357937 | PA      | $3364458.92   | 0.16%             | 2066-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Carlyle Us Clo 2018-2 LLC                                     | CGMS 2020-2A A1R2                                             | CUSIP: 14315GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2247988.50   | 0.10%             | 2035-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                | CRM 4.65 03/15/29                                             | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  11100000 | PA      | $11123520.12  | 0.51%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP                                            | PFSFC 2025-E A                                                | CUSIP: 69335PGA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5008305.00   | 0.23%             | 2029-07-16      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM17 TRUST                                          | OBX 2024-NQM17 A1                                             | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-O            | CORP              | US        |   3126231 | PA      | $3153398.92   | 0.15%             | 2064-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC           | RKT 2.875 10/15/26 144A                                       | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1873367.93   | 0.09%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM8      | MSRM 2025-NQM8 A1                                             | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4622493 | PA      | $4606479.60   | 0.21%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & COMPANY                                 | AJG 4.6 12/15/27                                              | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1936262.12   | 0.09%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GALAXY XXII CLO LTD                                           | GALXY 2016-22A AR4                                            | CUSIP: 36320TBM4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |   2644000 | PA      | $2640179.42   | 0.12%             | 2034-04-17      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-2                      | GCAR 2025-2A A2                                               | CUSIP: 37989BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1391372 | PA      | $1393040.49   | 0.06%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2023-1                              | KCOT 2023-1A A3                                               | CUSIP: 50117KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    873838 | PA      | $875317.98    | 0.04%             | 2027-06-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA7                       | STACR 2022-DNA7 M1A                                           | CUSIP: 35564KL31<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-O            | USGSE             | US        |   1238980 | PA      | $1245237.54   | 0.06%             | 2052-03-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-3                    | EART 2025-3A A3                                               | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2107985.88   | 0.10%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | GM 5.4 05/08/27                                               | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2748368.05   | 0.13%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                      | ACI 5.625 03/31/32 144A                                       | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1135005.38   | 0.05%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                 | FREMOR 9.25 02/01/29 144A                                     | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    855000 | PA      | $886250.25    | 0.04%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2 LLC                         | EFF 2024-2 A2                                                 | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274049 | PA      | $274308.74    | 0.01%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                 | VST 5 07/31/27 144A                                           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900176.40    | 0.04%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                  | WLAKE 2025-2A A2A                                             | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1783948 | PA      | $1787652.34   | 0.08%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                  | CHTR 5.125 05/01/27 144A                                      | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    926000 | PA      | $925427.27    | 0.04%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GS V4.148 01/21/29                                            | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6660000 | PA      | $6611911.40   | 0.30%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2024-2                           | DEFT 2024-2 A2                                                | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2073959 | PA      | $2076034.13   | 0.10%             | 2030-08-22      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3                  | WLAKE 2024-3A A2A                                             | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17573 | PA      | $17581.90     | 0.00%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | WFC F 09/15/29                                                | CUSIP: 95000U3Z4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10530000 | PA      | $10549188.08  | 0.49%             | 2029-09-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 TRUST                                          | OBX 2025-NQM15 A1                                             | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-O            | CORP              | US        |   3922700 | PA      | $3927580.49   | 0.18%             | 2065-07-25      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                     | BNS F 09/08/28                                                | CUSIP: 06418GAM9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   9760000 | PA      | $9802798.38   | 0.45%             | 2028-09-08      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                      | MAIN 6.95 03/01/29                                            | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   6075000 | PA      | $6264140.69   | 0.29%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2026-CES1                           | TPMT 2026-CES1 A1                                             | CUSIP: 89190LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600745 | PA      | $2589802.45   | 0.12%             | 2066-01-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2025-1                            | ALLYA 2025-1 A2                                               | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3096043 | PA      | $3096715.79   | 0.14%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-8                             | VERUS 2024-8 A1                                               | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-O            | CORP              | US        |   1770063 | PA      | $1776703.79   | 0.08%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2026-CES2                                 | RCKT 2026-CES2 A1A                                            | CUSIP: 74940EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5072029 | PA      | $5027071.23   | 0.23%             | 2056-02-01      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                       | MBGGR 4.25 03/10/29 144A                                      | CUSIP: 58769JBP1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3390000 | PA      | $3367042.58   | 0.16%             | 2029-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H7 MORTGAGED TRUST                                 | CROSS 2024-H7 A1                                              | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2180616 | PA      | $2192670.43   | 0.10%             | 2069-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2012 ABS                                | ARIFL 2023-B A2                                               | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    671648 | PA      | $674920.80    | 0.03%             | 2032-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                   | ABG 4.625 11/15/29 144A                                       | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    760000 | PA      | $740053.19    | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026-1250B              | WFCM 2026-1250B A                                             | CUSIP: 949939AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2550000 | PA      | $2523923.96   | 0.12%             | 2041-03-12      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                        | BX 2024-MDHS A                                                | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2924935 | PA      | $2929166.14   | 0.14%             | 2041-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | CAS 2022-R01 1M1                                              | CUSIP: 20754LAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    111765 | PA      | $111728.13    | 0.01%             | 2041-12-26      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3                  | WLAKE 2024-3A A3                                              | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5400000 | PA      | $5409079.56   | 0.25%             | 2028-04-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                      | DTRGR 5 01/15/27 144A                                         | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005538.77   | 0.05%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                       | HALST 2025-B A2A                                              | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2337164 | PA      | $2342223.82   | 0.11%             | 2027-09-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 22 LLC                                        | FLAT 2021-2A AR                                               | CUSIP: 33883QAQ8<br>LEI: 5493000CIUZPG6SZO932 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4982495.00   | 0.23%             | 2034-10-16      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA5                       | STACR 2022-DNA5 M1A                                           | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-O            | USGSE             | US        |   3337164 | PA      | $3378241.61   | 0.16%             | 2042-06-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES11                                | RCKT 2025-CES11 A1A                                           | CUSIP: 749423AA7<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-O            | CORP              | US        |   4059225 | PA      | $4043496.51   | 0.19%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 42 LTD                     | NEUB 2021-42A AR                                              | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4995675.00   | 0.23%             | 2036-07-16      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | ET 6.05 12/01/26                                              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6840000 | PA      | $6905178.29   | 0.32%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COLT 2024-7 MORTGAGE LOAN TRUST                               | COLT 2024-7 A1                                                | CUSIP: 19688YAA2<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-O            | CORP              | US        |   3632809 | PA      | $3653443.12   | 0.17%             | 2069-12-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                   | HNDA 4.15 01/08/29                                            | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1833879.79   | 0.08%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 MORTGAGE LOAN TRUST                            | COLT 2024-INV4 A1                                             | CUSIP: 19688QAA9<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-O            | CORP              | US        |   1385048 | PA      | $1393641.41   | 0.06%             | 2069-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-A                           | FORDO 2025-A A2A                                              | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2128986 | PA      | $2132217.52   | 0.10%             | 2027-12-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                  | ARIFL 2024-B A2                                               | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1383709 | PA      | $1391095.95   | 0.06%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                            | HPE 4.05 09/15/27                                             | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9661493.72   | 0.45%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P1                        | CRVNA 2025-P1 A2                                              | CUSIP: 14689MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226190 | PA      | $226256.55    | 0.01%             | 2028-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                | MS F 07/06/28 .                                               | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5880000 | PA      | $5895685.78   | 0.27%             | 2028-07-06      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                      | ACI 5.5 03/31/31 144A                                         | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1125135.14   | 0.05%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-B                                  | ARIFL 2025-B A2                                               | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    931995 | PA      | $935048.31    | 0.04%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                     | JPM V4.505 10/22/28                                           | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3905195.97   | 0.18%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                             | GIS 4.7 01/30/27                                              | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1415777.56   | 0.07%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL4                         | BX 2024-XL4 A                                                 | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5754118 | PA      | $5766488.11   | 0.27%             | 2039-02-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-3 LLC                         | EFF 2025-3 A2                                                 | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2109286 | PA      | $2115478.69   | 0.10%             | 2028-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2024-DNA1                       | STACR 2024-DNA1 A1                                            | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-O            | USGSE             | US        |   3073580 | PA      | $3088107.89   | 0.14%             | 2044-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                            | BMW 4.9 04/02/27 144A                                         | CUSIP: 05565ECH6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4864632.12   | 0.22%             | 2027-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1               | COPAR 2025-1 A2A                                              | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2569146 | PA      | $2567519.57   | 0.12%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2026-A                               | TLOT 2026-A A2A                                               | CUSIP: 89240MAB0<br>LEI: 2549000O9PUL1ASSQJ88 | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4687247.02   | 0.22%             | 2028-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-1                                  | CCG 2025-1 A2                                                 | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2265169 | PA      | $2272992.18   | 0.10%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                       | Essential Utilities Inc 0% CP 01/05/2026                      | CUSIP: 29670KE17<br>LEI: 549300ILTEOF3E3QY357 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $14998500.00  | 0.69%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM                                    | SCLP 2025-1 A                                                 | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2044535 | PA      | $2050551.83   | 0.09%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE LTD                                            | AZORRA 7.25 01/15/31 144A                                     | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   1330000 | PA      | $1363309.85   | 0.06%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1                   | PILOT 2025-1A A2A                                             | CUSIP: 73329KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1353976 | PA      | $1357815.84   | 0.06%             | 2027-12-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                | SNX 4.3 01/17/29                                              | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $3279741.06   | 0.15%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                   | TFC V4.144 01/27/29 I                                         | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3424730.36   | 0.16%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| COLT 2025-11 MORTGAGE LOAN TRUST                              | COLT 2025-11 A1                                               | CUSIP: 12676KAC7<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-O            | CORP              | US        |   3591001 | PA      | $3589700.22   | 0.17%             | 2070-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                           | GFORT 2025-1A A1                                              | CUSIP: 361886DV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3716876.07   | 0.17%             | 2029-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten EnhanCed Lease Trust 2025-C | SFUEL 2025-CA A2                                              | CUSIP: 85855EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1299673.83   | 0.06%             | 2028-06-20      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                         | AMRZ 4.6 04/07/27                                             | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6821240.75   | 0.31%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2024-FL9 ISSUER LLC                                 | FSRIA 2024-FL9 A                                              | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9500000 | PA      | $9515930.55   | 0.44%             | 2039-10-19      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                              | ZION V4.483 02/09/29                                          | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2452895.15   | 0.11%             | 2029-02-09      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                      | DTRGR F 09/25/27 144A                                         | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4583465.28   | 0.21%             | 2027-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BASSWOOD PARK CLO LTD                                         | BARK 2021-1A AR                                               | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5002340.00   | 0.23%             | 2034-04-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-C                      | WOART 2025-C A2A                                              | CUSIP: 981936AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3493466 | PA      | $3496025.56   | 0.16%             | 2028-10-16      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM11 TRUST                                          | OBX 2025-NQM11 A1                                             | CUSIP: 67449BAA1<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-O            | CORP              | US        |   5086994 | PA      | $5113026.77   | 0.24%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                           | AXON 6.125 03/15/30 144A                                      | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2685541.63   | 0.12%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2026-1     | GMCAR 2026-1 A2A                                              | CUSIP: 362970AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $5087228.07   | 0.23%             | 2029-03-16      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                | MS V4.466 07/06/28 *                                          | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3575112.18   | 0.16%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2012-A                            | VALET 2025-1 A2A                                              | CUSIP: 92868MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1748251 | PA      | $1750811.22   | 0.08%             | 2028-01-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | ET 5.55 02/15/28                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1744000 | PA      | $1775692.56   | 0.08%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL2 LTD                                             | BXMT 2020-FL2 AS                                              | CUSIP: 12434LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2493732.25   | 0.11%             | 2038-02-18      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                           | NEE F 02/04/28                                                | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5290000 | PA      | $5312437.22   | 0.24%             | 2028-02-04      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2026-A OWNER TRUST                    | TAOT 2026-A A2A                                               | CUSIP: 89240KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4994273.50   | 0.23%             | 2028-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KKR CLO 34 LTD                                                | KKR 34A AR                                                    | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5496931.00   | 0.25%             | 2034-07-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                              | BMO V5.004 01/27/29                                           | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   6895000 | PA      | $6955721.78   | 0.32%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | C V4.643 05/07/28                                             | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10370000 | PA      | $10390887.57  | 0.48%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                         | EFF 2025-1 A2                                                 | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3198441 | PA      | $3207759.90   | 0.15%             | 2027-10-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM13 TRUST                                          | OBX 2024-NQM13 A1                                             | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-O            | CORP              | US        |   2832314 | PA      | $2837373.72   | 0.13%             | 2064-06-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                   | STWD 6.5 07/01/30 144A                                        | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1317280.49   | 0.06%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2019-3 LLC                         | EFF 2026-1 A2                                                 | CUSIP: 29376JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4997229.00   | 0.23%             | 2028-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM                                    | SCLP 2025-4 A                                                 | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2281272 | PA      | $2282662.23   | 0.11%             | 2035-08-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3                  | GMALT 2025-3 A2A                                              | CUSIP: 379965AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3370046 | PA      | $3373340.24   | 0.16%             | 2027-10-20      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                              | THPT 2023-THL A                                               | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6085629 | PA      | $6122417.55   | 0.28%             | 2034-12-14      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                    | ABNB 4.4 03/16/29                                             | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2217342.70   | 0.10%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA3                       | STACR 2023-HQA3 A1                                            | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-O            | USGSE             | US        |   6621664 | PA      | $6662760.76   | 0.31%             | 2043-11-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2025-B                            | VWALT 2025-B A2A                                              | CUSIP: 92868BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4102231 | PA      | $4101413.23   | 0.19%             | 2028-04-20      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM7 TRUST                                           | OBX 2025-NQM7 A1                                              | CUSIP: 67121DAA2<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-O            | CORP              | US        |   3437159 | PA      | $3460222.53   | 0.16%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                    | USD/CAD FORWARD                                               | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14341.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                       | STACR 2021-DNA5 M2                                            | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-O            | USGSE             | US        |    971111 | PA      | $973627.40    | 0.04%             | 2034-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR2 MORTGAGE TRUST                                 | LIFE 2022-BMR2 A1                                             | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4100000 | PA      | $3966374.85   | 0.18%             | 2039-05-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                      | MAIN 5.4 08/15/28                                             | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3986714.08   | 0.18%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                     | CFII 2024-1A A2                                               | CUSIP: 165183DJ0<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1509048 | PA      | $1511173.53   | 0.07%             | 2036-05-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LII LTD                                  | MDPK 2021-52A AR                                              | CUSIP: 55822BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5900000 | PA      | $5896035.20   | 0.27%             | 2035-01-22      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                       | KGS 5.875 04/01/31 144A                                       | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2096017.87   | 0.10%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | WFC F 04/23/29                                                | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7055000 | PA      | $7141701.01   | 0.33%             | 2029-04-23      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES10                                | RCKT 2025-CES10 A1A                                           | CUSIP: 74939LAA2<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-O            | CORP              | US        |   4666709 | PA      | $4645624.86   | 0.21%             | 2055-11-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC V5.3 01/21/28                                             | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1907305.68   | 0.09%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                   | OCINCC 7.95 06/13/28                                          | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618402.28    | 0.03%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | BACR F 11/11/29                                               | CUSIP: 06738EDF9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10065000 | PA      | $10097652.17  | 0.47%             | 2029-11-11      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2017-3 Ltd                                           | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4550000 | PA      | $4547047.05   | 0.21%             | 2034-04-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC                  | GALC 2025-2 A2                                                | CUSIP: 39154TCP1<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4508595.90   | 0.21%             | 2028-05-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025-1                   | VFET 2025-1A A2                                               | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    701958 | PA      | $702971.60    | 0.03%             | 2027-11-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                           | MTH 5.125 06/06/27                                            | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1994836.18   | 0.09%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA3                       | STACR 2023-HQA3 M1                                            | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-O            | USGSE             | US        |   4901825 | PA      | $4930186.50   | 0.23%             | 2043-11-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2026-CES2                           | TPMT 2026-CES2 A1A                                            | CUSIP: 89190MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5075399 | PA      | $5014438.95   | 0.23%             | 2066-02-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                  | CAS 2025-R06 1A1                                              | CUSIP: 20754YAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4678213 | PA      | $4683357.58   | 0.22%             | 2045-09-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                              | EQH 3.95 09/15/27 144A                                        | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2161225.53   | 0.10%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | CAS 2023-R06 1M1                                              | CUSIP: 20754EAA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2253820 | PA      | $2259195.96   | 0.10%             | 2043-07-27      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-A                                  | ARIFL 2024-A A2                                               | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2264703 | PA      | $2273700.24   | 0.10%             | 2032-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS LLC                                | JEFCAP 6 08/15/26 144A                                        | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996780.00   | 0.09%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                         | ATH 4.95 01/07/27 144A                                        | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   8360000 | PA      | $8390419.45   | 0.39%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING LLC                            | DNFRA 2021-1A A                                               | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4300000 | PA      | $4213199.34   | 0.19%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                      | PRMWCN 4.375 04/30/29 144a                                    | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1992122.00   | 0.09%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                              | DLLMT 2026-1A A2                                              | CUSIP: 23347JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4996520.00   | 0.23%             | 2028-07-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2025-2 OWNER TRUST                     | HAROT 2025-2 A2A                                              | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3089376 | PA      | $3092737.50   | 0.14%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | BACR V4.219 05/24/30                                          | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2530000 | PA      | $2496186.42   | 0.12%             | 2030-05-24      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1             | ESART 2025-1 A2                                               | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1331754 | PA      | $1333884.91   | 0.06%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES8                                 | RCKT 2025-CES8 A1A                                            | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-O            | CORP              | US        |   4119353 | PA      | $4121418.51   | 0.19%             | 2055-08-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL2 LTD                                             | BXMT 2020-FL2 A                                               | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    303017 | PA      | $303613.15    | 0.01%             | 2038-02-18      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BSPRT 2023-FL10 ISSUER LLC                                    | BSPRT 2023-FL10 A                                             | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3359476 | PA      | $3364310.15   | 0.16%             | 2035-09-17      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                           | FORDO 2023-A A3                                               | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1127886 | PA      | $1129954.03   | 0.05%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2021-3                           | DRIVE 2021-3 D                                                | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1652119 | PA      | $1642898.63   | 0.08%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT          | WIB 0 06/18/26                                                | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $64687728.95  | 2.98%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-NQM1                            | JPMMT 2024-NQM1 A1                                            | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3038049 | PA      | $3054141.94   | 0.14%             | 2064-02-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 MORTGAGE LOAN TRUST                               | COLT 2024-6 A1                                                | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-O            | CORP              | US        |   4394392 | PA      | $4412374.55   | 0.20%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC V6.615 10/20/27                                           | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4905987.84   | 0.23%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 20253               | SFAST 2025-3A A2                                              | CUSIP: 78398KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1922552 | PA      | $1923604.60   | 0.09%             | 2029-03-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2                       | STACR 2022-DNA2 M1A                                           | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-O            | USGSE             | US        |    758492 | PA      | $758778.96    | 0.03%             | 2042-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Solutions Inc.                  | Fidelity National Information Solutions Inc. 0% CP 01/05/2026 | CUSIP: 31622GE11<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9998909.00   | 0.46%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 51 LTD                     | NEUB 2022-51A AR2                                             | CUSIP: 64135BAW9<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $4990000.00   | 0.23%             | 2036-10-23      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC 2025-B                          | Barings Equipment Finance LLC 2025-B                          | CUSIP: 06764YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3600941.04   | 0.17%             | 2029-02-13      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD                         | PSTAT 2024-3A A1R                                             | CUSIP: 69690EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4992925.00   | 0.23%             | 2032-08-08      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A                 | SDART 2025-4 A2                                               | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3583164 | PA      | $3586774.38   | 0.17%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                      | EQT 3.125 05/15/26 144A                                       | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   7301000 | PA      | $7295406.34   | 0.34%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-1                      | GCAR 2025-1A A3                                               | CUSIP: 36271KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4908176.14   | 0.23%             | 2028-09-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022-FL1            | ARCLO 2022-FL1 A                                              | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    974775 | PA      | $976719.71    | 0.05%             | 2037-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                              | LNC 4.2 01/12/29 144A                                         | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1310941.98   | 0.06%             | 2029-01-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE9 ISSUER LLC                                 | LNCR 2025-CRE9 A                                              | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4550000 | PA      | $4555355.81   | 0.21%             | 2042-08-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP                                            | PFSFC 2025-C A                                                | CUSIP: 69335PFW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2710250.82   | 0.12%             | 2029-04-16      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2020-CNP                       | MSC 2020-CNP A                                                | CUSIP: 61770YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1781491.20   | 0.08%             | 2042-04-05      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                 | F 5.85 05/17/27                                               | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3086761.35   | 0.14%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL6 ISSUER LTD                                      | TRTX 2025-FL6 A                                               | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5015403.00   | 0.23%             | 2042-09-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                        | GFORT 2024-4A A2                                              | CUSIP: 361886DR2<br>LEI: 54930070NSV60J38I987 | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4908947.40   | 0.23%             | 2029-11-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2              | SFAST 2025-2A A2                                              | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    878733 | PA      | $880155.01    | 0.04%             | 2028-11-20      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                     | JPM F 07/22/28                                                | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $5477996.92   | 0.25%             | 2028-07-22      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1                  | WLAKE 2026-1A A3                                              | CUSIP: 96043BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5190432.52   | 0.24%             | 2029-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                 | CCL 5.125 05/01/29 144A                                       | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1530000 | PA      | $1526210.04   | 0.07%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 50 LTD                     | NEUB 2022-50A AR2                                             | CUSIP: 64134VAY2<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |   2100000 | PA      | $2098391.40   | 0.10%             | 2036-07-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                              | DLLST 2024-1A A3                                              | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545085 | PA      | $546715.04    | 0.03%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                        | VENLNG 9.5 02/01/29 144A                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3428258.28   | 0.16%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC COMPANY (THE)                                          | MOS 4.35 01/15/29                                             | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1635914.67   | 0.08%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2014/1           | ACAR 2026-1 A                                                 | CUSIP: 02531FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3457536 | PA      | $3457195.21   | 0.16%             | 2029-07-12      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                              | R 5.3 03/15/27 MTN                                            | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3670112.92   | 0.17%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 MORTGAGE LOAN TRUST                               | COLT 2025-8 A1                                                | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-O            | CORP              | US        |   4476466 | PA      | $4501383.72   | 0.21%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2025-B                         | HART 2025-B A2A                                               | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3586731 | PA      | $3593253.36   | 0.17%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-1                                | BMWLT 2025-1 A2A                                              | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    941831 | PA      | $943325.62    | 0.04%             | 2027-09-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM1 MORTGAGE TRUST                                | CROSS 2026-NQM1 A1                                            | CUSIP: 22758EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5854307 | PA      | $5810355.96   | 0.27%             | 2061-02-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA6                       | STACR 2022-DNA6 M1A                                           | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-O            | USGSE             | US        |   1452155 | PA      | $1455438.83   | 0.07%             | 2042-09-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1              | SFAST 2026-1A A3                                              | CUSIP: 81885FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5158863.84   | 0.24%             | 2031-07-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| BSPDF 2026-FL3 ISSUER LLC                                     | BSPDF 2026-FL3 A                                              | CUSIP: 05594VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5007227.50   | 0.23%             | 2043-09-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                            | EXE 5.375 03/15/30                                            | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4951964.84   | 0.23%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                     | OKE 5.55 11/01/26                                             | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3141413.22   | 0.14%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OBX 2026-NQM2 TRUST                                           | OBX 2026-NQM3 A1                                              | CUSIP: 67449MAF6<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-O            | CORP              | US        |   5040758 | PA      | $5002410.15   | 0.23%             | 2066-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                               | DANBNK V5.427 03/01/28 144A                                   | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3965000 | PA      | $3999291.86   | 0.18%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                    | AER 4.875 04/01/28                                            | CUSIP: 00774MBN4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   7430000 | PA      | $7476078.19   | 0.34%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-1                      | GCAR 2025-1A A2                                               | CUSIP: 36271KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228879 | PA      | $228941.65    | 0.01%             | 2027-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                       | HALST 2025-C A2A                                              | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3681058 | PA      | $3688797.66   | 0.17%             | 2028-01-18      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2021-A                                 | TLEVS 2025-A A2                                               | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2609896 | PA      | $2610078.24   | 0.12%             | 2028-06-20      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-1                  | WLAKE 2025-1A A2A                                             | CUSIP: 96043VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1347970 | PA      | $1349308.97   | 0.06%             | 2028-01-18      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| VTR COMMERCIAL MORTGAGE TRUST 2025-STEM                       | VTR 2025-STEM A                                               | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5300000 | PA      | $5268791.48   | 0.24%             | 2039-10-14      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES3                                 | RCKT 2025-CES3 A1A                                            | CUSIP: 749420AA3<br>LEI: 254900HS4CN69R7ARQ97 | Long             | ABS-O            | CORP              | US        |   2875593 | PA      | $2892646.09   | 0.13%             | 2055-03-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                           | SUMIBK 4.108 01/15/29                                         | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2265000 | PA      | $2247353.14   | 0.10%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | RY F 08/06/29                                                 | CUSIP: 78017DAL2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10065000 | PA      | $10098397.18  | 0.47%             | 2029-08-06      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                   | MTCHII 5 12/15/27 144A                                        | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3017093.56   | 0.14%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                            | BBVASM 4.15 03/03/29                                          | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   4600000 | PA      | $4547441.87   | 0.21%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL3 ISSUER LTD                                 | FSRIA 2021-FL3 AS                                             | CUSIP: 30323CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3506469.40   | 0.16%             | 2036-11-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2025-1                                  | HPEFS 2025-1A A2                                              | CUSIP: 40446EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1183533 | PA      | $1185765.10   | 0.05%             | 2032-09-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                              | GGAMFI 8 02/15/27 144A                                        | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $2012648.04   | 0.09%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURCES LLC                                | INFNAR 7.625 04/01/31 144A                                    | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1566859.14   | 0.07%             | 2031-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2014/1           | ACAR 2025-2 A                                                 | CUSIP: 024938AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    797579 | PA      | $798466.05    | 0.04%             | 2028-09-12      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-1 LTD                         | PSTAT 2025-1A A1                                              | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    780557 | PA      | $778493.68    | 0.04%             | 2033-02-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| ALLY BANK                                                     | ABCLN 2024-A A2                                               | CUSIP: 02007GZ48<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   1220780 | PA      | $1237760.38   | 0.06%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                            | CM V4.283 01/29/30                                            | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4240000 | PA      | $4210203.19   | 0.19%             | 2030-01-29      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2014/1           | ACAR 2025-3 A                                                 | CUSIP: 02528EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    738516 | PA      | $739564.69    | 0.03%             | 2029-01-12      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT          | B 0 06/04/26                                                  | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60000000 | PA      | $59796495.60  | 2.76%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                   | ORCL 2.8 04/01/27                                             | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2856427.27   | 0.13%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-11                            | VERUS 2025-11 A1                                              | CUSIP: 924935AC3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-O            | CORP              | US        |   5031179 | PA      | $5020888.53   | 0.23%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1                   | MBART 2023-1 A3                                               | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286260 | PA      | $286583.01    | 0.01%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BHMS COMMERCIAL MORTGAGE TRUST 2025-ATLS                      | BHMS 2025-ATLS A                                              | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2908907.64   | 0.13%             | 2042-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM15 TRUST                                          | OBX 2024-NQM15 A1                                             | CUSIP: 67449DAA7<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-O            | CORP              | US        |   1552696 | PA      | $1557144.61   | 0.07%             | 2064-10-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                      | HST 4.25 12/15/28                                             | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1327246.59   | 0.06%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                               | AA 6.125 03/15/30 144A                                        | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |   3150000 | PA      | $3222031.05   | 0.15%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                    | ARESSI 5.45 09/09/28 144A                                     | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   8660000 | PA      | $8602976.07   | 0.40%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                            | SANTAN F 07/15/28                                             | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  10000000 | PA      | $10044508.40  | 0.46%             | 2028-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2             | ESART 2025-2 A2                                               | CUSIP: 30185EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1398318 | PA      | $1401220.83   | 0.06%             | 2029-06-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXII                                              | APID 2019-32A A1R                                             | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   2980298 | PA      | $2981331.96   | 0.14%             | 2033-01-21      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2025-2                           | DEFT 2025-2 A2                                                | CUSIP: 24703VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5300000 | PA      | $5302891.15   | 0.24%             | 2028-02-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA4                       | STACR 2022-DNA4 M1B                                           | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-O            | USGSE             | US        |  10670000 | PA      | $10915279.83  | 0.50%             | 2042-05-27      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                  | CAD/USD FORWARD                                               | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6948.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACREC 2025-FL3 LLC                                            | ACREC 2025-FL3 A                                              | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2749796.50   | 0.13%             | 2042-08-18      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST II                             | FASTR 2025-BA A1                                              | CUSIP: 345214CS7<br>LEI: 549300OMOD4L2OWKWN21 | Long             | ABS-O            | CORP              | CA        |   4402296 | PA      | $3239844.54   | 0.15%             | 2027-12-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE 2024-FL2 LTD                                      | BRSP 2024-FL2 A                                               | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4700000 | PA      | $4702164.35   | 0.22%             | 2037-08-19      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-P1                 | WLAKE 2025-P1 A2                                              | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    698295 | PA      | $699359.76    | 0.03%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                           | CEG 3.9 01/08/28                                              | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $4182869.60   | 0.19%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FS TRUST 2026-HULA                                            | FS 2026-HULA A                                                | CUSIP: 30345AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4006200.00   | 0.18%             | 2041-03-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R04                  | CAS 2025-R04 1A1                                              | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1881467 | PA      | $1884650.47   | 0.09%             | 2045-05-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC 4.75 01/15/28                                             | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3867527.05   | 0.18%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                        | CRVNA 2025-P2 A2                                              | CUSIP: 14688YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    729128 | PA      | $729958.26    | 0.03%             | 2028-08-10      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                       | CARMX 2026-1 A2A                                              | CUSIP: 14320XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3799133.60   | 0.18%             | 2029-04-16      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                          | GLENLN 5.338 04/04/27 144A                                    | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3588854.40   | 0.17%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                         | AAL 5.75 04/20/29 144A                                        | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1857613.88   | 0.09%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                          | TTMI 4 03/01/29 144A                                          | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    835000 | PA      | $808347.47    | 0.04%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC (OKLAHOMA)                          | CLR 2.268 11/15/26 144A                                       | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3469000 | PA      | $3430808.91   | 0.16%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                      | HBAN V4.871 04/12/28                                          | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $4686985.44   | 0.22%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLIX LTD                                 | MDPK 2021-49A AR                                              | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3747090.00   | 0.17%             | 2034-10-19      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                        | CRVNA 2024-P4 A3                                              | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450855 | PA      | $1456289.66   | 0.07%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                            | MQGAU F 07/02/27 144A                                         | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $2011134.18   | 0.09%             | 2027-07-02      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                 | MTB V4.833 01/16/29 MTN                                       | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3078518.55   | 0.14%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R05                  | CAS 2023-R05 1M1                                              | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2365091 | PA      | $2378880.91   | 0.11%             | 2043-06-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT          | B 0 05/21/26                                                  | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34930534.80  | 1.61%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | BAC V4.979 01/24/29                                           | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9480000 | PA      | $9558069.60   | 0.44%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                   | C V4.876 11/19/27                                             | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   9755000 | PA      | $9789036.85   | 0.45%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-P1                 | WLAKE 2026-P1 A3                                              | CUSIP: 96043AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4200000 | PA      | $4172990.64   | 0.19%             | 2030-03-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                               | TLOT 2025-A A2A                                               | CUSIP: 89239NAB1<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |    816261 | PA      | $817232.49    | 0.04%             | 2027-07-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                | Carlyle US CLO 2022-1 Ltd                                     | CUSIP: 14318JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5226800.25   | 0.24%             | 2035-04-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM14 TRUST                                          | OBX 2024-NQM14 A1                                             | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-O            | CORP              | US        |   2720841 | PA      | $2721054.90   | 0.13%             | 2064-09-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4          | BLAST 2024-4 A3                                               | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2355559 | PA      | $2357879.48   | 0.11%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2                    | EART 2025-5A A3                                               | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2000759.20   | 0.09%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                  | SNPS 4.55 04/01/27                                            | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   4480000 | PA      | $4497819.60   | 0.21%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANK NA                                                    | USB V4.73 05/15/28                                            | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $5299306.00   | 0.24%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| VERDE CLO LTD                                                 | VERDE 2019-1A ARR                                             | CUSIP: 92338BAW5<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-CBDO         | CORP              | KY        |   1623907 | PA      | $1624364.56   | 0.07%             | 2032-04-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                               | DRVPNK 2026-1A A2                                             | CUSIP: 05330WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4950000 | PA      | $4948859.52   | 0.23%             | 2029-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BDS 2026-FL17 LLC                                             | BDS 2026-FL17 AS                                              | CUSIP: 05494WAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5600000 | PA      | $5600000.00   | 0.26%             | 2043-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2025-3 OWNER TRUST                     | HAROT 2025-3 A2A                                              | CUSIP: 43813QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3989267 | PA      | $3993437.25   | 0.18%             | 2028-03-21      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | GM F 04/04/28                                                 | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $5090378.57   | 0.23%             | 2028-04-04      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R06                  | CAS 2024-R06 1A1                                              | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1829766 | PA      | $1836177.87   | 0.08%             | 2044-09-26      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-1                             | VERUS 2025-1 A1                                               | CUSIP: 92540TAA8<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-O            | CORP              | US        |   3790296 | PA      | $3817691.91   | 0.18%             | 2070-01-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                                | CARMX 2022-4 A3                                               | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168873 | PA      | $168975.91    | 0.01%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                     | JBL 4.2 02/01/29                                              | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2578631.14   | 0.12%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | AXP F 04/25/29                                                | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5320000 | PA      | $5379791.53   | 0.25%             | 2029-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2025-1                                 | CHAOT 2025-1A A2                                              | CUSIP: 16145NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2128387 | PA      | $2131769.15   | 0.10%             | 2028-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-4           | ACAR 2025-4 A                                                 | CUSIP: 024948AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2597180 | PA      | $2600416.37   | 0.12%             | 2029-05-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-B                               | TLOT 2025-B A2A                                               | CUSIP: 89240NAB8<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |   1837184 | PA      | $1836808.29   | 0.08%             | 2028-05-22      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                          | GM F 07/15/27                                                 | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6953828.20   | 0.32%             | 2027-07-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                      | DTRGR 4.15 01/12/29 144A                                      | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1846583.71   | 0.09%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT          | T 3.5 01/15/29                                                | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21855000 | PA      | $21629620.31  | 1.00%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                       | HYNMTR 4.875 06/23/27 144A                                    | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3700707.68   | 0.17%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                         | EFF 2024-3 A2                                                 | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840672 | PA      | $842342.60    | 0.04%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-A                                  | ARIFL 2025-A A2                                               | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3412458 | PA      | $3417913.58   | 0.16%             | 2034-01-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD                                               | PFP 2024-11 A                                                 | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1828334 | PA      | $1829247.54   | 0.08%             | 2039-09-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                 | RCKT 2025-CES12 A1A                                           | CUSIP: 749349AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4630473 | PA      | $4620585.22   | 0.21%             | 2055-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                           | HWIRE 2021-1 A2                                               | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   4575000 | PA      | $4518491.43   | 0.21%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                               | BXSL 5.875 11/15/27                                           | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2680117.55   | 0.12%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-R1                            | VERUS 2024-R1 A1                                              | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-O            | CORP              | US        |   1488021 | PA      | $1490146.34   | 0.07%             | 2069-09-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC       | BHI 4.05 03/11/29                                             | CUSIP: 05724BAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2537238.89   | 0.12%             | 2029-03-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LCM 31 LTD                                                    | LCM 31A AR                                                    | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1700836.40   | 0.08%             | 2034-07-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                | PK 4.875 05/15/29 144A                                        | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199532.14    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                           | CAS 2023-R04 1M1                                              | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2252326 | PA      | $2286209.47   | 0.11%             | 2043-05-26      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 53(B) LTD                          | GCBSL 2021-53A AR                                             | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2995878.00   | 0.14%             | 2034-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                              | DLLAD 2025-1A A2                                              | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2041132 | PA      | $2047755.49   | 0.09%             | 2028-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL MORTGAGE TRUST                                   | MCR 2024-HTL A                                                | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2497646 | PA      | $2498371.32   | 0.12%             | 2037-02-17      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA3                       | STACR 2022-HQA3 M1A                                           | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-O            | USGSE             | US        |   4657626 | PA      | $4712762.55   | 0.22%             | 2042-08-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                 | ICE 3.95 12/01/28                                             | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3123862.88   | 0.14%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2012 ABS                                | ARIFL 2026-A A2                                               | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4685504.73   | 0.22%             | 2034-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                             | OMC 4.2 03/02/29                                              | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2383533.38   | 0.11%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES2                                 | RCKT 2024-CES2 A1A                                            | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2255320 | PA      | $2270931.23   | 0.10%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-1 LLC                         | EFF 2024-1 A2                                                 | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3480220 | PA      | $3499161.81   | 0.16%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-2                                  | CCG 2025-2 A2                                                 | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2100545.58   | 0.10%             | 2034-08-14      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                              | WFLF 2025-1A A1                                               | CUSIP: 96328GCE5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   4500345 | PA      | $4521894.28   | 0.21%             | 2040-01-18      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-2                                | CARMX 2025-2 A2A                                              | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2121893 | PA      | $2126738.17   | 0.10%             | 2028-07-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                             | GSCRED 5.375 01/31/29 144A                                    | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   4475000 | PA      | $4420123.21   | 0.20%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2015-3 LTD                                           | VOYA 2015-3A A1R4                                             | CUSIP: 92913UBJ4<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    390335 | PA      | $390283.35    | 0.02%             | 2031-10-20      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1               | AMCAR 2023-1 A3                                               | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89545 | PA      | $89620.06     | 0.00%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 LLC                         | EFF 2025-4 A2                                                 | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3198602.88   | 0.15%             | 2028-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC 2026-A                          | MMAF 2026-A A2                                                | CUSIP: 06764QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2495067.50   | 0.12%             | 2029-04-13      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                       | HALST 2024-A A3                                               | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399023 | PA      | $399218.36    | 0.02%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES9                                 | RCKT 2025-CES9 A1A                                            | CUSIP: 74942JAA2<br>LEI: 254900C7HSSCU34P7S40 | Long             | ABS-O            | CORP              | US        |   4537302 | PA      | $4510390.22   | 0.21%             | 2055-09-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                     | JPM V5.571 04/22/28                                           | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4865000 | PA      | $4919848.30   | 0.23%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                 | CCL 5.75 03/15/30 144A                                        | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1750000 | PA      | $1776327.00   | 0.08%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA4                       | STACR 2025-DNA4 A1                                            | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-O            | USGSE             | US        |   3875000 | PA      | $3878414.26   | 0.18%             | 2045-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | CAS 2024-R02 1M1                                              | CUSIP: 20754GAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    652151 | PA      | $652253.38    | 0.03%             | 2044-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2021-909                        | NYC 2025-28L A                                                | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5188716.00   | 0.24%             | 2038-11-05      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                     | OKE 4.25 09/24/27                                             | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5055000 | PA      | $5043218.26   | 0.23%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2010-1                   | MBALT 2026-A A2A                                              | CUSIP: 58770YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5850000 | PA      | $5839556.58   | 0.27%             | 2028-07-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                    | LNT 5.4 06/06/27 144A                                         | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2502972.61   | 0.12%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 LTD                                             | KREF 2021-FL2 A                                               | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    283092 | PA      | $283425.69    | 0.01%             | 2039-02-17      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| DRYDEN 113 CLO LTD                                            | DRSLF 2022-113A AR3                                           | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |   3370000 | PA      | $3367095.06   | 0.16%             | 2037-10-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2024-1                                  | CCG 2024-1 A2                                                 | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1221770 | PA      | $1230197.15   | 0.06%             | 2032-03-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-LUNR                                            | BX 2025-LUNR A                                                | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3969126 | PA      | $3981876.64   | 0.18%             | 2040-06-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM                                    | SCLP 2025-3 A                                                 | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1973890 | PA      | $1977214.52   | 0.09%             | 2034-08-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA3                       | STACR 2025-DNA3 A1                                            | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-O            | USGSE             | US        |   3023750 | PA      | $3028303.47   | 0.14%             | 2045-09-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                    | SANUSA V6.124 05/31/27                                        | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1546918.02   | 0.07%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022- P2                       | CRVNA 2022-P3 A3                                              | CUSIP: 14686MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29719 | PA      | $29724.74     | 0.00%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2026-1                  | GMALT 2026-1 A2                                               | CUSIP: 36273VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5400000 | PA      | $5388474.24   | 0.25%             | 2028-04-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                 | OC 5.5 06/15/27                                               | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2389399.91   | 0.11%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AON NORTH AMERICA INC                                         | AON 5.125 03/01/27                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4852547.44   | 0.22%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-7 LTD                            | BCC 2021-7A A1R                                               | CUSIP: 05682NAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4200000 | PA      | $4193481.60   | 0.19%             | 2035-01-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM12 TRUST                                          | OBX 2024-NQM12 A1                                             | CUSIP: 67448PAA1<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-O            | CORP              | US        |   2903054 | PA      | $2916634.25   | 0.13%             | 2064-07-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | CAS 2024-R05 2A1                                              | CUSIP: 20754XAA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   7217133 | PA      | $7229494.96   | 0.33%             | 2044-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| HIH TRUST 2024-61P                                            | HIH 2024-61P A                                                | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1830759 | PA      | $1834503.89   | 0.08%             | 2041-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                 | JEF 4.3 02/11/27 MTN                                          | CUSIP: 47233WLT4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   9615000 | PA      | $9618506.01   | 0.44%             | 2027-02-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                    | EVRG 4.25 03/15/29                                            | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2088438.28   | 0.10%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2025-B                           | FORDL 2025-B A2A                                              | CUSIP: 34533MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4067223 | PA      | $4074356.89   | 0.19%             | 2028-03-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT          | B 0 08/18/26                                                  | CUSIP: 912797UU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24727184.50  | 1.14%             | 2026-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                         | BFCM 5.088 01/23/27 144A                                      | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   4270000 | PA      | $4298608.23   | 0.20%             | 2027-01-23      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-4 LTD                            | BCC 2021-4A A1RR                                              | CUSIP: 05685ABA5<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   5200000 | PA      | $5194727.20   | 0.24%             | 2034-10-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                             | REPSEP 4.805 09/16/28 144A                                    | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $3025952.65   | 0.14%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD                       | GLM 2020-8A ARR                                               | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3201830.40   | 0.15%             | 2034-10-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                      | DTRGR 4.3 08/12/27 144A                                       | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1018389.46   | 0.05%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | AXP F 07/26/28                                                | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4752801.63   | 0.22%             | 2028-07-26      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                               | DRVPNK 2025-1A A2                                             | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    733232 | PA      | $734043.22    | 0.03%             | 2028-04-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                 | VST 4.3 10/15/28 144A                                         | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3658872.28   | 0.17%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS & TRADERS TRUST COMPANY                         | MTB V4.762 07/06/28                                           | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2652367.09   | 0.12%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPMENT (2025-LEAF1) LLC                                | MTLRF 2025-1A A2                                              | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3442137 | PA      | $3454138.76   | 0.16%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | BAC F 05/09/29                                                | CUSIP: 06051GMU0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9980000 | PA      | $10052792.62  | 0.46%             | 2029-05-09      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST 2025-DATA                      | SWCH 2025-DATA A                                              | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1985368.40   | 0.09%             | 2042-02-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ARES XLIV CLO LTD                                             | ARES 2021-60A AR2                                             | CUSIP: 04018FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3550000 | PA      | $3544178.00   | 0.16%             | 2034-07-18      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                      | ALSN 4.75 10/01/27 144A                                       | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $2966224.24   | 0.14%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                       | HYNMTR F 01/08/27 144A                                        | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6285000 | PA      | $6320057.79   | 0.29%             | 2027-01-08      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2015-WOLF                                    | GWT 2024-WOLF A                                               | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2005121.60   | 0.09%             | 2039-03-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-3                                | CARMX 2025-3 A2A                                              | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2091232 | PA      | $2094320.72   | 0.10%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                              | ABNANV V4.988 12/03/28 144A                                   | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   4900000 | PA      | $4934619.09   | 0.23%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 15 LTD                                            | ELM15 2022-2A A1R                                             | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5999922.00   | 0.28%             | 2035-04-23      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                               | BXSL 2.125 02/15/27                                           | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   7485000 | PA      | $7309498.61   | 0.34%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT          | T 3.5 02/15/29                                                | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42100000 | PA      | $41649398.65  | 1.92%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2024-B                           | FORDL 2024-B A3                                               | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3624138 | PA      | $3636071.14   | 0.17%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                     | CRBG 4.9 01/07/28 144A                                        | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2104605.97   | 0.10%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATIONAL INFORMATION SERVICES INC                    | FIS 4.55 03/10/29                                             | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3621784.16   | 0.17%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-A | SFUEL 2025-AA A2                                              | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1760105 | PA      | $1763123.43   | 0.08%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2024-1                           | DEFT 2024-1 A3                                                | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2402200 | PA      | $2414228.24   | 0.11%             | 2030-03-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO X LTD                                           | BATLN 2016-10A A1R3                                           | CUSIP: 07132JBL7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   4522910 | PA      | $4520788.43   | 0.21%             | 2035-01-16      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES5                                 | RCKT 2025-CES5 A1A                                            | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-O            | CORP              | US        |   2522042 | PA      | $2542113.82   | 0.12%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-3          | BLAST 2025-3 A3                                               | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1404080.16   | 0.06%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-2                              | KCOT 2025-2A A2                                               | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2054858 | PA      | $2060186.72   | 0.09%             | 2028-04-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | WFC V5.707 04/22/28 MTN                                       | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3861118.01   | 0.18%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2025-1                           | DRIVE 2025-1 A3                                               | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2006409.60   | 0.09%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3                       | STACR 2022-DNA3 M1B                                           | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-O            | USGSE             | US        |   5000000 | PA      | $5087876.00   | 0.23%             | 2042-04-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING COMPANY                                           | YUM 4.75 06/01/27 144A                                        | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997644.80   | 0.09%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2025-2                             | LADAR 2025-2A A2                                              | CUSIP: 505912AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1258892 | PA      | $1259918.52   | 0.06%             | 2028-07-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2023-DNA2                       | STACR 2023-DNA2 M1A                                           | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-O            | USGSE             | US        |   3405239 | PA      | $3449105.18   | 0.16%             | 2043-04-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2026-OPTM                                            | BX 2026-OPTM A                                                | CUSIP: 05594XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4600000 | PA      | $4594704.02   | 0.21%             | 2039-03-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                        | MS F 07/14/28 BKNT                                            | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3360608.31   | 0.15%             | 2028-07-14      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XX LTD                                           | SYMP 2018-20A AR2                                             | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1864398 | PA      | $1864511.85   | 0.09%             | 2032-01-16      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-4                                | CARMX 2025-4 A2A                                              | CUSIP: 14320HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1199441.40   | 0.06%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-1                      | GCAR 2026-1A A3                                               | CUSIP: 36274AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6169000 | PA      | $6147108.07   | 0.28%             | 2029-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-3                      | GCAR 2025-3A A3                                               | CUSIP: 37989YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1604080.96   | 0.07%             | 2029-03-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                    | KDP 4.75 03/26/29 144A                                        | CUSIP: 56530KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2104935.63   | 0.10%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                               | BMCAUS 4.375 07/15/30 144A                                    | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    640000 | PA      | $611423.96    | 0.03%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DGWD TRUST 2025-INFL                                          | DGWD 2025-INFL A                                              | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5950000 | PA      | $5968072.53   | 0.28%             | 2035-08-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLY BANK                                                     | ABCLN 2025-A B                                                | CUSIP: 02007G5E9<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   3002915 | PA      | $3007655.42   | 0.14%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                  | CABKSM V4.634 07/03/29 144A                                   | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   6340000 | PA      | $6346953.20   | 0.29%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                  | HESM 6.5 06/01/29 144A                                        | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1286525.60   | 0.06%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KKR CLO 18 LTD                                                | KKR 18 A1R2                                                   | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |   3174746 | PA      | $3175095.11   | 0.15%             | 2035-10-18      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2025-NQM1                          | JPMMT 2025-NQM1 A1                                            | CUSIP: 46593QAC2<br>LEI: 529900AW45JIN41HJ284 | Long             | ABS-O            | CORP              | US        |   3585725 | PA      | $3606104.53   | 0.17%             | 2065-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                        | HTL 2024-T53 A                                                | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5700000 | PA      | $5744219.46   | 0.26%             | 2039-05-12      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                     | JPM V5.04 01/23/28                                            | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4119343.43   | 0.19%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                   | PNC V4.429 07/21/28                                           | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2866775.18   | 0.13%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                        | XHR 6.625 05/15/30 144A                                       | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    960000 | PA      | $983476.80    | 0.05%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                   | TRACTC 5.875 03/01/31 144A                                    | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1546332.94   | 0.07%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H8 MORTGAGED TRUST                                 | CROSS 2024-H8 A1                                              | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3577390 | PA      | $3598873.18   | 0.17%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP LP                           | BDN 6.125 01/15/31                                            | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3866287.74   | 0.18%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2025-A                           | FORDL 2025-A A2A                                              | CUSIP: 345282AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1490364 | PA      | $1491767.62   | 0.07%             | 2027-08-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-3                             | VERUS 2025-3 A1                                               | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-O            | CORP              | US        |   1920486 | PA      | $1936361.34   | 0.09%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                        | GPI 6.375 01/15/30 144A                                       | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1082911.17   | 0.05%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM1 TRUST                                           | OBX 2025-NQM1 A1                                              | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-O            | CORP              | US        |   2574265 | PA      | $2589901.76   | 0.12%             | 2064-12-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                          | VZMT 2025-3 A1A                                               | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   4100000 | PA      | $4117736.19   | 0.19%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                            | BX 2024-VLT4 A                                                | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1036260 | PA      | $1034202.71   | 0.05%             | 2041-06-17      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA2                       | STACR 2022-HQA2 M1A                                           | CUSIP: 35564KB24<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-O            | USGSE             | US        |   2301258 | PA      | $2339835.38   | 0.11%             | 2042-07-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                            | STLD 4 12/15/28                                               | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   5925000 | PA      | $5867576.80   | 0.27%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                     | NFG 5.5 10/01/26                                              | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9643526.78   | 0.44%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT          | B 0 07/23/26                                                  | CUSIP: 912797TP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $74378796.75  | 3.43%             | 2026-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE 2024-A LLC                             | MMAF 2024-A A2                                                | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473251 | PA      | $473968.90    | 0.02%             | 2027-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AAR CORP                                                      | AIR 6.75 03/15/29 144A                                        | CUSIP: 00253PAA6<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2819465.01   | 0.13%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4     | GMCAR 2024-4 A2A                                              | CUSIP: 38014AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125561 | PA      | $125599.09    | 0.01%             | 2027-10-18      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-2 TRUST                       | SCLP 2025-2 A                                                 | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1031146 | PA      | $1034615.45   | 0.05%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                       | HONA 4 03/16/29 144A                                          | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $5486863.28   | 0.25%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024-C                                 | JDOT 2024-C A2B                                               | CUSIP: 477911AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338931 | PA      | $338987.24    | 0.02%             | 2027-08-16      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| PAYDEN & RYGEL INVESTMENT GROUP (THE)                         | Payden Floating Rate Fund                                     | CUSIP: 704329218<br>LEI: 549300QJNYRKYZS3P282 | Long             | EC               | RF                | US        |   2726002 | NS      | $26033321.34  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2025-B                                | NALT 2025-B A2A                                               | CUSIP: 65481RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4363930 | PA      | $4374935.41   | 0.20%             | 2028-03-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM14 TRUST                                          | OBX 2025-NQM14 A1                                             | CUSIP: 673924AC0<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-O            | CORP              | US        |   2331211 | PA      | $2334766.79   | 0.11%             | 2065-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                  | UBS V4.151 12/23/29 144A                                      | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4490000 | PA      | $4445843.95   | 0.20%             | 2029-12-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM18 TRUST                                          | OBX 2024-NQM18 A1                                             | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-O            | CORP              | US        |   2640494 | PA      | $2652317.15   | 0.12%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| COLT 2025-10 MORTGAGE LOAN TRUST                              | COLT 2025-10 A1                                               | CUSIP: 12675XAA4<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-O            | CORP              | US        |   2775288 | PA      | $2775887.34   | 0.13%             | 2070-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                            | BX 2024-XL5 A                                                 | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4768029 | PA      | $4778176.00   | 0.22%             | 2041-03-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                   | OCINCC 7.75 09/16/27 *                                        | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1477119.07   | 0.07%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                              | PFG 5 01/16/27 144A                                           | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1825125.76   | 0.08%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | MS F 04/13/28 MTN                                             | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9660000 | PA      | $9696527.65   | 0.45%             | 2028-04-13      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                    | EART 2026-1A A2                                               | CUSIP: 30168HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |   3600000 | PA      | $3603906.00   | 0.17%             | 2028-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| COLT 2025-1 MORTGAGE LOAN TRUST                               | COLT 2025-1 A1                                                | CUSIP: 196920AC6<br>LEI: 21380069FFOP8RZNF423 | Long             | ABS-O            | CORP              | US        |   3736933 | PA      | $3764971.61   | 0.17%             | 2070-01-27      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| DBGS 2024-SBL MORTGAGE TRUST                                  | DBGS 2024-SBL A                                               | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5050000 | PA      | $5053988.49   | 0.23%             | 2034-08-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                   | TFC V4.42 07/24/28 BKNT                                       | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   7180000 | PA      | $7175321.80   | 0.33%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-3             | ESART 2025-3 A2                                               | CUSIP: 30185FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2646848 | PA      | $2647664.17   | 0.12%             | 2029-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1     | GMCAR 2023-1 A3                                               | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030223 | PA      | $1031649.36   | 0.05%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2025-1                           | DEFT 2025-1 A2                                                | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2354572 | PA      | $2359946.12   | 0.11%             | 2027-07-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | AXP V4.009 02/09/29                                           | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $5190593.58   | 0.24%             | 2029-02-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                   | TFC V4.671 05/20/27 BKNT                                      | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10205000 | PA      | $10203771.11  | 0.47%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION 2025-4                | BLAST 2025-4 A2                                               | CUSIP: 10807UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1161431 | PA      | $1162356.21   | 0.05%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM3 TRUST                                           | OBX 2025-NQM3 A1                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-O            | CORP              | US        |   2297970 | PA      | $2317623.57   | 0.11%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                    | ACGCAP 4.75 04/14/27 144A                                     | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2177805.86   | 0.10%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                         | AR 5.375 03/01/30 144A                                        | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   7892000 | PA      | $7943984.60   | 0.37%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES ISSUER TRUST 2025-1               | GSAR 2026-1A A2                                               | CUSIP: 37989DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5184247.12   | 0.24%             | 2032-02-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                       | HALST 2026-A A2A                                              | CUSIP: 448970AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4993281.00   | 0.23%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM2 MORTGAGE TRUST                                | CROSS 2026-NQM2 A1                                            | CUSIP: 227924AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7519164 | PA      | $7472003.50   | 0.34%             | 2061-03-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| PAYDEN & RYGEL INVESTMENT GROUP (THE)                         | Payden Cash Reserves Money Market Fund                        | CUSIP: 704329598<br>LEI: 549300QJNYRKYZS3P282 | Long             | STIV             | RF                | US        |  19941367 | NS      | $19941367.09  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| BX TRUST 2025-VLT7                                            | BX 2025-VLT7 A                                                | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $5101862.52   | 0.24%             | 2044-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                             | STT V4.543 04/24/28                                           | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3509457.04   | 0.16%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2014/1           | ACAR 2025-1 A                                                 | CUSIP: 02528DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273640 | PA      | $273711.61    | 0.01%             | 2028-07-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1          | BLAST 2026-1 A2                                               | CUSIP: 107927AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3000419.40   | 0.14%             | 2028-07-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS & TRADERS TRUST COMPANY                         | MTB V4.548 04/18/30                                           | CUSIP: 564760CD6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2588584.41   | 0.12%             | 2030-04-18      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2026-1                             | LADAR 2026-1A A2                                              | CUSIP: 505708AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5183368.32   | 0.24%             | 2029-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2025-2                                  | HPEFS 2025-2A A2                                              | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1399433.56   | 0.06%             | 2032-11-20      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A                 | SDART 2024-5 A3                                               | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1846072 | PA      | $1847766.08   | 0.09%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 LTD                                              | MF1 2022-FL8 A                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2196696 | PA      | $2199462.00   | 0.10%             | 2037-02-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2021-2 LTD                                        | INVCO 2021-2A AR                                              | CUSIP: 46149MAL0<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4996320.00   | 0.23%             | 2034-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                         | EFF 2024-4 A2                                                 | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2223719 | PA      | $2228544.51   | 0.10%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| KKR CLO 28 LTD                                                | KKR 28A AR2                                                   | CUSIP: 48253WAW2<br>LEI: 549300OP87QBZ6KR1406 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4998820.00   | 0.23%             | 2035-02-09      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NOTES 2025-FL4 LTD                              | GSTNE 2025-FL4 A                                              | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5100000 | PA      | $5109974.07   | 0.24%             | 2043-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                      | BLURAC 7 07/15/29 144A                                        | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1452479.00   | 0.07%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                             | LAD 4.375 01/15/31 144A                                       | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    695000 | PA      | $660443.42    | 0.03%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                  | NAVI 5 03/15/27                                               | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988289.00   | 0.09%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                     | BNS V4.043 09/15/28                                           | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10650000 | PA      | $10594920.65  | 0.49%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU                     | FMBT 2024-FBLU A                                              | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3900000 | PA      | $3907172.10   | 0.18%             | 2039-12-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| TRAVEL PLUS LEISURE COMPANY                                   | TNL 6.625 07/31/26 144A                                       | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2986808.91   | 0.14%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                | CARMX 2024-4 A2A                                              | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473806 | PA      | $474099.37    | 0.02%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                     | SUN 5.375 07/15/31 144A                                       | CUSIP: 86765KAM1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3296380.67   | 0.15%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-4                      | GCAR 2025-4A A3                                               | CUSIP: 36273HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5300000 | PA      | $5301819.49   | 0.24%             | 2029-07-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| COOPR RESIDENTIAL MORTGAGE TRU                                | COOPR 2025-CES4 A1A                                           | CUSIP: 12636SAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | CORP              | US        |   5096336 | PA      | $5081515.56   | 0.23%             | 2060-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | MS V4.238 01/09/30                                            | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6375000 | PA      | $6310936.67   | 0.29%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                    | ACGCAP 4.25 04/30/29 144A                                     | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2361923.40   | 0.11%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-1          | BLAST 2025-1 A3                                               | CUSIP: 10806HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2856321 | PA      | $2860042.30   | 0.13%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1                                   | USCAR 2025-1A A2                                              | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    860360 | PA      | $861606.84    | 0.04%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | AXP F 07/20/29                                                | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7110000 | PA      | $7123960.98   | 0.33%             | 2029-07-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                   | TFC V4.136 10/23/29 BKNT                                      | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   5585000 | PA      | $5537545.04   | 0.26%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2025-2                           | DRIVE 2025-2 A2                                               | CUSIP: 262103AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2982176 | PA      | $2983894.57   | 0.14%             | 2028-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                       | HYNMTR 4.25 01/08/29 144A                                     | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4410000 | PA      | $4363533.20   | 0.20%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (THE)                            | BK V4.441 06/09/28                                            | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4965000 | PA      | $4976343.14   | 0.23%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PARK CLO LTD                                    | VYSPK 2022-1A ARR                                             | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |   5500000 | PA      | $5501474.00   | 0.25%             | 2037-01-21      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES7                                 | RCKT 2025-CES7 A1A                                            | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-O            | CORP              | US        |   3917500 | PA      | $3930250.33   | 0.18%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3                  | WLAKE 2025-3A A3                                              | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5006345.00   | 0.23%             | 2029-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-1              | SFAST 2025-1A A2                                              | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    597643 | PA      | $598162.23    | 0.03%             | 2028-05-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | C F 09/11/31                                                  | CUSIP: 172967QG9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3930000 | PA      | $3950726.62   | 0.18%             | 2031-09-11      | Floating      | 4.81%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                                  | UBS F 12/23/29 144A                                           | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3920000 | PA      | $3913344.86   | 0.18%             | 2029-12-23      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                 | TERP 5 01/31/28 144A                                          | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3016774.98   | 0.14%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                                  | EFXINC 6.875 01/15/31 144A                                    | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1401776.48   | 0.06%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES6                                 | RCKT 2025-CES6 A1A                                            | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-O            | CORP              | US        |   3282490 | PA      | $3298739.45   | 0.15%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| DRYDEN 40 SENIOR LOAN FUND                                    | DRSLF 2015-40A AR2                                            | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |   1272881 | PA      | $1273191.93   | 0.06%             | 2031-08-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                  | HESM 5.875 03/01/28 144A                                      | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5125000 | PA      | $5178156.50   | 0.24%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT          | B 0 07/16/26                                                  | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39697583.20  | 1.83%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                       | HALST 2024-C A2B                                              | CUSIP: 448984AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695492 | PA      | $695639.40    | 0.03%             | 2027-03-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                        | BX 2024-AIRC A                                                | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4509706 | PA      | $4527674.06   | 0.21%             | 2041-08-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                      | MET 4 01/14/29 144A                                           | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1414405.46   | 0.07%             | 2029-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | CAS 2025-R03 2A1                                              | CUSIP: 20754VAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3165377 | PA      | $3183968.06   | 0.15%             | 2045-03-27      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BEECHWOOD PARK CLO LTD                                        | BCHPK 2019-1A A1RR                                            | CUSIP: 07355TBL5<br>LEI: 254900YCLC6G4HRXZ212 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5001990.00   | 0.23%             | 2035-01-17      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                    | HLEND 5.3 06/05/27                                            | CUSIP: 40440VAX3<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   8330000 | PA      | $8299141.27   | 0.38%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2024-DNA3                       | STACR 2024-DNA3 A1                                            | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-O            | USGSE             | US        |   2403000 | PA      | $2408508.64   | 0.11%             | 2044-10-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                              | ABNANV F 09/18/27 144A                                        | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   9500000 | PA      | $9544476.06   | 0.44%             | 2027-09-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL2 ISSUER LTD                                 | FSRIA 2021-FL2 A                                              | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1433365 | PA      | $1437212.47   | 0.07%             | 2038-05-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                           | CHDN 4.75 01/15/28 144A                                       | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983676.76   | 0.09%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GS V4.937 04/23/28                                            | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5320000 | PA      | $5345687.89   | 0.25%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BSPRT 2026-FL13 ISSUER LLC                                    | BSPRT 2026-FL13 A                                             | CUSIP: 05620GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5010244.00   | 0.23%             | 2043-10-19      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                     | SUN 7 05/01/29 144A                                           | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1126168.38   | 0.05%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JUNIPER VALLEY PARK CLO LTD                                   | JNPPK 2023-1A ARR                                             | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |   5500000 | PA      | $5494291.00   | 0.25%             | 2036-07-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST 2025-B                                    | CNH 2025-B A2A                                                | CUSIP: 12675EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1239108 | PA      | $1241267.86   | 0.06%             | 2028-11-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST 2026-1                       | SCLP 2026-1 A                                                 | CUSIP: 83408AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4868925 | PA      | $4864283.29   | 0.22%             | 2035-12-26      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                            | BX 2025-VOLT A                                                | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6507242.95   | 0.30%             | 2044-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                    | SANUSA F 03/20/29                                             | CUSIP: 80282KBP0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   7470000 | PA      | $7547008.08   | 0.35%             | 2029-03-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                 | RCKT 2025-CES1 A1A                                            | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3019243 | PA      | $3038248.65   | 0.14%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-7                             | VERUS 2025-7 A1                                               | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-O            | CORP              | US        |   4506089 | PA      | $4515476.57   | 0.21%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                  | UBS V4.214 04/10/30 144A                                      | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8970000 | PA      | $8861621.68   | 0.41%             | 2030-04-10      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | CAS 2025-R03 2M1                                              | CUSIP: 20754VAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4240191 | PA      | $4249631.52   | 0.20%             | 2045-03-27      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA1                       | STACR 2022-HQA1 M1A                                           | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-O            | USGSE             | US        |    315630 | PA      | $315833.10    | 0.01%             | 2042-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 41 LTD                     | NEUB 2021-41A AR                                              | CUSIP: 64134BAJ9<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2498097.50   | 0.12%             | 2034-04-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT          | B 0 07/07/26                                                  | CUSIP: 912797UN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60000000 | PA      | $59598744.60  | 2.75%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM16 TRUST                                          | OBX 2024-NQM16 A1                                             | CUSIP: 67120GAA6<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-O            | CORP              | US        |   1458420 | PA      | $1469237.70   | 0.07%             | 2064-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM6      | MSRM 2026-NQM2 A1                                             | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5086905 | PA      | $5047348.71   | 0.23%             | 2071-01-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-INV1                          | VERUS 2025-INV1 A1                                            | CUSIP: 924929AC6<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-O            | CORP              | US        |   3099137 | PA      | $3120262.65   | 0.14%             | 2070-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                       | NACN V4.166 01/20/29                                          | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   6315000 | PA      | $6284139.35   | 0.29%             | 2029-01-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM2 TRUST                                           | OBX 2025-NQM2 A1                                              | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-O            | CORP              | US        |   2853240 | PA      | $2872362.59   | 0.13%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLEGANY PARK CLO LTD                                         | ALLPK 2019-1A ARR                                             | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500307.50   | 0.07%             | 2035-01-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1                  | ODART 2023-1A A                                               | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4368223 | PA      | $4398721.32   | 0.20%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                    | PENSKE 5.35 01/12/27 144A                                     | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1977628.74   | 0.09%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                 | VST 5.05 12/30/26 144A                                        | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1159986.14   | 0.05%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL2 ISSUER LTD                                 | FSRIA 2021-FL2 AS                                             | CUSIP: 30319YAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002394.60   | 0.09%             | 2038-05-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                            | CM V4.862 01/13/28                                            | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   9430000 | PA      | $9459124.65   | 0.44%             | 2028-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA                                              | CFG V4.192 01/29/29                                           | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2731515.49   | 0.13%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                 | RCKT 2024-CES9 A1A                                            | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1654863 | PA      | $1664053.58   | 0.08%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-22

**Name of Applicant:** PAYDEN & RYGEL INVESTMENT GROUP

**Signature:** Sandi Brents

**Name of Signer:** Sandi Brents

**Title:** Compliance Officer