# EDGAR Filing Document

**Accession Number:** 0001870117
**File Stem:** 0001752724-25-194286
**Filing Date:** 2025-8
**Character Count:** 407736
**Document Hash:** 0a8e2d6a86e891e5a616aae0ae435398
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-194286.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0001752724-25-194286

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250820

**DATE AS OF CHANGE**: 20250820

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Capital Group Fixed Income ETF Trust
- **CENTRAL INDEX KEY:** 0001870117

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23738
- **FILM NUMBER:** 251235068

**BUSINESS ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618
- **BUSINESS PHONE:** (213) 486-9200

**MAIL ADDRESS:**
- **STREET 1:** 333 SOUTH HOPE STREET, 55TH FLOOR
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Capital Group Core Plus Income ETF
- **DATE OF NAME CHANGE:** 20210629

## Series and Classes Contracts Data

### Capital Group Short Duration Income ETF (Series ID: S000077687)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000238175 | Share Class  | CGSD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Capital Group Fixed Income ETF Trust

- **b. Investment Company Act file number:** 811-23738

- **c. CIK number of Registrant:** 0001870117

- **d. LEI of Registrant:** 549300E5VFNPOBZRHM30

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

  - **Street Address 1:** 6455 Irvine Center Drive

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

  - **Telephone number:** 949-975-5000

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

- **a. Name of Series:** Capital Group Short Duration Income ETF

- **b. EDGAR series identifier (if any):** S000077687

- **c. LEI of Series:** 549300FEHF1DFHRICD05

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1386629853.90

**Total Liabilities:** $62031173.33

**Net Assets:** $1324598680.57

**Delayed Delivery Securities:** $19920663.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5030.12000000 | **1-Year:** -78654.85000000 | **5-Year:** -93462.75000000 | **10-Year:** -24121.33000000 | **30-Year:** -11359.38000000

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

- **3-Month:** -192.50000000 | **1-Year:** -6386.19000000 | **5-Year:** -8233.43000000 | **10-Year:** -2201.77000000 | **30-Year:** -427.40000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238175 | 0.56%                | 0.18%                | 0.84%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-482663.58              | $1863453.08                                |
| Month 2  | $537025.52               | $-2593081.14                               |
| Month 3  | $90656.03                | $5495433.48                                |

**Designated Index Information**

- **Index Name:** Bloomberg Gov/Credit Index (1-3 yr)

- **Index Identifier:** LGC3TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust 2024-4                                                                   | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1431000 | PA      | $1435847.94   | 0.11%             | 2031-08-12      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                          | Towd Point Mortgage Trust 2017-6                                                                                      | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302737 | PA      | $296815.68    | 0.02%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                            | Verdant Receivables 2025-1 LLC                                                                                        | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3364000 | PA      | $3405253.07   | 0.26%             | 2033-05-12      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VII SRL                          | Global SC Finance VII Srl                                                                                             | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BB        |    759178 | PA      | $708146.53    | 0.05%             | 2041-08-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                                                  | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $3470316.32   | 0.26%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                | DT Auto Owner Trust 2023-1                                                                                            | CUSIP: 23346KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1061068 | PA      | $1064076.72   | 0.08%             | 2028-10-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                | PFS Financing Corp                                                                                                    | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2017317.20   | 0.15%             | 2028-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2024-CNYN                                                                                                    | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1837944 | PA      | $1844101.60   | 0.14%             | 2041-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1921109 | PA      | $1928774.95   | 0.15%             | 2044-09-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5663000 | PA      | $5718519.60   | 0.43%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                                                       | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511422.86    | 0.04%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9369000 | PA      | $9550974.65   | 0.72%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                      | SDR Commercial Mortgage Trust 2024-DSNY                                                                               | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    708000 | PA      | $707994.55    | 0.05%             | 2039-05-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2022-AHP                                                                                 | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483000 | PA      | $482882.20    | 0.04%             | 2039-01-17      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                                                              | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1185434.94   | 0.09%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                     | CPS Auto Receivables Trust 2024-A                                                                                     | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139000 | PA      | $139412.11    | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                                                         | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4556000 | PA      | $4560959.93   | 0.34%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2024-DNA1                                                                               | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |   1407520 | PA      | $1415371.22   | 0.11%             | 2044-02-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                  | Magnetite XXII Ltd                                                                                                    | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |    693000 | PA      | $693651.42    | 0.05%             | 2036-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                               | Steele Creek CLO 2019-2 LTD                                                                                           | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2264563 | PA      | $2264510.62   | 0.17%             | 2032-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2024-NQM4 Trust                                                                                                   | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |   1354225 | PA      | $1364511.34   | 0.10%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2025-GW                                                                                                      | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4016809.20   | 0.30%             | 2042-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2653875.81   | 0.20%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350855.91    | 0.03%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                              | Sycamore Tree CLO 2024-5 Ltd                                                                                          | CUSIP: 87122YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004438.00   | 0.15%             | 2036-04-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                         | GLS Auto Receivables Issuer Trust 2024-2                                                                              | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    746000 | PA      | $760212.49    | 0.06%             | 2030-02-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2023-NQM1 Trust                                                                                                   | CUSIP: 670855AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    448211 | PA      | $448012.83    | 0.03%             | 2062-11-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC              | OnDeck Asset Securitization IV LLC                                                                                    | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    992000 | PA      | $990807.32    | 0.07%             | 2032-04-19      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2024-5YR12                                                                                                      | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166000 | PA      | $173516.03    | 0.01%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                                                            | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1752108.09   | 0.13%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust 2023-1                                                                          | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    412000 | PA      | $414624.36    | 0.03%             | 2028-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                                                         | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014622.08   | 0.15%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                              | The Campbell's Company                                                                                                | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3679000 | PA      | $3732318.35   | 0.28%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust      | Bridgecrest Lending Auto Securitization Trust 2024-2                                                                  | CUSIP: 10805MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1834253 | PA      | $1840917.42   | 0.14%             | 2028-06-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2024-1                                                                         | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124000 | PA      | $125493.33    | 0.01%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                                                           | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1728382.52   | 0.13%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LP                                                                                        | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    502000 | PA      | $482994.33    | 0.04%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| FUTURES USD CITI CASH                              | FUTURES USD CITI COC                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3276000 | NS      | $3276000.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                           | BX Trust 2022-PSB                                                                                                     | CUSIP: 05606DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $140175.00    | 0.01%             | 2039-08-15      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST               | Mercedes-Benz Auto Receivables Trust 2024-1                                                                           | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1508840.40   | 0.11%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                        | Fortress Credit BSL VIII Ltd                                                                                          | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1092365 | PA      | $1091785.37   | 0.08%             | 2032-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PFF4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1204636.87   | 0.09%             | 2026-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                      | DTE Energy Co                                                                                                         | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357022.83    | 0.03%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust                               | STAR 2025-SFR5 Trust                                                                                                  | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $601072.20    | 0.05%             | 2042-02-17      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                       | Atrium Hotel Portfolio Trust 2024-ATRM                                                                                | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2337000 | PA      | $2385825.31   | 0.18%             | 2029-11-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Capital Group Central Cash Fund                    | Capital Group Central Cash Fund                                                                                       | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |    819712 | NS      | $81971169.90  | 6.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avant Credit Card Master Trust                     | Avant Credit Card Master Trust                                                                                        | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4987436.50   | 0.38%             | 2029-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11912459 | PA      | $12112044.16  | 0.91%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    281000 | PA      | $285721.87    | 0.02%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Trust 2022-PSB                                                                                                     | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78173 | PA      | $78246.54     | 0.01%             | 2039-08-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas CLO XII Ltd                                                                                                  | CUSIP: 89641GAN2<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250297.75    | 0.02%             | 2033-04-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                                                      | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278747.35    | 0.02%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust 2024-2                                                                   | CUSIP: 02531BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    923000 | PA      | $927543.01    | 0.07%             | 2027-12-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                           | Microchip Technology Inc                                                                                              | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    193000 | PA      | $195859.12    | 0.01%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                  | State Street Corp                                                                                                     | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1171615.29   | 0.09%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    225000 | PA      | $210542.19    | 0.02%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                                                            | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2398889.60   | 0.18%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                         | LAD Auto Receivables Trust 2024-3                                                                                     | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $412438.02    | 0.03%             | 2030-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                           | Brex Commercial Charge Card Master Trust                                                                              | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    806000 | PA      | $812370.95    | 0.06%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO, Ltd                       | Juniper Valley Park CLO Ltd                                                                                           | CUSIP: 48206KAQ9<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |    797000 | PA      | $798250.49    | 0.06%             | 2036-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                                                                   | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1119000 | PA      | $1166343.75   | 0.09%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                                                                  | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1361000 | PA      | $1363739.82   | 0.10%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2025-5YR14                                                                                                      | CUSIP: 06604MAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1403000 | PA      | $1444553.49   | 0.11%             | 2058-04-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                     | ARES Commercial Mortgage Trust 2024-IND                                                                               | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447000 | PA      | $448367.06    | 0.03%             | 2041-07-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                     | ACHV ABS Trust 2025-1PL                                                                                               | CUSIP: 00112MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4984001.50   | 0.38%             | 2032-04-26      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                                                         | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2911662.30   | 0.22%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                         | LAD Auto Receivables Trust 2024-2                                                                                     | CUSIP: 505920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    507000 | PA      | $516476.34    | 0.04%             | 2029-07-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3666000 | PA      | $3671758.19   | 0.28%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                     | Consumer Portfolio Services Auto Trust 2025-B                                                                         | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2629000 | PA      | $2649556.15   | 0.20%             | 2031-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                           | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2016000 | PA      | $2119715.14   | 0.16%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                                                       | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2725215.95   | 0.21%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                                                                   | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021372.52   | 0.08%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                 | Tricon Residential 2024-SFR3 Trust                                                                                    | CUSIP: 89616YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2242284 | PA      | $2230516.15   | 0.17%             | 2041-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                               | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |   1970180 | PA      | $1979808.19   | 0.15%             | 2044-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                         | ATLX 2024-RPL1 Trust                                                                                                  | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2887172 | PA      | $2792115.36   | 0.21%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust 2024-4                                                                   | CUSIP: 024945AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250327.65    | 0.02%             | 2028-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                                                               | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    575000 | PA      | $581513.24    | 0.04%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust         | Exeter Select Automobile Receivables Trust 2025-1                                                                     | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1286000 | PA      | $1286842.72   | 0.10%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust      | Bridgecrest Lending Auto Securitization Trust 2024-1                                                                  | CUSIP: 107933AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289222 | PA      | $289618.65    | 0.02%             | 2028-01-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                                                                    | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1034835.15   | 0.08%             | 2026-06-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                | M&T Equipment 2024-LEAF1 Notes                                                                                        | CUSIP: 55376YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2289000 | PA      | $2314710.51   | 0.17%             | 2031-08-18      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                              | Arroyo Mortgage Trust 2019-1                                                                                          | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67891 | PA      | $66312.79     | 0.01%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                    | BRAVO Residential Funding Trust 2023-NQM8                                                                             | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675759 | PA      | $1691548.40   | 0.13%             | 2063-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1113000 | PA      | $1119104.36   | 0.08%             | 2027-06-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                    | Allegro CLO X Ltd                                                                                                     | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |   1433026 | PA      | $1433878.70   | 0.11%             | 2032-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2024-8                                                                                     | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |   2287864 | PA      | $2288205.57   | 0.17%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                           | Microchip Technology Inc                                                                                              | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   4051000 | PA      | $4096445.90   | 0.31%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2024-BIO2                                                                                | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3803000 | PA      | $3858094.06   | 0.29%             | 2041-08-13      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                                                      | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3687000 | PA      | $3632215.24   | 0.27%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                         | LAD Auto Receivables Trust 2023-3                                                                                     | CUSIP: 50168BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    721000 | PA      | $732204.27    | 0.06%             | 2028-06-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 3140QTN62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64049 | PA      | $65384.59     | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                           | Willis North America Inc                                                                                              | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1247352.79   | 0.09%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                  | Brown & Brown Inc                                                                                                     | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1918729.80   | 0.14%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                                                          | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238897.19    | 0.02%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                       | Synopsys Inc                                                                                                          | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3182701.88   | 0.24%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                             | Mondelez International Inc                                                                                            | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1599083.04   | 0.12%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust      | Bridgecrest Lending Auto Securitization Trust 2024-1                                                                  | CUSIP: 107933AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251000 | PA      | $251655.54    | 0.02%             | 2028-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                     | ACHV ABS TRUST 2024-2PL                                                                                               | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    913484 | PA      | $916938.62    | 0.07%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust 2024-1                                                                          | CUSIP: 96043RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416000 | PA      | $416824.14    | 0.03%             | 2027-05-17      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                | Citigroup Commercial Mortgage Trust 2023-PRM3                                                                         | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $785199.90    | 0.06%             | 2028-07-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                 | VICI Properties LP                                                                                                    | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   3202000 | PA      | $3228928.53   | 0.24%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                                                        | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2095436.20   | 0.16%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                         | Affirm Asset Securitization Trust 2024-X2                                                                             | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    597090 | PA      | $597441.00    | 0.05%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                                                          | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487843.32    | 0.04%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                                                  | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1351246.53   | 0.10%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                           | SCCU Auto Receivables Trust 2024-1                                                                                    | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1058000 | PA      | $1064482.58   | 0.08%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust 2024-1                                                                   | CUSIP: 02531AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129650 | PA      | $129696.77    | 0.01%             | 2027-11-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust 2024-3                                                                   | CUSIP: 02490BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2092000 | PA      | $2102369.63   | 0.16%             | 2028-08-14      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2017-BNK4                                                                                                        | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    819464 | PA      | $807058.04    | 0.06%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                                                                      | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1633594.97   | 0.12%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR Debt Notes 2015-DNA3                                                                                | CUSIP: 3137G0GW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46216 | PA      | $46752.50     | 0.00%             | 2028-04-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3133WMW73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    783340 | PA      | $806828.43    | 0.06%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2025-NQM3 Trust                                                                                                   | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |   3531563 | PA      | $3553282.14   | 0.27%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                       | Blue Owl Asset Leasing Trust 2024-1 LLC                                                                               | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $192090.87    | 0.01%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2023-1                                                                            | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $244200.67    | 0.02%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    475000 | PA      | $478719.72    | 0.04%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                              | Aon North America Inc                                                                                                 | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4048981.24   | 0.31%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                                                              | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2747759.05   | 0.21%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                         | Flagship Credit Auto Trust 2023-3                                                                                     | CUSIP: 33846BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141000 | PA      | $141332.53    | 0.01%             | 2028-04-17      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                     | CFMT 2024-HB15 LLC                                                                                                    | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $470552.14    | 0.04%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                                                                   | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2587000 | PA      | $2602354.60   | 0.20%             | 2026-10-30      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                         | LAD Auto Receivables Trust 2023-1                                                                                     | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273000 | PA      | $275159.81    | 0.02%             | 2027-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                   | GWT 2024-WLF2                                                                                                         | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1356000 | PA      | $1361347.39   | 0.10%             | 2041-05-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                                                               | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2791672.79   | 0.21%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust   | World Financial Network Credit Card Master Note Trust 2024-B                                                          | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3374000 | PA      | $3401136.41   | 0.26%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                            | Arthur J Gallagher & Co                                                                                               | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $3971068.16   | 0.30%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2022-6                                                                            | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160591 | PA      | $161372.30    | 0.01%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                      | SDR Commercial Mortgage Trust 2024-DSNY                                                                               | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486000 | PA      | $484350.22    | 0.04%             | 2039-05-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                     | Cascade Funding Mortgage Trust 2024-RM5                                                                               | CUSIP: 147275AA9<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-MBS          | CORP              | US        |   3150218 | PA      | $3083661.78   | 0.23%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                              | SBNA Auto Lease Trust 2024-C                                                                                          | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    878000 | PA      | $880027.65    | 0.07%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust 2025-2                                                                   | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1759000 | PA      | $1772929.70   | 0.13%             | 2031-03-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                         | LAD Auto Receivables Trust 2024-1                                                                                     | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444000 | PA      | $451998.22    | 0.03%             | 2029-06-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2018-3 Ltd                                                                                                   | CUSIP: 92917KAU8<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |    870000 | PA      | $872154.99    | 0.07%             | 2031-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                                                               | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    900000 | PA      | $919629.76    | 0.07%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MBT5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2920000 | PA      | $2934826.01   | 0.22%             | 2027-06-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                 | THL Credit Wind River 2015-1 CLO Ltd                                                                                  | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-CBDO         | CORP              | KY        |    220382 | PA      | $220386.55    | 0.02%             | 2030-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust      | Bridgecrest Lending Auto Securitization Trust 2024-1                                                                  | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $372478.85    | 0.03%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust 2025-2                                                                   | CUSIP: 024938AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1042000 | PA      | $1045399.94   | 0.08%             | 2029-05-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362728.07    | 0.03%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2024-NQM10 Trust                                                                                                  | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   2521983 | PA      | $2545370.99   | 0.19%             | 2064-05-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                         | PacifiCorp                                                                                                            | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    405000 | PA      | $413089.30    | 0.03%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas Clo IX Ltd                                                                                                   | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |   1052961 | PA      | $1053180.90   | 0.08%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                    | Prestige Auto Receivables Trust 2024-1                                                                                | CUSIP: 74113QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353000 | PA      | $354083.64    | 0.03%             | 2028-05-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4101000 | PA      | $4120373.78   | 0.31%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                       | CaixaBank SA                                                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    290000 | PA      | $300003.19    | 0.02%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                          | Dllad 2024-1 LLC                                                                                                      | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    491000 | PA      | $501207.89    | 0.04%             | 2029-07-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2150000 | PA      | $2181041.89   | 0.16%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                               | Waste Management Inc                                                                                                  | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1521451.50   | 0.11%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust 2015-UBS8                                                                              | CUSIP: 61691ABN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $540839.64    | 0.04%             | 2048-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1543000 | PA      | $1615877.70   | 0.12%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 3140YXZG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163669 | PA      | $166459.04    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                                                      | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    178000 | PA      | $182288.81    | 0.01%             | 2030-03-14      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    995000 | PA      | $1021222.83   | 0.08%             | 2044-01-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3142GRQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1497683 | PA      | $1524216.36   | 0.12%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                     | Crockett Partners Equipment Co IIA LLC                                                                                | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2189167 | PA      | $2214109.05   | 0.17%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    624365 | PA      | $624405.93    | 0.05%             | 2044-02-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                                                         | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2175093.06   | 0.16%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group PLC                                                                                                     | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2890000 | PA      | $2942796.28   | 0.22%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                       | Navient Education Loan Trust 2025-A                                                                                   | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1587000 | PA      | $1597163.15   | 0.12%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust   | World Financial Network Credit Card Master Trust                                                                      | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2157000 | PA      | $2204763.31   | 0.17%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 3140A1FR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28733 | PA      | $29231.97     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                  | Jamestown CLO XII Ltd                                                                                                 | CUSIP: 47047JAJ3<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |   1299602 | PA      | $1300432.95   | 0.10%             | 2032-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                                                               | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2380963.81   | 0.18%             | 2027-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2023-4                                                                                     | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |    746927 | PA      | $748089.04    | 0.06%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                         | GLS Auto Receivables Issuer Trust 2025-1                                                                              | CUSIP: 36271KAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3054133.80   | 0.23%             | 2030-11-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3820000 | PA      | $3835785.20   | 0.29%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                | Reach ABS Trust 2024-2                                                                                                | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705657 | PA      | $707507.37    | 0.05%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2023-1                                                                            | CUSIP: 30168BAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    511564 | PA      | $512915.65    | 0.04%             | 2028-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                       | CaixaBank SA                                                                                                          | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    125000 | PA      | $129951.98    | 0.01%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                | Fifth Third Bancorp                                                                                                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    184000 | PA      | $186100.04    | 0.01%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                       | Drive Auto Receivables Trust 2024-1                                                                                   | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    407000 | PA      | $408684.90    | 0.03%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2025-A                                                                               | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1246917 | PA      | $1262668.32   | 0.10%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                  | Brown & Brown Inc                                                                                                     | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2613081.04   | 0.20%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4656750.59   | 0.35%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust              | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MBV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    995000 | PA      | $997148.01    | 0.08%             | 2031-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                            | Arthur J Gallagher & Co                                                                                               | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1218355.04   | 0.09%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                                                              | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6617000 | PA      | $6485434.06   | 0.49%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                           | CenterPoint Energy Houston Electric LLC                                                                               | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257842.10    | 0.02%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                                                         | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189564.97    | 0.01%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                                                       | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    461000 | PA      | $474096.33    | 0.04%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities          | Multifamily Connecticut Avenue Securities Trust 2023-01                                                               | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |    204571 | PA      | $212454.57    | 0.02%             | 2053-11-25      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                 | Tricon Residential 2024-SFR2 Trust                                                                                    | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1371343 | PA      | $1375765.74   | 0.10%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1047342 | PA      | $1074872.06   | 0.08%             | 2042-12-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX 2025-BIO3 Mortgage Trust                                                                                           | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3361000 | PA      | $3454939.28   | 0.26%             | 2042-02-10      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                                                          | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996563.49    | 0.08%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                               | Lockheed Martin Corp                                                                                                  | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    515000 | PA      | $515170.82    | 0.04%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2348089 | PA      | $2388034.76   | 0.18%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                             | GE HealthCare Technologies Inc                                                                                        | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    159000 | PA      | $161376.57    | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust              | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2591000 | PA      | $2592564.70   | 0.20%             | 2031-09-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                           | Constellation Brands Inc                                                                                              | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2488059.72   | 0.19%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3133CNCP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    490200 | PA      | $492265.05    | 0.04%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                           | National Australia Bank Ltd/New York                                                                                  | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1050000 | PA      | $1061644.73   | 0.08%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    304879 | PA      | $306686.32    | 0.02%             | 2043-07-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                        | Daimler Trucks Retail Trust 2024-1                                                                                    | CUSIP: 233874AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1452000 | PA      | $1485261.54   | 0.11%             | 2031-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust            | Securitized Term Auto Receivables Trust                                                                               | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    331366 | PA      | $333911.07    | 0.03%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                                                               | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285964.31    | 0.02%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                       | Stryker Corp                                                                                                          | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2635923.16   | 0.20%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                 | Conagra Brands Inc                                                                                                    | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2418000 | PA      | $2415673.11   | 0.18%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                     | CPS Auto Receivables Trust 2023-A                                                                                     | CUSIP: 12664LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    694063 | PA      | $694858.82    | 0.05%             | 2029-04-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 3140YXQV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56787 | PA      | $57821.70     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2024-4                                                                         | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $906721.92    | 0.07%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2017-BNK4                                                                                                        | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1127000 | PA      | $1109673.16   | 0.08%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2025-5YR14                                                                                                      | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227000 | PA      | $1282907.89   | 0.10%             | 2058-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                           | New York Life Global Funding                                                                                          | CUSIP: 64952WFK4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    814000 | PA      | $823584.13    | 0.06%             | 2029-12-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2024-5YR8                                                                                                       | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $449018.56    | 0.03%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                              | Becton Dickinson & Co                                                                                                 | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101442.61    | 0.01%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                               | Edison International                                                                                                  | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544611.70    | 0.04%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                                                              | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4365000 | PA      | $4432097.91   | 0.33%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables 2024-A Owner Trust                                                                            | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    659000 | PA      | $668646.44    | 0.05%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities          | Multifamily Connecticut Avenue Securities Trust 2024-01                                                               | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |    533764 | PA      | $538666.24    | 0.04%             | 2054-07-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1515090.55   | 0.11%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                  | GreatAmerica Leasing Receivables Funding LLC                                                                          | CUSIP: 39154GAJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   1805000 | PA      | $1811107.40   | 0.14%             | 2029-04-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                                                                   | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    451000 | PA      | $456642.16    | 0.03%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GT Loan Financing Ltd                              | GT Loan Financing I Ltd 2013-1                                                                                        | CUSIP: 36248MAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     33107 | PA      | $33110.75     | 0.00%             | 2031-07-28      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                           | National Australia Bank Ltd/New York                                                                                  | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   2300000 | PA      | $2344336.34   | 0.18%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                        | CUSIP: 95003UAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358000 | PA      | $375306.62    | 0.03%             | 2057-11-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                     | Enterprise Fleet Financing 2024-1 LLC                                                                                 | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $387437.21    | 0.03%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                      | DTE Energy Co                                                                                                         | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455384.70    | 0.03%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                     | CPS Auto Receivables Trust 2024-A                                                                                     | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118000 | PA      | $119039.38    | 0.01%             | 2030-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                              | PK Alift Loan Funding 3 LP                                                                                            | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    651079 | PA      | $660042.85    | 0.05%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                | Citigroup Commercial Mortgage Trust 2016-GC36                                                                         | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $987424.70    | 0.07%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2024-HYB2 Trust                                                                                                   | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2157392 | PA      | $2155043.71   | 0.16%             | 2053-04-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                     | VStrong Auto Receivables Trust 2024-A                                                                                 | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217000 | PA      | $218252.20    | 0.02%             | 2028-12-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                                                         | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2427756.07   | 0.18%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 3140W0P74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3368595 | PA      | $3371070.11   | 0.25%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust            | Securitized Term Auto Receivables Trust                                                                               | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   1059245 | PA      | $1066681.40   | 0.08%             | 2031-07-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                             | Daimler Truck Finance North America LLC                                                                               | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    214000 | PA      | $218177.61    | 0.02%             | 2029-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                         | WSTN Trust 2023-MAUI                                                                                                  | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101421.04    | 0.01%             | 2037-07-05      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                     | CPS Auto Receivables Trust 2023-C                                                                                     | CUSIP: 223928AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480451 | PA      | $481114.08    | 0.04%             | 2027-06-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2023-3                                                                            | CUSIP: 301989AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44981 | PA      | $45025.14     | 0.00%             | 2027-09-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                              | Global SC Finance VII Srl                                                                                             | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |    326498 | PA      | $311831.92    | 0.02%             | 2040-11-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                         | Affirm Asset Securitization Trust 2023-B                                                                              | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457000 | PA      | $458672.99    | 0.03%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                     | Air Lease Corp                                                                                                        | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1062224.28   | 0.08%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                        | Citibank NA                                                                                                           | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3017577.33   | 0.23%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2021-VOLT                                                                                | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183212 | PA      | $182542.61    | 0.01%             | 2036-09-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1690355.62   | 0.13%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust 2024-1                                                                          | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703000 | PA      | $717653.61    | 0.05%             | 2029-10-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust            | SG Commercial Mortgage Securities Trust 2016-C5                                                                       | CUSIP: 78419CAC8<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    747266 | PA      | $735778.93    | 0.06%             | 2048-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| MARS INC                                           | Mars Inc                                                                                                              | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1925771.35   | 0.15%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                 | Hawaii Hotel Trust 2025-MAUI                                                                                          | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2419000 | PA      | $2423692.62   | 0.18%             | 2042-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                       | Parallel 2023-1 Ltd                                                                                                   | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000000.00   | 0.23%             | 2036-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                             | Daimler Truck Finance North America LLC                                                                               | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716607.48    | 0.05%             | 2030-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                 | Tricon Residential 2023-SFR2 Trust                                                                                    | CUSIP: 895978AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347410 | PA      | $348951.42    | 0.03%             | 2040-12-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2023-4                                                                            | CUSIP: 30166TAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214432 | PA      | $214770.57    | 0.02%             | 2027-10-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                                                                    | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1625000 | PA      | $1642792.19   | 0.12%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                        | Evergreen Credit Card Trust                                                                                           | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    574000 | PA      | $578906.21    | 0.04%             | 2029-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                       | Drive Auto Receivables Trust 2024-1                                                                                   | CUSIP: 26208WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    512613 | PA      | $513238.58    | 0.04%             | 2028-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                               | COPT Defense Properties LP                                                                                            | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   2492000 | PA      | $2445134.68   | 0.18%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                   | First National Master Note Trust                                                                                      | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    592000 | PA      | $595053.12    | 0.04%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                          | CIM Trust 2018-R3                                                                                                     | CUSIP: 12553WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17963 | PA      | $17906.46     | 0.00%             | 2057-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                     | Synchrony Bank                                                                                                        | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1334000 | PA      | $1333772.75   | 0.10%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS 2018-TALL Mortgage Trust                                                                                        | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241000 | PA      | $228216.44    | 0.02%             | 2037-03-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $2029837.00   | 0.15%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3172068.79   | 0.24%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                             | John Deere Owner Trust 2024                                                                                           | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    923000 | PA      | $931971.38    | 0.07%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                          | Dllad 2024-1 LLC                                                                                                      | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715233 | PA      | $718632.17    | 0.05%             | 2027-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                                                                 | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132260.29    | 0.01%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 3140A6UE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962070 | PA      | $979058.41    | 0.07%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3133CWLN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157353 | PA      | $160127.14    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                               | Birch Grove CLO 6 Ltd                                                                                                 | CUSIP: 09077FAA3<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |    494000 | PA      | $494000.00    | 0.04%             | 2035-07-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                                                  | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6684000 | PA      | $6762360.74   | 0.51%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                                                               | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1404000 | PA      | $1456819.67   | 0.11%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                      | J M Smucker Co/The                                                                                                    | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    289000 | PA      | $303816.82    | 0.02%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                         | GLS Auto Receivables Issuer Trust 2024-2                                                                              | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    537000 | PA      | $542389.44    | 0.04%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2024-5C8 Mortgage Trust                                                                                           | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $467492.94    | 0.04%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                       | DC Commercial Mortgage Trust 2023-DC                                                                                  | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2490000 | PA      | $2599998.99   | 0.20%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST               | Mercedes-Benz Auto Receivables Trust 2024-1                                                                           | CUSIP: 587918AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    857000 | PA      | $871003.72    | 0.07%             | 2031-07-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                         | GLS Auto Receivables Issuer Trust 2025-2                                                                              | CUSIP: 37989BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2652000 | PA      | $2676961.68   | 0.20%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $719569.97    | 0.05%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3808060 | PA      | $3810857.65   | 0.29%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Static Ltd                  | Golub Capital Partners Static 2024-1 Ltd                                                                              | CUSIP: 381929AC2<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |   1496000 | PA      | $1496074.80   | 0.11%             | 2033-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                                                         | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    293000 | PA      | $298340.86    | 0.02%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                | PFS Financing Corp                                                                                                    | CUSIP: 69335PFP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2969000 | PA      | $2995091.87   | 0.23%             | 2029-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                     | PEAC Solutions Receivables 2024-2 LLC                                                                                 | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    722456 | PA      | $722791.84    | 0.05%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                                                                 | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    149000 | PA      | $153496.31    | 0.01%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                     | PEAC Solutions Receivables 2025-1 LLC                                                                                 | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1326000 | PA      | $1331409.28   | 0.10%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                            | NYMT Loan Trust 2024-CP1                                                                                              | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540589 | PA      | $500742.49    | 0.04%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                               | Verizon Master Trust                                                                                                  | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    652000 | PA      | $665332.36    | 0.05%             | 2031-12-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MDC0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1610000 | PA      | $1620832.48   | 0.12%             | 2029-12-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN             | FS Commercial Mortgage Trust 2023-4SZN                                                                                | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    808000 | PA      | $828046.64    | 0.06%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                      | Boeing Co/The                                                                                                         | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2543219.74   | 0.19%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                       | Ford Credit Auto Lease Trust 2024-A                                                                                   | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    806000 | PA      | $807741.28    | 0.06%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                                                            | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    213000 | PA      | $220377.27    | 0.02%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2016-C33                                                                        | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    541000 | PA      | $534903.04    | 0.04%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14515686 | PA      | $14759607.61  | 1.11%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2024-KING                                                                                | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655372 | PA      | $656254.56    | 0.05%             | 2034-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2018-B3 Mortgage Trust                                                                                      | CUSIP: 08161BBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $765283.28    | 0.06%             | 2051-04-10      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                        | Extended Stay America Trust 2021-ESH                                                                                  | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428864 | PA      | $429241.70    | 0.03%             | 2038-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                         | Affirm Asset Securitization Trust 2024-X1                                                                             | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89963 | PA      | $90039.65     | 0.01%             | 2029-05-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                         | GLS Auto Receivables Issuer Trust 2024-1                                                                              | CUSIP: 36269HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1303000 | PA      | $1319578.20   | 0.10%             | 2029-12-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Static Ltd                  | Golub Capital Partners Static 2024-1 Ltd                                                                              | CUSIP: 381929AN8<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501125.00   | 0.11%             | 2035-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2019-BNK18                                                                                                       | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413963 | PA      | $393133.33    | 0.03%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                     | CFMT 2024-HB15 LLC                                                                                                    | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    691525 | PA      | $685579.70    | 0.05%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCS6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    349000 | PA      | $357101.69    | 0.03%             | 2029-01-25      | Fixed         | 9.22%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust            | Hyundai Auto Lease Securitization Trust 2024-A                                                                        | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    960000 | PA      | $962791.49    | 0.07%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3187000 | PA      | $3186818.12   | 0.24%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                     | CPS Auto Receivables Trust 2024-B                                                                                     | CUSIP: 12627SAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2039594.20   | 0.15%             | 2030-07-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2023-C                                                                               | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200219 | PA      | $202369.35    | 0.02%             | 2052-11-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                     | CFMT 2024-R1 LLC                                                                                                      | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2011482 | PA      | $1975807.56   | 0.15%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2024-3                                                                                     | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |   3397196 | PA      | $3436900.17   | 0.26%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                                                       | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1039040.70   | 0.08%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                     | ELM Trust 2024-ELM                                                                                                    | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1928000 | PA      | $1944083.76   | 0.15%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 2YR NOTE (CBT) SEP25                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2592 | NC      | $2164699.49   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ELM Trust 2024                                     | ELM Trust 2024-ELM                                                                                                    | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |   1752000 | PA      | $1771724.37   | 0.13%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1256725.15   | 0.09%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                 | Subway Funding LLC                                                                                                    | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2173080 | PA      | $2165402.95   | 0.16%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 2024-1                                                             | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    624000 | PA      | $631751.02    | 0.05%             | 2029-06-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                           | Public Service Enterprise Group Inc                                                                                   | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    475000 | PA      | $410478.42    | 0.03%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                   | Georgia Power Co                                                                                                      | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405635.11    | 0.03%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust 2024-4                                                                   | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187000 | PA      | $187545.85    | 0.01%             | 2031-08-12      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  44928500 | PA      | $45683541.05  | 3.45%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD                             | Thompson Park CLO Ltd                                                                                                 | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3229000 | PA      | $3225309.25   | 0.24%             | 2034-04-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding L Ltd                                                                                            | CUSIP: 55821FAA5<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300396.30    | 0.02%             | 2034-04-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                       | Triton Container Finance VIII LLC                                                                                     | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    894375 | PA      | $831998.43    | 0.06%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2024-NQM17 Trust                                                                                                  | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |   2489146 | PA      | $2497890.31   | 0.19%             | 2064-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                                                               | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    979000 | PA      | $986256.92    | 0.07%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                       | Blue Owl Asset Leasing Trust 2024-1 LLC                                                                               | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139000 | PA      | $141238.54    | 0.01%             | 2031-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                                                  | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    222000 | PA      | $207836.47    | 0.02%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                           | Wisconsin Public Service Corp                                                                                         | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1114429.17   | 0.08%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                               | Verizon Master Trust Series 2024-5                                                                                    | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $642007.31    | 0.05%             | 2032-06-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                    | BRAVO Residential Funding Trust 2020-RPL1                                                                             | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50449 | PA      | $49380.10     | 0.00%             | 2059-05-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2023-5                                                                                     | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-MBS          | CORP              | US        |    509411 | PA      | $512770.79    | 0.04%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                                                               | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    413000 | PA      | $409420.12    | 0.03%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                              | Northrop Grumman Corp                                                                                                 | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513616.40   | 0.11%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MDF3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2027936.00   | 0.15%             | 2031-12-26      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                                                  | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    278000 | PA      | $275118.64    | 0.02%             | 2026-10-24      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC                              | TAL Advantage VII LLC                                                                                                 | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    786962 | PA      | $741627.32    | 0.06%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                      | Ballyrock CLO 2019-2 Ltd                                                                                              | CUSIP: 05875MAX0<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253152.50   | 0.09%             | 2036-02-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                                                             | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    885000 | PA      | $885135.34    | 0.07%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                   | NMEF Funding 2025-A LLC                                                                                               | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2253000 | PA      | $2255201.18   | 0.17%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                    | CSAIL 2017-CX10 Commercial Mortgage Trust                                                                             | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68000 | PA      | $66370.47     | 0.01%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                                                  | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100277.08    | 0.01%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    610000 | PA      | $612013.88    | 0.05%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust        | AASET MT-1 Ltd                                                                                                        | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2763000 | PA      | $2796537.29   | 0.21%             | 2050-02-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust           | Ford Credit Floorplan Master Owner Trust A                                                                            | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2077000 | PA      | $2102664.24   | 0.16%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 3140A6VM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    860123 | PA      | $860987.40    | 0.06%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                                                        | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1617863.34   | 0.12%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2024-1                                                                            | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    514000 | PA      | $515151.41    | 0.04%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2023-5C1 Mortgage Trust                                                                                           | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89000 | PA      | $93567.71     | 0.01%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                               | Edison International                                                                                                  | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1193332.34   | 0.09%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                 | TIF Funding II LLC                                                                                                    | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    902417 | PA      | $812137.19    | 0.06%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust 2024-2                                                                   | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1820000 | PA      | $1864597.64   | 0.14%             | 2030-04-12      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                                                        | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5831000 | PA      | $5962753.14   | 0.45%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2919000 | PA      | $2976675.65   | 0.22%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                            | Pfizer Investment Enterprises Pte Ltd                                                                                 | CUSIP: 716973AB8<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $2002601.80   | 0.15%             | 2026-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2024-NQM11 Trust                                                                                                  | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |   3902082 | PA      | $3925968.09   | 0.30%             | 2064-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                     | CFMT 2024-NR1 LLC                                                                                                     | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3882618 | PA      | $3903795.76   | 0.29%             | 2029-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                      | BLP Commercial Mortgage Trust 2024-IND2                                                                               | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992473 | PA      | $994808.52    | 0.08%             | 2041-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                     | Finance of America HECM Buyout 2024-HB1                                                                               | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2340090 | PA      | $2325648.98   | 0.18%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2024-5YR11                                                                                                      | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2142039 | PA      | $2245947.17   | 0.17%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                                                           | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $487853.50    | 0.04%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2024-4                                                                            | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1210000 | PA      | $1217857.50   | 0.09%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3142GSYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    513597 | PA      | $522637.19    | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust     | Finance of America Structured Securities Trust Series 2025-PC1                                                        | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-MBS          | CORP              | US        |   2194562 | PA      | $2113822.60   | 0.16%             | 2075-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                | Fifth Third Bank NA                                                                                                   | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   4332000 | PA      | $4365048.44   | 0.33%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2024-NQM5 Trust                                                                                                   | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    957449 | PA      | $964470.03    | 0.07%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO, Ltd                        | Valley Stream Park CLO LTD                                                                                            | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $999967.00    | 0.08%             | 2037-01-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2024-V9 Mortgage Trust                                                                                      | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $52048.00     | 0.00%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2024-1                                                                            | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    574000 | PA      | $585424.78    | 0.04%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2021-ACNT                                                                                | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428649 | PA      | $428655.70    | 0.03%             | 2038-11-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                                                       | CUSIP: 718172CY3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1612822.03   | 0.12%             | 2026-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                        | PNC Bank NA                                                                                                           | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1721098.43   | 0.13%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                     | ACHV ABS Trust 2025-1PL                                                                                               | CUSIP: 00112MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4110841 | PA      | $4104228.17   | 0.31%             | 2032-04-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 31418E4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    768478 | PA      | $781532.38    | 0.06%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    856010 | PA      | $871077.25    | 0.07%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                        | Evergreen Credit Card Trust                                                                                           | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    230000 | PA      | $232251.19    | 0.02%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                          | Towd Point Mortgage Trust 2019-1                                                                                      | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    409207 | PA      | $398567.89    | 0.03%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                         | LAD Auto Receivables Trust 2024-3                                                                                     | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148000 | PA      | $148770.30    | 0.01%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 3140A8U34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    916775 | PA      | $917684.09    | 0.07%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 3140ACBP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459696 | PA      | $461466.96    | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                  | Battalion CLO XII Ltd                                                                                                 | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |   1639721 | PA      | $1636924.09   | 0.12%             | 2031-05-17      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                        | Citibank NA                                                                                                           | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1520696.75   | 0.11%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                         | LAD Auto Receivables Trust 2023-3                                                                                     | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608000 | PA      | $623643.78    | 0.05%             | 2028-12-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24500000 | PA      | $24898837.71  | 1.88%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $276280.18    | 0.02%             | 2044-09-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                       | CD 2017-CD6 Mortgage Trust                                                                                            | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $364788.49    | 0.03%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3133CJYW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31483 | PA      | $32071.44     | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2024-V9 Mortgage Trust                                                                                      | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    844567 | PA      | $873971.02    | 0.07%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                             | Diageo Investment Corp                                                                                                | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1332515.80   | 0.10%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                                                              | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6427000 | PA      | $6547854.14   | 0.49%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                              | Aon North America Inc                                                                                                 | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1598123.58   | 0.12%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                         | Progress Residential 2024-SFR1 Trust                                                                                  | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1143041 | PA      | $1095495.09   | 0.08%             | 2041-02-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 3140AB4L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30873 | PA      | $30895.86     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capteris Equipment Finance                         | Capteris Equipment Finance 2024-1 LLC                                                                                 | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2666215 | PA      | $2703865.38   | 0.20%             | 2032-07-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                                                       | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1984584.48   | 0.15%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1103785.51   | 0.08%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2024-9                                                                                     | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   2019099 | PA      | $2023671.25   | 0.15%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4505000 | PA      | $4632420.05   | 0.35%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                         | AMSR 2021-SFR3 Trust                                                                                                  | CUSIP: 00180UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2476703 | PA      | $2379957.04   | 0.18%             | 2038-10-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1027540.31   | 0.08%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                            | SCF Equipment Trust 2016-1 LLC                                                                                        | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3567000 | PA      | $3643926.64   | 0.28%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    814029 | PA      | $814104.51    | 0.06%             | 2044-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                                                        | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1948210.52   | 0.15%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                                                             | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5731000 | PA      | $5546163.10   | 0.42%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                                                          | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1396190.53   | 0.11%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                 | Hawaii Hotel Trust 2025-MAUI                                                                                          | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1358000 | PA      | $1358097.78   | 0.10%             | 2042-03-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                | TMCL VII Holdings Ltd                                                                                                 | CUSIP: 87257FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   1007000 | PA      | $1006841.40   | 0.08%             | 2050-07-23      | Fixed         | 8.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1672000 | PA      | $1689309.76   | 0.13%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                                                         | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3649000 | PA      | $3740318.67   | 0.28%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                                                                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1840165.54   | 0.14%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2024-5C31                                                                                        | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    574000 | PA      | $594081.39    | 0.04%             | 2057-12-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                       | Drive Auto Receivables Trust 2024-2                                                                                   | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1092124.19   | 0.08%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2025-V14 Mortgage Trust                                                                                     | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1105000 | PA      | $1157372.69   | 0.09%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust               | Porsche Innovative Lease Owner Trust 2024-1                                                                           | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1833000 | PA      | $1839205.99   | 0.14%             | 2027-11-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    333000 | PA      | $337753.77    | 0.03%             | 2044-05-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | BNP Paribas SA                                                                                                        | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $308135.60    | 0.02%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                | Consumers Energy Co                                                                                                   | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    564000 | PA      | $572556.83    | 0.04%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                     | Wheels Fleet Lease Funding 1 LLC                                                                                      | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   2153502 | PA      | $2166391.71   | 0.16%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3133WCWB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    702648 | PA      | $716700.32    | 0.05%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                                                                     | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1190034.09   | 0.09%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                | Citigroup Commercial Mortgage Trust 2016-GC37                                                                         | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $267400.28    | 0.02%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust 2024-3                                                                   | CUSIP: 02490BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194179 | PA      | $194561.80    | 0.01%             | 2027-11-12      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust      | BHG Securitization Trust 2021-A                                                                                       | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210810 | PA      | $207212.73    | 0.02%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                              | INTOWN 2025-STAY Mortgage Trust                                                                                       | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2995000 | PA      | $2986326.18   | 0.23%             | 2042-03-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                  | Imperial Fund Mortgage Trust 2023-NQM1                                                                                | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1375816 | PA      | $1375555.25   | 0.10%             | 2068-02-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC              | OnDeck Asset Securitization Trust IV LLC                                                                              | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020000 | PA      | $1032633.11   | 0.08%             | 2031-06-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    303351 | PA      | $306375.14    | 0.02%             | 2043-06-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                          | Towd Point Mortgage Trust 2018-1                                                                                      | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192388 | PA      | $189957.90    | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                        | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $41928.86     | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                                                               | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    938000 | PA      | $955432.60    | 0.07%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                     | PEAC Solutions Receivables 2024-2 LLC                                                                                 | CUSIP: 69392BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    764000 | PA      | $767856.82    | 0.06%             | 2031-10-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                     | SWCH Commercial Mortgage Trust 2025-DATA                                                                              | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4783000 | PA      | $4755514.49   | 0.36%             | 2042-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                              | Arroyo Mortgage Trust 2022-1                                                                                          | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272442 | PA      | $261964.63    | 0.02%             | 2056-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                     | CPS Auto Receivables Trust 2024-A                                                                                     | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102065.34    | 0.01%             | 2030-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SMRT                                               | SMRT 2022-MINI                                                                                                        | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498354.95    | 0.04%             | 2039-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2023-5YR1                                                                                                       | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133000 | PA      | $138342.78    | 0.01%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3142GR4K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198448 | PA      | $207342.47    | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                      | Synchrony Card Funding LLC                                                                                            | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2835000 | PA      | $2878601.73   | 0.22%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2022-7                                                                         | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22574 | PA      | $22642.22     | 0.00%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2018-3 Ltd                                                                                                   | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |   1142217 | PA      | $1142445.11   | 0.09%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2024-NQM13 Trust                                                                                                  | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-MBS          | CORP              | US        |   1966639 | PA      | $1960438.17   | 0.15%             | 2064-06-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                   | COLT 2023-3 Mortgage Loan Trust                                                                                       | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |    884366 | PA      | $898099.58    | 0.07%             | 2068-09-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                    | Xcel Energy Inc                                                                                                       | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2825723.00   | 0.21%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1743233.62   | 0.13%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    627000 | PA      | $634769.03    | 0.05%             | 2029-08-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252967.35    | 0.02%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                         | Progress Residential Trust                                                                                            | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1956962 | PA      | $1907758.02   | 0.14%             | 2038-07-17      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                        | Merchants Fleet Funding LLC                                                                                           | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   2101753 | PA      | $2115968.69   | 0.16%             | 2037-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                     | BOCA Commercial Mortgage Trust 2024-BOCA                                                                              | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4016819.20   | 0.30%             | 2041-08-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust            | United Auto Credit Securitization Trust 2024-1                                                                        | CUSIP: 90945DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1077886 | PA      | $1080288.37   | 0.08%             | 2027-06-10      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3142GQ5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116457 | PA      | $120692.19    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                                                                  | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1510000 | PA      | $1541639.42   | 0.12%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                           | Constellation Brands Inc                                                                                              | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    248000 | PA      | $250127.91    | 0.02%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                | Charles Schwab Corp/The                                                                                               | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406810.44    | 0.03%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BCGBEZXR4 IRS USD R V 00MSOFR BCGBEZXR4_FLO CCPOIS / Short: BCGBEZXR4 IRS USD P F  3.16650 BCGBEZXR4_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  56900000 | OU      | $2146279.38   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                                                      | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1429984.43   | 0.11%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                                                               | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012374.39   | 0.08%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3183000 | PA      | $3162104.59   | 0.24%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1729000 | PA      | $1715804.86   | 0.13%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                                                                  | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1269129.51   | 0.10%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                                                       | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1586000 | PA      | $1632604.97   | 0.12%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                | Nestle Holdings Inc                                                                                                   | CUSIP: 641062BA1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214795.67    | 0.02%             | 2025-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                                                                    | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    973000 | PA      | $997112.60    | 0.08%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                | Textainer Marine Containers VII Ltd                                                                                   | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    754600 | PA      | $694798.68    | 0.05%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                      | HTL Commercial Mortgage Trust 2024-T53                                                                                | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591000 | PA      | $597461.99    | 0.05%             | 2039-05-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                             | ConocoPhillips Co                                                                                                     | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1622962.61   | 0.12%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2024-2                                                                                     | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |   1180118 | PA      | $1189120.38   | 0.09%             | 2069-02-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4821000 | PA      | $4821000.00   | 0.36%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust 2024-1                                                                          | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    523000 | PA      | $528625.60    | 0.04%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                     | Westlake Flooring Master Trust                                                                                        | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536000 | PA      | $538168.87    | 0.04%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                                                  | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2079754.97   | 0.16%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                                                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   8003000 | PA      | $7879221.76   | 0.59%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                            | Teva Pharmaceutical Finance Netherlands III BV                                                                        | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   4247000 | PA      | $4167161.50   | 0.31%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                    | BAE Systems PLC                                                                                                       | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    648000 | PA      | $664426.18    | 0.05%             | 2029-03-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                           | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    328000 | PA      | $339889.60    | 0.03%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                                                                 | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    592000 | PA      | $601173.52    | 0.05%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                  | Imperial Fund Mortgage Trust 2022-NQM7                                                                                | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442964 | PA      | $444412.68    | 0.03%             | 2067-11-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                     | Carvana Auto Receivables Trust 2023-P3                                                                                | CUSIP: 14688GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170615 | PA      | $171821.78    | 0.01%             | 2028-08-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                          | Towd Point Mortgage Trust 2019-2                                                                                      | CUSIP: 89177JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425587 | PA      | $412668.96    | 0.03%             | 2058-12-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                                                                 | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7326000 | PA      | $7425874.19   | 0.56%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust            | United Auto Credit Securitization Trust 2024-1                                                                        | CUSIP: 90945DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1510882.80   | 0.11%             | 2029-10-10      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1848074 | PA      | $1846343.18   | 0.14%             | 2045-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| STAR 2024-SFR4 Trust                               | STAR 2024-SFR4 Trust                                                                                                  | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1648494 | PA      | $1659397.20   | 0.13%             | 2041-10-17      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    289000 | PA      | $293503.20    | 0.02%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                             | American International Group Inc                                                                                      | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    434000 | PA      | $441122.58    | 0.03%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                     | Mercedes-Benz Auto Lease Trust 2024-A                                                                                 | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2385000 | PA      | $2415003.30   | 0.18%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                         | Progress Residential 2024-SFR3 Trust                                                                                  | CUSIP: 74331VAA4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2246619 | PA      | $2120564.57   | 0.16%             | 2041-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                       | CaixaBank SA                                                                                                          | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1649000 | PA      | $1656156.86   | 0.13%             | 2031-07-03      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2018-B2 Mortgage Trust                                                                                      | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304956 | PA      | $299210.20    | 0.02%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6625000 | PA      | $6771109.34   | 0.51%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501720.45    | 0.04%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities          | Multifamily Connecticut Avenue Securities Trust 2025-01                                                               | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1081926 | PA      | $1085183.78   | 0.08%             | 2055-05-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 3140AAF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    889272 | PA      | $905284.69    | 0.07%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1784000 | PA      | $1783220.39   | 0.13%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    510183 | PA      | $518782.80    | 0.04%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                              | The Campbell's Company                                                                                                | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261205.48    | 0.02%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                   | NMEF Funding 2024-A LLC                                                                                               | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2114953 | PA      | $2125304.23   | 0.16%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332965.35    | 0.03%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1449000 | PA      | $1472893.43   | 0.11%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2025-3                                                                                     | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   1814743 | PA      | $1825393.40   | 0.14%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 2024-1                                                             | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    441000 | PA      | $443345.59    | 0.03%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2024-5C3 Mortgage Trust                                                                                           | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561000 | PA      | $582954.29    | 0.04%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    900000 | PA      | $911317.93    | 0.07%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                            | Imperial Brands Finance PLC                                                                                           | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1212000 | PA      | $1212066.94   | 0.09%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2024-1                                                                         | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    558000 | PA      | $561437.67    | 0.04%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1616000 | PA      | $1623996.61   | 0.12%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                     | US Bank NA                                                                                                            | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1532652 | PA      | $1534192.09   | 0.12%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                          | Towd Point Mortgage Trust 2017-1                                                                                      | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108796 | PA      | $108011.72    | 0.01%             | 2056-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                                                         | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $561251.58    | 0.04%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2024-AIRC                                                                                | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2139466 | PA      | $2150643.68   | 0.16%             | 2039-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                              | PK ALIFT Loan Funding 4 LP                                                                                            | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1409005 | PA      | $1406339.87   | 0.11%             | 2039-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                        | Citibank NA                                                                                                           | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    770000 | PA      | $784970.73    | 0.06%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                               | Steele Creek CLO 2019-1 LTD                                                                                           | CUSIP: 85817BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2439443 | PA      | $2439386.56   | 0.18%             | 2032-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                                                             | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $2256752.09   | 0.17%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                           | Columbia Pipelines Holding Co LLC                                                                                     | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $468699.86    | 0.04%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    916506 | PA      | $931891.27    | 0.07%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                      | SFO Commercial Mortgage Trust 2021-555                                                                                | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362000 | PA      | $359757.74    | 0.03%             | 2038-05-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                                                       | CUSIP: 94989MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193850 | PA      | $192592.69    | 0.01%             | 2058-07-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                     | Aon Global Ltd                                                                                                        | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |   1353000 | PA      | $1348953.75   | 0.10%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC              | OnDeck Asset Securitization IV LLC                                                                                    | CUSIP: 68237DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1015000 | PA      | $1012674.53   | 0.08%             | 2032-04-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust      | Bridgecrest Lending Auto Securitization Trust 2024-4                                                                  | CUSIP: 10806EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    787000 | PA      | $787944.64    | 0.06%             | 2030-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust              | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1212000 | PA      | $1223087.98   | 0.09%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                  | EOG Resources Inc                                                                                                     | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    706000 | PA      | $710219.69    | 0.05%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2020-B19 Mortgage Trust                                                                                     | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351052 | PA      | $304249.78    | 0.02%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3260000 | PA      | $3167348.09   | 0.24%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                                                            | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2142935.41   | 0.16%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3472000 | PA      | $3474958.14   | 0.26%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FS Trust                                           | FS Trust 2024-HULA                                                                                                    | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4018548.80   | 0.30%             | 2039-08-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust     | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM2                                                              | CUSIP: 61776HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1468792 | PA      | $1485132.10   | 0.11%             | 2069-05-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2924000 | PA      | $2947461.74   | 0.22%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                         | LAD Auto Receivables Trust 2024-2                                                                                     | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $180555.87    | 0.01%             | 2031-10-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                         | GLS Auto Receivables Issuer Trust 2023-3                                                                              | CUSIP: 36267PAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    896170 | PA      | $898830.45    | 0.07%             | 2028-01-18      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    584361 | PA      | $585069.56    | 0.04%             | 2045-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 31418FML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $1033294.69   | 0.08%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                           | International Flavors & Fragrances Inc                                                                                | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    756000 | PA      | $748713.65    | 0.06%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007116.60   | 0.08%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                            | CF Hippolyta Issuer LLC                                                                                               | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1349178 | PA      | $1334983.43   | 0.10%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                            | Verdant Receivables 2024-1 LLC                                                                                        | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164000 | PA      | $169991.92    | 0.01%             | 2031-12-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                           | Constellation Brands Inc                                                                                              | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390251.46    | 0.03%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                                                                  | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1185000 | PA      | $1203663.75   | 0.09%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                | Wells Fargo Bank NA                                                                                                   | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1722061.80   | 0.13%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                           | Public Service Enterprise Group Inc                                                                                   | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1304524.62   | 0.10%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                                                                    | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    438000 | PA      | $460276.77    | 0.03%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                       | Dell Equipment Finance Trust 2024-2                                                                                   | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1992000 | PA      | $2006329.65   | 0.15%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                           | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP                                                    | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $588980.70    | 0.04%             | 2030-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                                                                    | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5145000 | PA      | $5154528.54   | 0.39%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                   | Altria Group Inc                                                                                                      | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4698000 | PA      | $4763691.24   | 0.36%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                                                        | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1203480.93   | 0.09%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                                                  | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3174000 | PA      | $3174033.71   | 0.24%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                           | Mill City Mortgage Loan Trust 2019-GS2                                                                                | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231115 | PA      | $223726.11    | 0.02%             | 2059-08-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    951700 | PA      | $950748.50    | 0.07%             | 2045-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3132DQ3W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29173 | PA      | $29854.03     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                 | Ingersoll Rand Inc                                                                                                    | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    312000 | PA      | $320415.96    | 0.02%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                                                               | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1126557.14   | 0.09%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                  | Hyatt Hotels Corp                                                                                                     | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606672.56    | 0.05%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                       | Hudson Yards 2025-SPRL Mortgage Trust                                                                                 | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3625000 | PA      | $3740632.79   | 0.28%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC MORGAN STANLEY COC                       | SWAP CCPC MORGAN STANLEY COC                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2217000 | NS      | $2217000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aero Capital Solutions Fund IV LP                  | Aero Capital Solutions Fund IV LP Term Loan                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2022966 | PA      | $2007793.39   | 0.15%             | 2029-11-17      | Variable      | 7.31%                 | No            |                  3 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                                                               | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55916.62     | 0.00%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                                                           | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   5975000 | PA      | $5812539.57   | 0.44%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                                                                    | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762201.63    | 0.06%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                   | NMEF Funding 2025-A LLC                                                                                               | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1958000 | PA      | $1973586.46   | 0.15%             | 2032-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                          | CIM TRUST 2025-R1                                                                                                     | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2519448 | PA      | $2492733.88   | 0.19%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3133CUL20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34733 | PA      | $35342.68     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                     | Apidos CLO XXXII                                                                                                      | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   1166320 | PA      | $1166818.69   | 0.09%             | 2033-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC              | OnDeck Asset Securitization Trust IV LLC                                                                              | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1001000 | PA      | $996397.80    | 0.08%             | 2031-10-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                                                        | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1617572.53   | 0.12%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                         | GLS Auto Receivables Issuer Trust 2025-1                                                                              | CUSIP: 36271KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1083000 | PA      | $1091128.13   | 0.08%             | 2029-07-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                     | OWN Equipment Fund I LLC                                                                                              | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2256555 | PA      | $2292364.19   | 0.17%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                   | Georgia Power Co                                                                                                      | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1670956.31   | 0.13%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2020-DNA1                                                                               | CUSIP: 35565HAH8<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-MBS          | USGSE             | US        |     20065 | PA      | $20072.20     | 0.00%             | 2050-01-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RGL2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $293329.43    | 0.02%             | 2027-10-20      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                                                           | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489855.50    | 0.04%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                           | Intercontinental Exchange Inc                                                                                         | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124381.88    | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |   1107549 | PA      | $1108626.17   | 0.08%             | 2045-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                     | Manhattan West 2020-1MW Mortgage Trust                                                                                | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857000 | PA      | $810907.37    | 0.06%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation              | AMMC CLO 18 Ltd                                                                                                       | CUSIP: 001746AN6<br>LEI: 549300F8C2GVHBFFH173 | Long             | ABS-CBDO         | CORP              | KY        |     15491 | PA      | $15494.32     | 0.00%             | 2031-05-26      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                          | Towd Point Mortgage Trust 2016-3                                                                                      | CUSIP: 89172YAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2160548 | PA      | $2144315.98   | 0.16%             | 2056-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                    | Chevron USA Inc                                                                                                       | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1064165.28   | 0.08%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                        | Nutrien Ltd                                                                                                           | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    279000 | PA      | $280421.69    | 0.02%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust      | Bridgecrest Lending Auto Securitization Trust 2024-2                                                                  | CUSIP: 10805MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2021168.00   | 0.15%             | 2030-02-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2018-B7 Mortgage Trust                                                                                      | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145059 | PA      | $144152.09    | 0.01%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust              | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    427000 | PA      | $427971.60    | 0.03%             | 2031-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                                                             | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527074.28    | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    904596 | PA      | $904444.70    | 0.07%             | 2044-01-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3132DTUK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    732233 | PA      | $764302.68    | 0.06%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                    | Wingspire Equipment Finance 2024-1 LLC                                                                                | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    361000 | PA      | $361404.90    | 0.03%             | 2032-09-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2022-NQM9 Trust                                                                                                   | CUSIP: 67118LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705497 | PA      | $705964.84    | 0.05%             | 2062-09-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                                                            | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102979.87    | 0.01%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2024-V10 Mortgage Trust                                                                                     | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53362 | PA      | $54645.06     | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                                                       | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2798000 | PA      | $2802084.18   | 0.21%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                               | Edison International                                                                                                  | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4424000 | PA      | $4417273.57   | 0.33%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                           | Slam Ltd                                                                                                              | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1002053 | PA      | $1001676.31   | 0.08%             | 2049-09-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                                                              | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1370906.63   | 0.10%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                                                               | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5054000 | PA      | $5175099.30   | 0.39%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                     | CPS Auto Receivables Trust 2023-C                                                                                     | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $469157.94    | 0.04%             | 2029-10-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                         | Affirm Asset Securitization Trust 2024-A                                                                              | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3014279.40   | 0.23%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2025-5                                                                                     | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |   3246000 | PA      | $3281241.82   | 0.25%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2024-4                                                                                     | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   1052030 | PA      | $1064176.81   | 0.08%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 3140NQLE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29240 | PA      | $29333.88     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                | Cali 2024-Sun                                                                                                         | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454000 | PA      | $455328.04    | 0.03%             | 2041-07-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                        | Post Road Equipment Finance 2025-1 LLC                                                                                | CUSIP: 73747LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3450000 | PA      | $3499985.67   | 0.26%             | 2031-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                              | Arroyo Mortgage Trust 2019-2                                                                                          | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306045 | PA      | $298002.24    | 0.02%             | 2049-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                           | Toyota Motor Credit Corp                                                                                              | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1355709.13   | 0.10%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                          | Towd Point Mortgage Trust 2024-3                                                                                      | CUSIP: 89183FAP3<br>LEI: 549300164ZV2301BC703 | Long             | ABS-MBS          | CORP              | US        |   1678260 | PA      | $1712402.68   | 0.13%             | 2065-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                       | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                                | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4483703 | PA      | $4504262.08   | 0.34%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3709000 | PA      | $3758064.14   | 0.28%             | 2029-09-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                                                       | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213244.62    | 0.02%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                 | Ingersoll Rand Inc                                                                                                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    650000 | PA      | $660986.70    | 0.05%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2024-HYB1 Trust                                                                                                   | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980783 | PA      | $966882.74    | 0.07%             | 2053-03-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2023-C6 MORTGAGE TRUST                                                                                            | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $63424.62     | 0.00%             | 2056-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2024-1                                                                         | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87440 | PA      | $87590.99     | 0.01%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                | LYB International Finance III LLC                                                                                     | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1209392.15   | 0.09%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                               | FirstKey Homes 2022-SFR1 Trust                                                                                        | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490172 | PA      | $487104.41    | 0.04%             | 2039-05-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                  | Jamestown CLO XII Ltd                                                                                                 | CUSIP: 47047JAN4<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |    957000 | PA      | $959768.60    | 0.07%             | 2032-04-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                             | Daimler Truck Finance North America LLC                                                                               | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    933000 | PA      | $945296.06    | 0.07%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                         | LAD Auto Receivables Trust 2024-1                                                                                     | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367000 | PA      | $372245.13    | 0.03%             | 2029-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                          | BXP Trust 2017-GM                                                                                                     | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    887000 | PA      | $858488.80    | 0.06%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                     | Carvana Auto Receivables Trust 2023-N3                                                                                | CUSIP: 14686RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57755 | PA      | $57858.30     | 0.00%             | 2027-09-10      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2484000 | PA      | $2451726.90   | 0.19%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $346041.01    | 0.03%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                 | Tricolor Auto Securitization Trust 2025-1                                                                             | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4381770 | PA      | $4387458.89   | 0.33%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                         | LAD Auto Receivables Trust 2023-3                                                                                     | CUSIP: 50168BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318000 | PA      | $320650.85    | 0.02%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                                                                | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3737013.11   | 0.28%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                                                        | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1222476.03   | 0.09%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2024-2                                                                         | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1517000 | PA      | $1541312.96   | 0.12%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                    | Bravo Residential Funding Trust Series 2025-NQM1                                                                      | CUSIP: 10569MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5480183 | PA      | $5515454.89   | 0.42%             | 2064-12-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables 2024-A Owner Trust                                                                            | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1283000 | PA      | $1290997.20   | 0.10%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3133CN2G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    496988 | PA      | $497352.64    | 0.04%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust           | Castlelake Aircraft Structured Trust 2025-1                                                                           | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2309037 | PA      | $2344556.15   | 0.18%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| LV Trust                                           | Fashion Show Mall LLC                                                                                                 | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2549000 | PA      | $2577026.76   | 0.19%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2544000 | PA      | $2552203.43   | 0.19%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                     | CPS Auto Receivables Trust 2024-B                                                                                     | CUSIP: 12627SAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2018282.60   | 0.15%             | 2028-10-16      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                              | Marble Point CLO XV Ltd                                                                                               | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    942498 | PA      | $941622.14    | 0.07%             | 2032-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust          | FARM 2024-2 Mortgage Trust                                                                                            | CUSIP: 307910AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575115 | PA      | $574704.55    | 0.04%             | 2054-08-01      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                | TMCL VII Holdings Ltd                                                                                                 | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   2013000 | PA      | $2012967.59   | 0.15%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1015892.26   | 0.08%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    458000 | PA      | $463508.88    | 0.03%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2024-1                                                                            | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $357942.17    | 0.03%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                                                          | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1200000 | PA      | $1232690.02   | 0.09%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    394000 | PA      | $404440.26    | 0.03%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    197000 | PA      | $192963.02    | 0.01%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                      | SFO Commercial Mortgage Trust 2021-555                                                                                | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996158.30    | 0.08%             | 2038-05-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2024-5YR12                                                                                                      | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $367491.74    | 0.03%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                               | BAT International Finance PLC                                                                                         | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1057000 | PA      | $1109576.25   | 0.08%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                                                            | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    266000 | PA      | $276257.15    | 0.02%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust      | Bridgecrest Lending Auto Securitization Trust 2024-3                                                                  | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1441000 | PA      | $1471685.37   | 0.11%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1085283.09   | 0.08%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                           | Toyota Motor Credit Corp                                                                                              | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    900000 | PA      | $907491.22    | 0.07%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 31418FMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224450 | PA      | $230926.92    | 0.02%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                                                              | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1525000 | PA      | $1546076.55   | 0.12%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                               | Verizon Master Trust                                                                                                  | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1937000 | PA      | $1941416.17   | 0.15%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                                                       | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1439915.66   | 0.11%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust 2023-1                                                                          | CUSIP: 96042XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176784 | PA      | $176946.69    | 0.01%             | 2028-01-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                                                                    | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1125000 | PA      | $1152797.43   | 0.09%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                                                       | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1314417.77   | 0.10%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CFG Investments Limited                            | CFG Investments Ltd                                                                                                   | CUSIP: 12528GAM4<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | KY        |   1489000 | PA      | $1505361.73   | 0.11%             | 2036-03-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                                                                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818982.61    | 0.06%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                          | Towd Point Mortgage Trust 2016-2                                                                                      | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272651 | PA      | $268256.07    | 0.02%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F052474<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    492000 | PA      | $500993.12    | 0.04%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                         | Affirm Asset Securitization Trust 2024-A                                                                              | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1046000 | PA      | $1050978.75   | 0.08%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                | Sounds Point CLO IV-R LTD                                                                                             | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |    142572 | PA      | $142739.65    | 0.01%             | 2031-04-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                   | Trinitas CLO XII Ltd                                                                                                  | CUSIP: 89641GAQ5<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004061.00   | 0.08%             | 2033-04-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                   | COLT 2023-1 Mortgage Loan Trust                                                                                       | CUSIP: 19688NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    829002 | PA      | $831215.41    | 0.06%             | 2068-04-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                                                              | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2670580.62   | 0.20%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                         | Progress Residential 2025-SFR3 Trust                                                                                  | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997000 | PA      | $939474.60    | 0.07%             | 2030-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                         | GLS Auto Receivables Issuer Trust 2023-3                                                                              | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151000 | PA      | $152482.49    | 0.01%             | 2029-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                                                      | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3294000 | PA      | $3292614.74   | 0.25%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $186237.92    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RFV1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    118000 | PA      | $118956.46    | 0.01%             | 2027-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                                                                   | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    335000 | PA      | $348320.48    | 0.03%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                  | Brown & Brown Inc                                                                                                     | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1950898.65   | 0.15%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                        | Citibank NA                                                                                                           | CUSIP: 17325FBF4<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3527900.11   | 0.27%             | 2026-04-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                   | First National Master Note Trust                                                                                      | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2110000 | PA      | $2153525.92   | 0.16%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                             | Crossroads Asset Trust 2024-A                                                                                         | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    828098 | PA      | $838516.14    | 0.06%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                     | VStrong Auto Receivables Trust 2024-A                                                                                 | CUSIP: 92891PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92241 | PA      | $92344.37     | 0.01%             | 2027-08-16      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2024-NQM7 Trust                                                                                                   | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |   1155766 | PA      | $1168451.32   | 0.09%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                         | LAD Auto Receivables Trust 2024-1                                                                                     | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299382 | PA      | $300080.51    | 0.02%             | 2028-01-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2761574.13   | 0.21%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                                                        | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $587157.82    | 0.04%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3619000 | PA      | $3767985.00   | 0.28%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                       | Drive Auto Receivables Trust                                                                                          | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1849000 | PA      | $1860348.24   | 0.14%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                       | CaixaBank SA                                                                                                          | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   4414000 | PA      | $4521461.65   | 0.34%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                           | Citizens Financial Group Inc                                                                                          | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    379000 | PA      | $392629.01    | 0.03%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4264602 | PA      | $4338410.34   | 0.33%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                | GS Mortgage-Backed Securities Trust 2024-RPL2                                                                         | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614847 | PA      | $599336.60    | 0.05%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                                                               | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1466021.50   | 0.11%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                       | Ford Credit Auto Lease Trust 2024-A                                                                                   | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $176249.75    | 0.01%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                           | Mars Inc                                                                                                              | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2369591.97   | 0.18%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                     | Palmer Square Loan Funding 2022-4 Ltd                                                                                 | CUSIP: 69702YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    889000 | PA      | $890105.03    | 0.07%             | 2031-07-24      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2024-4                                                                            | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    423000 | PA      | $428011.83    | 0.03%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                     | Consumer Portfolio Services Auto Trust 2025-B                                                                         | CUSIP: 12630SAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1929000 | PA      | $1933455.22   | 0.15%             | 2029-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                        | Citibank NA                                                                                                           | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    780000 | PA      | $796640.24    | 0.06%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 3140A6M52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111880 | PA      | $114883.04    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                  | PRPM 2025-RPL3 LLC                                                                                                    | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1816164 | PA      | $1739045.17   | 0.13%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                                                             | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3544000 | PA      | $3622212.64   | 0.27%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust          | Banc of America Commercial Mortgage Trust 2015-UBS7                                                                   | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $259042.42    | 0.02%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                         | MFA 2024-NQM2 Trust                                                                                                   | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |   4192201 | PA      | $4181062.54   | 0.32%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                          | ALA Trust 2025-OANA                                                                                                   | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3550000 | PA      | $3574980.29   | 0.27%             | 2040-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                                                          | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2882000 | PA      | $2934068.86   | 0.22%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                                                                  | CUSIP: 78016FZT4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $781632.14    | 0.06%             | 2026-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                | Charles Schwab Corp/The                                                                                               | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119230.38    | 0.01%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                            | Metropolitan Life Global Funding I                                                                                    | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3299554.82   | 0.25%             | 2026-12-18      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                  | Johnson & Johnson                                                                                                     | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    750000 | PA      | $770832.49    | 0.06%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                    | Citizens Auto Receivables Trust 2023-2                                                                                | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    544242 | PA      | $548394.19    | 0.04%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2017-GS6                                                                                 | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454000 | PA      | $442152.37    | 0.03%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                         | Flagship Credit Auto Trust 2023-3                                                                                     | CUSIP: 33846BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399000 | PA      | $402618.93    | 0.03%             | 2029-07-16      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust           | GM Financial Revolving Receivables Trust 2023-2                                                                       | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    773000 | PA      | $809664.78    | 0.06%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust 2023-3                                                                          | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    597000 | PA      | $605697.04    | 0.05%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                    | Wingspire Equipment Finance 2024-1 LLC                                                                                | CUSIP: 97415AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667000 | PA      | $671593.43    | 0.05%             | 2032-09-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                            | Pfizer Investment Enterprises Pte Ltd                                                                                 | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    830000 | PA      | $836814.62    | 0.06%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                        | Post Road Equipment Finance 2025-1 LLC                                                                                | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    894000 | PA      | $899546.20    | 0.07%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                     | Palmer Square Loan Funding 2022-4 Ltd                                                                                 | CUSIP: 69702YAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    286583 | PA      | $286661.10    | 0.02%             | 2031-07-24      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust         | Mercury Financial Credit Card Master Trust                                                                            | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1638000 | PA      | $1653041.26   | 0.12%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                      | Boeing Co/The                                                                                                         | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    378000 | PA      | $399725.86    | 0.03%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176982 | PA      | $182920.93    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                                                                     | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    319000 | PA      | $324075.46    | 0.02%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                     | PEAC Solutions Receivables 2024-2 LLC                                                                                 | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293000 | PA      | $294326.47    | 0.02%             | 2031-10-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                         | GLS Auto Receivables Issuer Trust 2025-1                                                                              | CUSIP: 36271KAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3028303.80   | 0.23%             | 2030-11-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2024-GPA3                                                                                | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2165182 | PA      | $2169957.59   | 0.16%             | 2039-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                               | Edison International                                                                                                  | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    223000 | PA      | $231912.19    | 0.02%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                 | Ingersoll Rand Inc                                                                                                    | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268099.50    | 0.02%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2024-5C6 Mortgage Trust                                                                                           | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1784000 | PA      | $1827800.41   | 0.14%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                             | Marriott International Inc/MD                                                                                         | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355062.45    | 0.03%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 31418EZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35616 | PA      | $35660.79     | 0.00%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                               | Verizon Master Trust                                                                                                  | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2825000 | PA      | $2875143.75   | 0.22%             | 2033-03-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RJY1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $785443.89    | 0.06%             | 2030-02-20      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust        | AASET 2025-1                                                                                                          | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1548130 | PA      | $1579651.30   | 0.12%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                          | Auxilior Term Funding 2024-1 LLC                                                                                      | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1124697 | PA      | $1130628.05   | 0.09%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    108000 | PA      | $111868.75    | 0.01%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                    | Xcel Energy Inc                                                                                                       | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1592764.09   | 0.12%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                       | FIVE 2023-V1 Mortgage Trust                                                                                           | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1216000 | PA      | $1246633.23   | 0.09%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                        | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $235860.53    | 0.02%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                    | Citizens Auto Receivables Trust 2023-2                                                                                | CUSIP: 17295FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $695478.84    | 0.05%             | 2030-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust           | GM Financial Revolving Receivables Trust 2024-2                                                                       | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1888000 | PA      | $1901626.07   | 0.14%             | 2037-03-11      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                                                               | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    834000 | PA      | $839166.71    | 0.06%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2014-GC24                                                                                | CUSIP: 36253GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7728 | PA      | $7709.79      | 0.00%             | 2047-09-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                       | Stryker Corp                                                                                                          | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1428836.70   | 0.11%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2024-NQM8 Trust                                                                                                   | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   3206389 | PA      | $3243598.94   | 0.24%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999901 | PA      | $1033451.59   | 0.08%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                       | Drive Auto Receivables Trust 2024-1                                                                                   | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723000 | PA      | $733449.37    | 0.06%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12151354 | PA      | $12160281.93  | 0.92%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2023-6                                                                         | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317914 | PA      | $319553.66    | 0.02%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                | New Residential Mortgage Loan Trust 2020-RPL1                                                                         | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199915 | PA      | $191687.54    | 0.01%             | 2059-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                                                         | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303927.09    | 0.02%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                              | PG&E Recovery Funding LLC                                                                                             | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1763843 | PA      | $1775153.28   | 0.13%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                                                       | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1397571.18   | 0.11%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                | LCM Loan Income Fund I Income Note Issuer Ltd                                                                         | CUSIP: 50200JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    194117 | PA      | $194210.70    | 0.01%             | 2031-07-16      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                          | Towd Point Mortgage Trust 2017-2                                                                                      | CUSIP: 89173HAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390513 | PA      | $384603.01    | 0.03%             | 2057-04-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| MARS INC                                           | Mars Inc                                                                                                              | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007792.24   | 0.15%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWLL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478369 | PA      | $478720.43    | 0.04%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3133WFBN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    901464 | PA      | $919493.00    | 0.07%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                            | Verdant Receivables 2024-1 LLC                                                                                        | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    558144 | PA      | $567555.53    | 0.04%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                          | MSBAM                                                                                                                 | CUSIP: 61778GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1807000 | PA      | $1868262.90   | 0.14%             | 2058-03-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust          | FARM 2025-1 Mortgage Trust                                                                                            | CUSIP: 30768CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5039043.00   | 0.38%             | 2055-08-01      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                        | Paychex Inc                                                                                                           | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1759310.31   | 0.13%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MDD8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1643000 | PA      | $1661033.57   | 0.13%             | 2029-12-26      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust              | Westlake Automobile Receivables Trust 2024-1                                                                          | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    748000 | PA      | $751906.43    | 0.06%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Commercial Equipment Finance                       | Commercial Equipment Finance 2024-1 LLC                                                                               | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581279 | PA      | $587226.20    | 0.04%             | 2029-07-16      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    259000 | PA      | $264380.62    | 0.02%             | 2028-04-20      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                          | Towd Point Mortgage Trust 2023-1                                                                                      | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    933568 | PA      | $903241.14    | 0.07%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                                                       | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $386832.44    | 0.03%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                     | WMRK Commercial Mortgage Trust 2022-WMRK                                                                              | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206000 | PA      | $206443.27    | 0.02%             | 2027-11-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                       | CaixaBank SA                                                                                                          | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1804881.74   | 0.14%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                               | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    831838 | PA      | $850747.12    | 0.06%             | 2042-06-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                    | CLI Funding VI LLC                                                                                                    | CUSIP: 12563LAQ0<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    311927 | PA      | $290417.15    | 0.02%             | 2045-09-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2025-NQM8 Trust                                                                                                   | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |   2721818 | PA      | $2733123.69   | 0.21%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes             | NRM FHT1 Excess Owner LLC                                                                                             | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5493819 | PA      | $5521873.36   | 0.42%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| CART                                               | CONE Trust 2024-DFW1                                                                                                  | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    983000 | PA      | $980874.56    | 0.07%             | 2041-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5158000 | PA      | $5229436.44   | 0.39%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                | NEW Residential Mortgage Loan Trust 2025-Nqm2                                                                         | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |   2566754 | PA      | $2583923.24   | 0.20%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                          | Towd Point Mortgage Trust 2015-5                                                                                      | CUSIP: 89171VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $974252.57    | 0.07%             | 2055-05-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                                                                     | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1317702.31   | 0.10%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13506463 | PA      | $13516387.62  | 1.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                               | GCAT 2024-NQM2 Trust                                                                                                  | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    644516 | PA      | $650187.47    | 0.05%             | 2059-06-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                      | Synchrony Card Funding LLC                                                                                            | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    498000 | PA      | $507245.62    | 0.04%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2022-DNA6                                                                               | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |   1072655 | PA      | $1080982.13   | 0.08%             | 2042-09-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR Debt Notes 2016-DNA1                                                                                | CUSIP: 3137G0HW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143185 | PA      | $146541.16    | 0.01%             | 2028-07-25      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                        | Extended Stay America Trust 2021-ESH                                                                                  | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428864 | PA      | $429302.59    | 0.03%             | 2038-07-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                | New Residential Mortgage Loan Trust 2019-RPL3                                                                         | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540833 | PA      | $519614.85    | 0.04%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                           | BHP Billiton Finance USA Ltd                                                                                          | CUSIP: 055451AY4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    875000 | PA      | $877599.46    | 0.07%             | 2026-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                     | CFMT 2023-H12 LLC                                                                                                     | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315959 | PA      | $313177.56    | 0.02%             | 2033-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                 | Conagra Brands Inc                                                                                                    | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     94000 | PA      | $87745.51     | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                          | Towd Point Mortgage Trust 2015-2                                                                                      | CUSIP: 89171YAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1224781 | PA      | $1188591.66   | 0.09%             | 2060-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                           | Angel Oak Mortgage Trust 2024-8                                                                                       | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |   1567879 | PA      | $1565072.57   | 0.12%             | 2069-05-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3142GSF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2133323 | PA      | $2208595.12   | 0.17%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                                                                     | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $356681.01    | 0.03%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    585000 | PA      | $594175.67    | 0.04%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                         | MFRA 2024-NQM3 Trust                                                                                                  | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2138335 | PA      | $2152900.52   | 0.16%             | 2069-12-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2023-3                                                                                     | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187074 | PA      | $187315.70    | 0.01%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2024-1                                                                            | CUSIP: 30167PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50108 | PA      | $50139.84     | 0.00%             | 2027-08-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                       | Drive Auto Receivables Trust                                                                                          | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497000 | PA      | $500587.05    | 0.04%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust            | United Auto Credit Securitization Trust 2025-1                                                                        | CUSIP: 90945JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2419000 | PA      | $2421747.98   | 0.18%             | 2028-02-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                           | Canadian Pacific Railway Co                                                                                           | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1382000 | PA      | $1404910.64   | 0.11%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                   | First National Master Note Trust                                                                                      | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    668000 | PA      | $679695.88    | 0.05%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MDB2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2999000 | PA      | $3015084.54   | 0.23%             | 2029-12-26      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                        | Post Road Equipment Finance 2025-1 LLC                                                                                | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1470477.48   | 0.11%             | 2031-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2023-1                                                                                     | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486725 | PA      | $486409.35    | 0.04%             | 2067-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2853979 | PA      | $2902178.80   | 0.22%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                                                          | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619407.21    | 0.05%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                         | Progress Residential 2022-SFR3 Trust                                                                                  | CUSIP: 74331UAA6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    478719 | PA      | $467278.99    | 0.04%             | 2039-04-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                           | Baxter International Inc                                                                                              | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   6410000 | PA      | $6173755.09   | 0.47%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2017-C39                                                                        | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $490176.38    | 0.04%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                                                          | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $315070.61    | 0.02%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2023-NQM4 Trust                                                                                                   | CUSIP: 67448GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428718 | PA      | $430146.42    | 0.03%             | 2063-03-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing LLC                                                                                           | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $239017.45    | 0.02%             | 2028-06-26      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2024-5C5 Mortgage Trust                                                                                           | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985000 | PA      | $1032271.04   | 0.08%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust          | SFS Auto Receivables Securitization Trust 2024-3                                                                      | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1846000 | PA      | $1861355.03   | 0.14%             | 2031-11-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                       | Drive Auto Receivables Trust 2024-2                                                                                   | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1114000 | PA      | $1114107.61   | 0.08%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                  | L3Harris Technologies Inc                                                                                             | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   5484000 | PA      | $5577078.29   | 0.42%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                             | Daimler Truck Finance North America LLC                                                                               | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    975000 | PA      | $989196.24    | 0.07%             | 2027-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313033.55    | 0.02%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                            | Canadian Natural Resources Ltd                                                                                        | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1806000 | PA      | $1803930.92   | 0.14%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                                                          | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3550000 | PA      | $3483394.72   | 0.26%             | 2027-02-02      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                         | Affirm Asset Securitization Trust 2025-X1                                                                             | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4616815 | PA      | $4621726.40   | 0.35%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                    | BRAVO Residential Funding Trust 2025-NQM5                                                                             | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |   3933901 | PA      | $3958377.83   | 0.30%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                                                                   | CUSIP: 260543CN1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64792.50     | 0.00%             | 2025-11-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                                                       | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3154566.65   | 0.24%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                             | Marriott International Inc/MD                                                                                         | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259432.33    | 0.02%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                | Textainer Marine Containers VII Ltd                                                                                   | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    530000 | PA      | $494962.16    | 0.04%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2002477.31   | 0.15%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3132CXTH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1029078.32   | 0.08%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                                                             | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    495000 | PA      | $492474.62    | 0.04%             | 2025-08-20      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                     | Wheels Fleet Lease Funding 1 LLC                                                                                      | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1373000 | PA      | $1380390.17   | 0.10%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                           | BHP Billiton Finance USA Ltd                                                                                          | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $256510.58    | 0.02%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                         | PacifiCorp                                                                                                            | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    263000 | PA      | $271024.90    | 0.02%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                          | Chesapeake Funding II LLC                                                                                             | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    264665 | PA      | $268273.91    | 0.02%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2387256.90   | 0.18%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                | Exeter Automobile Receivables Trust 2023-4                                                                            | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    797000 | PA      | $803841.29    | 0.06%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                              | Rio Tinto Finance USA PLC                                                                                             | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1835269.67   | 0.14%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                                                                    | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    911000 | PA      | $930263.91    | 0.07%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                                                          | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2902000 | PA      | $2887003.31   | 0.22%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2015-C29                                                                        | CUSIP: 94989KAX1<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |    368154 | PA      | $367297.62    | 0.03%             | 2048-06-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                  | Jamestown CLO XII Ltd                                                                                                 | CUSIP: 47047JAL8<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000671.00   | 0.08%             | 2032-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2024-R1                                                                                    | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-MBS          | CORP              | US        |   1022880 | PA      | $1023148.24   | 0.08%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 3140Y6F62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1119022 | PA      | $1151313.09   | 0.09%             | 2040-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bills                                                                                                   | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    500000 | PA      | $499884.28    | 0.04%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                                                           | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   2760000 | PA      | $2738274.30   | 0.21%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11720 | PA      | $11922.47     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                                                       | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257231.69    | 0.02%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                           | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                    | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |    603000 | PA      | $607307.35    | 0.05%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2432961.28   | 0.18%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                     | PEAC Solutions Receivables 2024-1 LLC                                                                                 | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2101580 | PA      | $2118558.60   | 0.16%             | 2027-06-21      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                       | CUSIP: 31418FCP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207097 | PA      | $213112.49    | 0.02%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                                                          | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024400.90   | 0.08%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust            | Hyundai Auto Lease Securitization Trust 2024-A                                                                        | CUSIP: 448988AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267000 | PA      | $268777.34    | 0.02%             | 2028-02-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2025-5C9 Mortgage Trust                                                                                           | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1441956.20   | 0.11%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                    | CLI Funding VIII LLC                                                                                                  | CUSIP: 12565KAE7<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |   1535369 | PA      | $1403980.57   | 0.11%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    593000 | PA      | $604414.83    | 0.05%             | 2044-02-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                          | Nelnet Student Loan Trust 2025-A                                                                                      | CUSIP: 64033XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3861623 | PA      | $3884100.42   | 0.29%             | 2057-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                         | WSTN Trust 2023-MAUI                                                                                                  | CUSIP: 92943AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173000 | PA      | $175619.39    | 0.01%             | 2037-07-05      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                   | Bank of Montreal                                                                                                      | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3200000 | PA      | $3252969.76   | 0.25%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                    | CSAIL 2017-CX10 Commercial Mortgage Trust                                                                             | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1743783.84   | 0.13%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    295000 | PA      | $286600.85    | 0.02%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2262836.55   | 0.17%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR ULTRA FUT SEP25                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -652 | NC      | $-1853555.36  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                                                               | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1080928.27   | 0.08%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                    | Chevron USA Inc                                                                                                       | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    811000 | PA      | $807523.05    | 0.06%             | 2025-08-12      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                            | CF Hippolyta Issuer LLC                                                                                               | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1079249 | PA      | $1038889.17   | 0.08%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                | Citigroup Commercial Mortgage Trust 2023-SMRT                                                                         | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361000 | PA      | $373102.24    | 0.03%             | 2040-10-12      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                             | Daimler Truck Finance North America LLC                                                                               | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353484.02    | 0.03%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                      | UBS Commercial Mortgage Trust 2017-C2                                                                                 | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $292615.68    | 0.02%             | 2050-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 37 Senior Loan Fund                                                                                            | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    100724 | PA      | $100805.76    | 0.01%             | 2031-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                  | GLS Auto Select Receivables Trust 2025-1                                                                              | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $224157.47    | 0.02%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                         | Progress Residential 2024-SFR5 Trust                                                                                  | CUSIP: 74332HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1343000 | PA      | $1260088.28   | 0.10%             | 2029-08-09      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                            | Astrazeneca Finance LLC                                                                                               | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    792000 | PA      | $810134.30    | 0.06%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2025-NQM1 Trust                                                                                                   | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-MBS          | CORP              | US        |   4978971 | PA      | $5000225.85   | 0.38%             | 2064-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                                                           | CUSIP: 61765LAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497794.15    | 0.04%             | 2048-05-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $1049626.47   | 0.08%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                                                                 | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1010000 | PA      | $1017070.00   | 0.08%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                    | Wingspire Equipment Finance 2024-1 LLC                                                                                | CUSIP: 97415AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    708000 | PA      | $715434.99    | 0.05%             | 2032-09-20      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust       | American Credit Acceptance Receivables Trust 2024-1                                                                   | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $923217.98    | 0.07%             | 2030-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                    | Prestige Auto Receivables Trust 2024-1                                                                                | CUSIP: 74113QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422000 | PA      | $430984.84    | 0.03%             | 2030-02-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                               | Edison International                                                                                                  | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1195837.86   | 0.09%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                           | Microchip Technology Inc                                                                                              | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355676.20    | 0.03%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                   | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39842 | PA      | $40657.92     | 0.00%             | 2028-09-25      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                               | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |   1429012 | PA      | $1429783.83   | 0.11%             | 2044-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                         | GLS Auto Receivables Issuer Trust 2024-1                                                                              | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    837000 | PA      | $854769.51    | 0.06%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** Capital Group Fixed Income ETF Trust

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst