# EDGAR Filing Document

**Accession Number:** 0001506001
**File Stem:** 0001410368-26-067200
**Filing Date:** 2026-6
**Character Count:** 451762
**Document Hash:** 0af9ac8314e09f797f53afd8083b8856
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067200.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067200

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Neuberger Berman ETF Trust
- **CENTRAL INDEX KEY:** 0001506001

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23761
- **FILM NUMBER:** 261126689

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** 212-476-8800

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

## Series and Classes Contracts Data

### Neuberger Short Duration Income ETF (Series ID: S000084439)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000248822 | Neuberger Short Duration Income ETF | NBSD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Neuberger Berman ETF Trust

- **b. Investment Company Act file number:** 811-23761

- **c. CIK number of Registrant:** 0001506001

- **d. LEI of Registrant:** 549300GPREY1N686GS02

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

  - **Street Address 1:** 1290 AVENUE OF THE AMERICAS

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 877-628-2583

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

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

- **b. EDGAR series identifier (if any):** S000084439

- **c. LEI of Series:** 254900Z7V6CFW64ILT81

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1023263916.96

**Total Liabilities:** $11689094.90

**Net Assets:** $1011574822.06

**Delayed Delivery Securities:** $9021404.81

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000248822 | 0.37%                | -0.67%               | 0.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-37410.91               | $495918.30                                 |
| Month 2  | $-32715.74               | $-7944501.00                               |
| Month 3  | $-32826.00               | $1780882.58                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OCP CLO Ltd                                                                         | OCP CLO 2025-48 Ltd                                                              | CUSIP: 67122YAG2<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2495005.75   | 0.25%             | 2038-12-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |    333000 | PA      | $343079.74    | 0.03%             | 2042-08-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FLS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    994053 | PA      | $1014869.32   | 0.10%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                          | GLS Auto Receivables Issuer Trust 2025-2                                         | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $425942.96    | 0.04%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    565000 | PA      | $556460.03    | 0.06%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                                  | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $406025.70    | 0.04%             | 2042-08-11      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69250 | PA      | $68128.85     | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    675000 | PA      | $679594.05    | 0.07%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154855 | PA      | $149819.84    | 0.01%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $221163.14    | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    360000 | PA      | $373052.88    | 0.04%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers LLC                                                         | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1048000 | PA      | $1017108.73   | 0.10%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                 | Delta Air Lines Inc                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   5530000 | PA      | $5562985.51   | 0.55%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding LLC                                                            | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191588 | PA      | $187607.40    | 0.02%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-DELC                                                               | CUSIP: 05594MAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    922000 | PA      | $924293.48    | 0.09%             | 2042-12-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Honey Hill Park CLO, Ltd                                                            | Honey Hill Park CLO Ltd                                                          | CUSIP: 438453AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998962.60   | 0.20%             | 2039-04-24      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385JFD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3200063 | PA      | $3212960.43   | 0.32%             | 2055-11-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                                            | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    330000 | PA      | $329785.14    | 0.03%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                          | AbbVie Inc                                                                       | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $4110870.15   | 0.41%             | 2028-03-03      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313518.34    | 0.03%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust Series 2026-NQM2                                 | CUSIP: 105934AG8<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |   1961514 | PA      | $1938418.79   | 0.19%             | 2065-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234118 | PA      | $230614.21    | 0.02%             | 2041-06-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-110W                                          | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313000 | PA      | $306897.56    | 0.03%             | 2040-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                                               | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $140587.65    | 0.01%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company                                         | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    105151 | PA      | $106375.54    | 0.01%             | 2037-06-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NPY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1407339 | PA      | $1436810.96   | 0.14%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities 2024-1 LLC                                               | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    412256 | PA      | $418387.93    | 0.04%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-7                                                | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |    142438 | PA      | $142710.47    | 0.01%             | 2069-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                                  | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221788.84    | 0.02%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES11                                                   | CUSIP: 749423AB5<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-MBS          | CORP              | US        |   1160569 | PA      | $1155451.62   | 0.11%             | 2055-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357000 | PA      | $373676.58    | 0.04%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137002 | PA      | $135442.71    | 0.01%             | 2042-03-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                                  | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266690 | PA      | $244325.20    | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                            | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    305000 | PA      | $298450.25    | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                      | Amazon.com Inc                                                                   | CUSIP: 023135DA1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   7125000 | PA      | $7139784.38   | 0.71%             | 2029-03-13      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc                                                | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    615000 | PA      | $615821.03    | 0.06%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2024-1                                                     | CUSIP: 12515PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101003.45    | 0.01%             | 2032-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUXN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    853923 | PA      | $841739.32    | 0.08%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                            | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    330000 | PA      | $315075.73    | 0.03%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                             | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $254306.68    | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                                              | Froneri Lux FinCo SARL                                                           | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    320000 | PA      | $316489.79    | 0.03%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    375000 | PA      | $389854.50    | 0.04%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    530000 | PA      | $532384.47    | 0.05%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                                  | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354000 | PA      | $354883.34    | 0.04%             | 2042-08-11      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $591107.14    | 0.06%             | 2048-07-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3866752.97   | 0.38%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2024-2                                                    | CUSIP: 81749HAJ7<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     18863 | PA      | $18831.21     | 0.00%             | 2054-03-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $925578.13    | 0.09%             | 2042-11-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $298151.40    | 0.03%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7715000 | PA      | $7751423.44   | 0.77%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-C8 Mortgage Trust                                                       | CUSIP: 05593HAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199000 | PA      | $191711.27    | 0.02%             | 2057-03-15      | Variable      | 6.23%                 | 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        |     87000 | PA      | $87699.73     | 0.01%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                  | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    160000 | PA      | $160429.51    | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3245012 | PA      | $81281.70     | 0.01%             | 2029-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                                                              | Calderys Financing LLC                                                           | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    855000 | PA      | $879838.61    | 0.09%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297148.21    | 0.03%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $567235.31    | 0.06%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Summer Issuer, LLC                                                                  | Summit Issuer LLC                                                                | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1106000 | PA      | $1106647.23   | 0.11%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                         | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBE0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199835.02    | 0.02%             | 2039-06-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CRSNT Trust                                                                         | CRSNT Trust 2026-MOON                                                            | CUSIP: 12642SAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1225000 | PA      | $1224234.38   | 0.12%             | 2043-02-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2206196 | PA      | $2235022.34   | 0.22%             | 2055-01-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-GPA2                                           | CUSIP: 12433DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050988 | PA      | $1052958.22   | 0.10%             | 2041-11-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                     | ABG Intermediate Holdings 2 LLC 2025 Delayed Draw Term Loan                      | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    934341 | PA      | $935312.26    | 0.09%             | 2032-02-13      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                                                   | T-Mobile US Trust 2025-1                                                         | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $332152.46    | 0.03%             | 2029-11-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3074209 | PA      | $3031859.60   | 0.30%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                                    | Provident Funding Mortgage Trust 2025-4                                          | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    736410 | PA      | $736752.89    | 0.07%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1337054.32   | 0.13%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2026-NQM5 Trust                                                              | CUSIP: 67124DAF8<br>LEI: 254900U0G1G2KQEUQ447 | Long             | ABS-MBS          | CORP              | US        |   1558000 | PA      | $1562354.14   | 0.15%             | 2066-01-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAE0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    885000 | PA      | $933100.19    | 0.09%             | 2044-08-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1267543.63   | 0.13%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32409 | PA      | $31432.98     | 0.00%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3488742.31   | 0.34%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200676.60    | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-G                                 | CUSIP: 63942KAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1025900 | PA      | $924354.99    | 0.09%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2026-R1                                               | CUSIP: 924932AG1<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |    870436 | PA      | $860756.90    | 0.09%             | 2067-10-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207328 | PA      | $207985.81    | 0.02%             | 2060-03-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2015-P001                             | CUSIP: 3137FQXY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1535000 | PA      | $45954.06     | 0.00%             | 2029-03-27      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                                                       | EQUS 2021-EQAZ Mortgage Trust                                                    | CUSIP: 29478JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79510 | PA      | $79485.47     | 0.01%             | 2038-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                             | VF Corp                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453655.60    | 0.04%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61315.05     | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57000 | PA      | $56809.15     | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    408000 | PA      | $416543.52    | 0.04%             | 2042-02-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ARIA                                                               | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    957000 | PA      | $959922.58    | 0.09%             | 2042-12-13      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    402115 | PA      | $402986.49    | 0.04%             | 2041-10-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                                                          | RCKTL 2025-2                                                                     | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    533606 | PA      | $534253.05    | 0.05%             | 2034-11-27      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                         | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    430000 | PA      | $431256.03    | 0.04%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                      | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    265000 | PA      | $264716.08    | 0.03%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2994762 | PA      | $3011171.34   | 0.30%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2025-H8 Mortgage Trust                                                     | CUSIP: 22757XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250136 | PA      | $1245061.92   | 0.12%             | 2070-11-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197587.27    | 0.02%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                                   | GreatAmerica Leasing Receivables Funding LLC                                     | CUSIP: 39154TCQ9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    542000 | PA      | $539313.58    | 0.05%             | 2029-12-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc 2026 Term Loan N                                                   | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1310000 | PA      | $1311886.40   | 0.13%             | 2033-02-13      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27969.10     | 0.00%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2025-3                                         | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440584 | PA      | $440785.87    | 0.04%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-6                                                | CUSIP: 92538MAC3<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    262312 | PA      | $231000.26    | 0.02%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150468.75    | 0.01%             | 2039-12-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                                                         | Regatta XXVIII Funding Ltd                                                       | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1201585.80   | 0.12%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755DAF3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    435000 | PA      | $457837.50    | 0.05%             | 2042-07-25      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHDF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1515755 | PA      | $1523498.90   | 0.15%             | 2054-11-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2023-PRM3                                    | CUSIP: 17331LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $407442.96    | 0.04%             | 2028-07-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                   | WBI Operating LLC                                                                | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    390000 | PA      | $395424.90    | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                           | Forvia SE                                                                        | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    610000 | PA      | $641618.74    | 0.06%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754YAC5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2826000 | PA      | $2831030.00   | 0.28%             | 2045-09-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-2 LLC                                                                   | CUSIP: 55400KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    939046 | PA      | $892049.77    | 0.09%             | 2039-05-20      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HFGH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1477720 | PA      | $1492394.08   | 0.15%             | 2054-09-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                          | Uniti Fiber Abs Issuer LLC                                                       | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    735000 | PA      | $746027.35    | 0.07%             | 2055-04-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $181297.08    | 0.02%             | 2054-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3826187.67   | 0.38%             | 2026-11-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                             | NYMT Loan Trust 2024-INV1                                                        | CUSIP: 62956XAC5<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |    341082 | PA      | $342182.85    | 0.03%             | 2069-06-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    590000 | PA      | $603700.39    | 0.06%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                              | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $198468.66    | 0.02%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61000 | PA      | $61494.33     | 0.01%             | 2031-02-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1786267 | PA      | $1796054.83   | 0.18%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                              | EquipmentShare.com Inc                                                           | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    790000 | PA      | $819027.76    | 0.08%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382507 | PA      | $381655.33    | 0.04%             | 2051-10-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                         | Truist Bank                                                                      | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2014735.79   | 0.20%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                                            | Fashion Show Mall LLC                                                            | CUSIP: 50245XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    578000 | PA      | $586670.00    | 0.06%             | 2041-10-10      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31416NC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29408 | PA      | $29159.72     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-3 Receivables Funding LLC                                  | CUSIP: 826944AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56960 | PA      | $58344.98     | 0.01%             | 2040-09-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MAY5<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   3303565 | PA      | $130229.16    | 0.01%             | 2052-08-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755TAC5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $225192.60    | 0.02%             | 2045-05-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389430 | PA      | $388700.08    | 0.04%             | 2030-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753CAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1001942.90   | 0.10%             | 2045-07-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-3 Receivables Funding LLC                                  | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243805 | PA      | $241240.93    | 0.02%             | 2044-08-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                     | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $450893.52    | 0.04%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754NAQ8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1487000 | PA      | $1564145.56   | 0.15%             | 2042-05-25      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-1 Receivables Funding LLC                                  | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136931 | PA      | $138086.82    | 0.01%             | 2043-01-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CART                                                                                | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94000 | PA      | $93149.23     | 0.01%             | 2041-08-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                       | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |     45023 | PA      | $45373.39     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2025-JDI                                            | CUSIP: 05594LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659788 | PA      | $660200.82    | 0.07%             | 2042-11-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust 2025-10                                        | CUSIP: 16160BAE7<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |    720766 | PA      | $720970.85    | 0.07%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                      | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $801719.65    | 0.08%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                   | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118373 | PA      | $118692.03    | 0.01%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HFDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2428056 | PA      | $2454541.77   | 0.24%             | 2054-08-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SHOPS Trust                                                                         | Shops at Crystals Trust 2016-CSTL                                                | CUSIP: 82510WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1347426.50   | 0.13%             | 2036-07-05      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2023-V2 Mortgage Trust                                                 | CUSIP: 08163TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231000 | PA      | $232955.39    | 0.02%             | 2055-05-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                            | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    815000 | PA      | $819768.99    | 0.08%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AB0<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    537738 | PA      | $539897.89    | 0.05%             | 2070-05-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                                                   | T-Mobile US Trust 2024-2                                                         | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1350595.49   | 0.13%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |   1147000 | PA      | $1183008.00   | 0.12%             | 2042-04-25      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                               | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288000 | PA      | $272947.16    | 0.03%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2022-2                                              | CUSIP: 43283GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150299 | PA      | $149541.16    | 0.01%             | 2037-01-25      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2023-5C2 Mortgage Trust                                                      | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $578660.12    | 0.06%             | 2056-11-15      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FGX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849038 | PA      | $836944.98    | 0.08%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    541000 | PA      | $539998.61    | 0.05%             | 2041-02-18      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212471.23    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3809073.83   | 0.38%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2025-3                                                  | CUSIP: 35042TAA0<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   1161041 | PA      | $1149538.96   | 0.11%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                                           | ALA Trust 2025-OANA                                                              | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397000 | PA      | $397992.50    | 0.04%             | 2040-06-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754MAF4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    130000 | PA      | $137922.20    | 0.01%             | 2042-06-25      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1                                                             | PR RNO Property Owner 1 LLC                                                      | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $674025.45    | 0.07%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                               | Charter Communications Operating LLC 2024 Term Loan B5                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    497481 | PA      | $496988.59    | 0.05%             | 2031-12-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    582770 | PA      | $587956.45    | 0.06%             | 2054-11-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                              | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256000 | PA      | $255800.76    | 0.03%             | 2047-03-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BV2T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    863986 | PA      | $874226.14    | 0.09%             | 2055-05-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                              | Amur Equipment Finance Receivables XV LLC                                        | CUSIP: 03237FAE5<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    361000 | PA      | $364524.41    | 0.04%             | 2032-08-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HLDG 3 OY                                                                  | Ahlstrom Holding 3 Oy                                                            | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    650000 | PA      | $636679.26    | 0.06%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                             | Meridian Arc Holdco LLC                                                          | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $819813.36    | 0.08%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE2                                                | CUSIP: 46657FAA3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-O            | CORP              | US        |    129472 | PA      | $129742.71    | 0.01%             | 2054-03-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2025-DNA1                                          | CUSIP: 35564NGA5<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |   1850000 | PA      | $1847690.65   | 0.18%             | 2045-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLDD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1150388 | PA      | $1161237.34   | 0.11%             | 2055-05-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                                             | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201975.26    | 0.02%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                                            | United Airlines Holdings Inc                                                     | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394024.64    | 0.04%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3381415.40   | 0.33%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2026-NQM3                                                     | CUSIP: 00248BAC1<br>LEI: 984500676AA49C11FP07 | Long             | ABS-MBS          | CORP              | US        |   2520000 | PA      | $2509655.15   | 0.25%             | 2071-04-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                                                                | Arini US CLO IV Ltd                                                              | CUSIP: 04039EAG1<br>LEI: 2549000YTF465KO4L531 | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2718146.70   | 0.27%             | 2039-01-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2026-1                                              | CUSIP: 43284KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2484000 | PA      | $2475503.48   | 0.24%             | 2043-02-25      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2307580 | PA      | $2276077.77   | 0.23%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR7                                                                  | CUSIP: 06211UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $244047.62    | 0.02%             | 2057-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                                          | Elara HGV Timeshare Issuer 2023-A LLC                                            | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267245 | PA      | $274198.45    | 0.03%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHU66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    718605 | PA      | $728740.70    | 0.07%             | 2054-12-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                                 | CNT Holdings I Corp 2025 Term Loan                                               | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    435600 | PA      | $437046.19    | 0.04%             | 2032-11-08      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2025-4 Ltd                                               | CUSIP: 05686GAA2<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002996.40   | 0.20%             | 2039-01-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2026-49 Ltd                                                              | CUSIP: 67570WAJ7<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |   1625000 | PA      | $1621584.41   | 0.16%             | 2039-04-16      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    154000 | PA      | $154290.86    | 0.02%             | 2043-06-18      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385KRD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4966896 | PA      | $4974340.93   | 0.49%             | 2055-12-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                               | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FBJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    877000 | PA      | $877206.36    | 0.09%             | 2056-03-05      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAB5<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    834588 | PA      | $832297.38    | 0.08%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM10                        | CUSIP: 617955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1017525 | PA      | $1014941.11   | 0.10%             | 2070-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427R5T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    617123 | PA      | $620648.97    | 0.06%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                    | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    435000 | PA      | $444409.05    | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-11                                               | CUSIP: 924935AJ8<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |    692974 | PA      | $688900.32    | 0.07%             | 2070-11-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1010871.20   | 0.10%             | 2041-10-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-E                                 | CUSIP: 63942EAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2408499 | PA      | $2152745.86   | 0.21%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-3 Receivables Funding LLC                                  | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186439 | PA      | $185028.26    | 0.02%             | 2044-08-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                               | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $166638.89    | 0.02%             | 2041-12-09      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2016-10HY Mortgage Trust                                            | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $387794.67    | 0.04%             | 2038-08-10      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| INDECK NILES LLC                                                                    | Indeck Niles LLC Term Loan B                                                     | CUSIP: 000000000<br>LEI: 5493003HISDK37Z6Q008 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1001250.00   | 0.10%             | 2033-03-09      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HNTS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2423284 | PA      | $2434012.65   | 0.24%             | 2055-11-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133000 | PA      | $134298.68    | 0.01%             | 2042-06-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                        | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    830000 | PA      | $847529.60    | 0.08%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2026-1 Mortgage Loan Trust                                                  | CUSIP: 196926AD1<br>LEI: 2138009O96115X8GVT44 | Long             | ABS-MBS          | CORP              | US        |   1586651 | PA      | $1575431.89   | 0.16%             | 2071-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                                    | Trinitas CLO XXXVII Ltd                                                          | CUSIP: 89643RAJ5<br>LEI: 254900WMOQBUJPZCJS73 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004966.50   | 0.10%             | 2039-01-22      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803578 | PA      | $808021.67    | 0.08%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                                                           | Wellington Management CLO 1 Ltd                                                  | CUSIP: 94957JAJ3<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-CBDO         | CORP              | JE        |   1200000 | PA      | $1201845.72   | 0.12%             | 2038-10-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46529 | PA      | $46192.75     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2025-1                                     | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224000 | PA      | $226812.41    | 0.02%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $374766.75    | 0.04%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    619000 | PA      | $617132.29    | 0.06%             | 2060-06-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129501.31    | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231000 | PA      | $233478.38    | 0.02%             | 2042-10-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMRL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1122326 | PA      | $1152455.58   | 0.11%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FAQF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4485029 | PA      | $24730.45     | 0.00%             | 2027-06-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                       | Bridgecrest Lending Auto Securitization Trust 2026-1                             | CUSIP: 107927AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1173000 | PA      | $1165361.42   | 0.12%             | 2031-11-17      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2023-5YR2                                                                  | CUSIP: 06211CAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $111778.38    | 0.01%             | 2056-07-15      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785000 | PA      | $795363.18    | 0.08%             | 2042-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURC                                                            | Infinity Natural Resources LLC                                                   | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188127.61    | 0.02%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                            | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60861.54     | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753XAB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2856000 | PA      | $2917399.72   | 0.29%             | 2042-03-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                                            | Fashion Show Mall LLC                                                            | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $612036.85    | 0.06%             | 2041-10-10      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| SHOPS Trust                                                                         | Shops at Crystals Trust 2016-CSTL                                                | CUSIP: 82510WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1925000 | PA      | $1921679.95   | 0.19%             | 2036-07-05      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                                    | Flatiron CLO 26 Ltd                                                              | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1300000 | PA      | $1303007.94   | 0.13%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |    530000 | PA      | $530676.81    | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $259187.50    | 0.03%             | 2042-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                              | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294711.92    | 0.03%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAG0<br>LEI: 254900XFNEJEC9OBKH62 | Long             | ABS-MBS          | CORP              | US        |   1019382 | PA      | $1012465.32   | 0.10%             | 2070-11-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                             | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    380000 | PA      | $382761.04    | 0.04%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                                                   | Parexel International Corporation 2025 Repriced Term Loan B                      | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |     19950 | PA      | $19950.00     | 0.00%             | 2031-12-12      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Michaels Companies, Inc. (The)                                                      | Michaels Companies Inc (The) 2026 Term Loan B                                    | CUSIP: 59408UAE7<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |   1000000 | PA      | $988540.00    | 0.10%             | 2033-03-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306634 | PA      | $307209.06    | 0.03%             | 2040-06-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    740000 | PA      | $757912.44    | 0.07%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197000 | PA      | $195933.56    | 0.02%             | 2058-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $906303.13    | 0.09%             | 2044-12-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                 | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199346.98    | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2026-1                                                | CUSIP: 92541JAM3<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |    580452 | PA      | $578197.96    | 0.06%             | 2071-01-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2022-1                                        | CUSIP: 31573CAA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    553112 | PA      | $490178.90    | 0.05%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-4                                  | CUSIP: 16159NAK0<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    176452 | PA      | $177384.38    | 0.02%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WAHE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12927 | PA      | $12726.20     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VLT7                                                               | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $469412.50    | 0.05%             | 2044-07-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199063 | PA      | $201707.09    | 0.02%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147849 | PA      | $148126.10    | 0.01%             | 2039-02-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                                   | GreatAmerica Leasing Receivables Funding LLC                                     | CUSIP: 39154GAJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    318000 | PA      | $318940.87    | 0.03%             | 2029-04-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAB2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    103505 | PA      | $103634.69    | 0.01%             | 2041-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM2 Trust                                                             | CUSIP: 36171HAC3<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |    165184 | PA      | $165877.94    | 0.02%             | 2070-04-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $670429.54    | 0.07%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    340000 | PA      | $369342.51    | 0.04%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAC4<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    230657 | PA      | $204896.45    | 0.02%             | 2066-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                             | Zayo Group Holdings Inc 2025 USD Term Loan                                       | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    589058 | PA      | $587585.73    | 0.06%             | 2030-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QU4A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911741 | PA      | $933296.42    | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAJ5<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    896000 | PA      | $877174.05    | 0.09%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                             | Sensata Technologies BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    510000 | PA      | $513879.57    | 0.05%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLA93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1118665 | PA      | $1136477.99   | 0.11%             | 2055-05-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNBA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4993360 | PA      | $150752.52    | 0.01%             | 2029-07-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAC8<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |    148596 | PA      | $149327.90    | 0.01%             | 2055-05-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    368867 | PA      | $368679.41    | 0.04%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745000 | PA      | $724051.12    | 0.07%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                               | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $518983.93    | 0.05%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO IX Ltd                                                              | CUSIP: 894932AL6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001363.10   | 0.10%             | 2039-01-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313000 | PA      | $314497.27    | 0.03%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                                | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $211038.83    | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                         | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274452 | PA      | $275996.33    | 0.03%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| DC Office Trust                                                                     | DC Office Trust 2019-MTC                                                         | CUSIP: 23312BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $280744.85    | 0.03%             | 2045-09-15      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                                        | NY Commercial Mortgage Trust 2025-299P                                           | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $404487.29    | 0.04%             | 2047-02-10      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1673325.17   | 0.17%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $170874.06    | 0.02%             | 2040-06-12      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-C                                 | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1342551 | PA      | $1222824.52   | 0.12%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HK4B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    761274 | PA      | $770427.74    | 0.08%             | 2055-03-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAE1<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $125613.73    | 0.01%             | 2035-07-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                                          | Lightpath Fiber Issuer LLC                                                       | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    994000 | PA      | $996385.60    | 0.10%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                           | HUB International Limited 2025 Term Loan B                                       | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    334209 | PA      | $334973.88    | 0.03%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAA7<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    255996 | PA      | $254449.20    | 0.03%             | 2050-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                    | TKC Holdings Inc                                                                 | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $88569.92     | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -1010 | NC      | $1865033.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-1 Receivables Funding LLC                                  | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65554 | PA      | $66992.27     | 0.01%             | 2040-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    670000 | PA      | $688554.31    | 0.07%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                                 | Eaton Vance CLO 2013-1 Ltd                                                       | CUSIP: 27830BBY9<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   1625000 | PA      | $1628715.40   | 0.16%             | 2038-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190373 | PA      | $191086.63    | 0.02%             | 2039-02-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142J6CM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    706347 | PA      | $696267.39    | 0.07%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BSCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    758405 | PA      | $764500.84    | 0.08%             | 2054-03-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                          | Uniti Fiber Abs Issuer LLC                                                       | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266000 | PA      | $270035.73    | 0.03%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                         | Avient Corp                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376837.60    | 0.04%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2025-1                                              | CUSIP: 43283CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    501628 | PA      | $503191.83    | 0.05%             | 2042-05-27      | Fixed         | 5.52%                 | 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        |    390000 | PA      | $368550.00    | 0.04%             | 2037-03-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                               | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    520000 | PA      | $535558.92    | 0.05%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2026-NQM4 Trust                                                              | CUSIP: 67124FAK2<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |   1388974 | PA      | $1388055.46   | 0.14%             | 2066-02-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                  | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $547225.00    | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| POTTERS INDUSTRIES LLC                                                              | Potters Industries LLC 2025 Repriced Term Loan B                                 | CUSIP: 000000000<br>LEI: 391200O5OFXXMCYPAR13 | Long             | LON              | CORP              | US        |    500000 | PA      | $501665.00    | 0.05%             | 2032-12-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                       | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344286.85    | 0.03%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | CUSIP: 61767CBA5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $61777.27     | 0.01%             | 2050-05-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                                       | Pye-Barker Fire & Safety LLC 2025 Term Loan                                      | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    435000 | PA      | $436596.45    | 0.04%             | 2032-12-16      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2026-V20 Mortgage Trust                                                | CUSIP: 08164KBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1344000 | PA      | $1316895.01   | 0.13%             | 2059-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      3212 | NC      | $-5129513.75  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2647653.48   | 0.26%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102945.47    | 0.01%             | 2040-01-13      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                      | CUSIP: 14856VAB3<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    292616 | PA      | $294425.03    | 0.03%             | 2050-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | CUSIP: 95000KBG9<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $360443.16    | 0.04%             | 2049-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                                               | PK Alift Loan Funding 8 LP                                                       | CUSIP: 72585CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940000 | PA      | $920907.57    | 0.09%             | 2043-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142J6BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    878029 | PA      | $896415.90    | 0.09%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                             | Black Pearl Compute LLC                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $608752.66    | 0.06%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282221 | PA      | $285545.56    | 0.03%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2025-2                                                     | CUSIP: 12516XAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1182000 | PA      | $1170868.99   | 0.12%             | 2034-08-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE1                                                | CUSIP: 46658AAA3<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-O            | CORP              | US        |    288464 | PA      | $289166.08    | 0.03%             | 2054-08-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3400000 | PA      | $3411625.25   | 0.34%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9610000 | PA      | $9504139.89   | 0.94%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                       | BLP Commercial Mortgage Trust 2025-IND2                                          | CUSIP: 05556WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $651218.75    | 0.06%             | 2042-12-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                               | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270406 | PA      | $265185.41    | 0.03%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                                   | Amsted Industries Inc                                                            | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    460000 | PA      | $445978.10    | 0.04%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM5                                        | CUSIP: 46664DAE1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1614021 | PA      | $1605077.11   | 0.16%             | 2066-05-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FTB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1880560 | PA      | $1891345.36   | 0.19%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11395000 | PA      | $11486579.45  | 1.14%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-2 Receivables Funding LLC                                  | CUSIP: 82653HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130112 | PA      | $129654.07    | 0.01%             | 2044-04-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19045000 | PA      | $19040536.23  | 1.88%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust                                                            | SPGN Trust 2026-TFLM                                                             | CUSIP: 847946AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1133000 | PA      | $1128761.90   | 0.11%             | 2041-02-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    575000 | PA      | $560566.48    | 0.06%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2016-10HY Mortgage Trust                                            | CUSIP: 44421LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203000 | PA      | $201629.91    | 0.02%             | 2038-08-10      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                   | INEOS Finance PLC                                                                | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $90389.61     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                            | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    625000 | PA      | $639543.13    | 0.06%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    577000 | PA      | $576332.87    | 0.06%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy 36 CLO Ltd                                                                | CUSIP: 362937AA2<br>LEI: 391200IVEMZD61SG5W29 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002992.40   | 0.20%             | 2038-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                                  | Caturus Energy LLC                                                               | CUSIP: 149482AA9<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150413.68    | 0.01%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                           | Santander Mortgage Asset Receivable Trust 2026-NQM3                              | CUSIP: 802929AG4<br>LEI: 2549005ZY4JF8SF73087 | Long             | ABS-MBS          | CORP              | US        |   2410613 | PA      | $2402500.40   | 0.24%             | 2066-03-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                              | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    285000 | PA      | $278645.11    | 0.03%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Aspire Mortgage Trust                                                               | Aspire Mortgage Trust 2026-1                                                     | CUSIP: 04539FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1801994 | PA      | $1791142.57   | 0.18%             | 2066-01-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO VI Ltd                                                              | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2400694.32   | 0.24%             | 2038-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    385000 | PA      | $401357.11    | 0.04%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2408165 | PA      | $2374543.61   | 0.23%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                                    | Symphony CLO 51 Ltd                                                              | CUSIP: 87170DAC6<br>LEI: 254900SSDOOTE62NLC19 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001498.20   | 0.20%             | 2039-01-28      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE3                                                | CUSIP: 465985AB5<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |    107870 | PA      | $108420.46    | 0.01%             | 2054-05-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    269133 | PA      | $269631.24    | 0.03%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                            | Principal Life Global Funding II                                                 | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1699978.16   | 0.17%             | 2028-08-18      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2950037.14   | 0.29%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                              | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198522.00    | 0.02%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                              | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    540000 | PA      | $552530.70    | 0.05%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                            | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $547720.02    | 0.05%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                         | Truist Bank                                                                      | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2902589.05   | 0.29%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                                     | Oaktree CLO 2022-3 Ltd                                                           | CUSIP: 67401RAN4<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1202236.44   | 0.12%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755CAF5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1459830.40   | 0.14%             | 2043-10-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996562.50    | 0.10%             | 2044-12-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2020-F                                 | CUSIP: 63941XAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    181728 | PA      | $171669.47    | 0.02%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| SKEENA RESOURCES LIMITED                                                            | Skeena Resources Ltd                                                             | CUSIP: 83056PAA1<br>LEI: 549300DCWSQFVVZ21289 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $219863.68    | 0.02%             | 2031-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1125000 | PA      | $1143933.86   | 0.11%             | 2042-03-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85128.82     | 0.01%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    849309 | PA      | $867094.06    | 0.09%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                    | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3834698.40   | 0.38%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO19, LTD                                            | GoldenTree Loan Management US CLO 19 Ltd                                         | CUSIP: 38138WAW4<br>LEI: 9845000ND1D1M408P483 | Long             | ABS-CBDO         | CORP              | JE        |   1750000 | PA      | $1742205.68   | 0.17%             | 2039-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                            | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1135920.49   | 0.11%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $119626.26    | 0.01%             | 2060-06-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V5 Mortgage Trust                                                 | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529000 | PA      | $547117.24    | 0.05%             | 2057-01-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                                             | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    395000 | PA      | $398298.25    | 0.04%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |    177446 | PA      | $177327.02    | 0.02%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2100000 | PA      | $2095368.43   | 0.21%             | 2029-12-23      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                               | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    768000 | PA      | $800785.15    | 0.08%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                                    | Star Holding LLC                                                                 | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    385000 | PA      | $392828.21    | 0.04%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2026-2                                      | CUSIP: 14855UAA8<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   1471000 | PA      | $1470982.05   | 0.15%             | 2051-04-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-4                                           | CUSIP: 46657WAL2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     32360 | PA      | $32297.90     | 0.00%             | 2054-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    970000 | PA      | $964611.47    | 0.10%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                            | Great Outdoors Group LLC 2025 Term Loan B                                        | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    659987 | PA      | $663452.38    | 0.07%             | 2032-01-23      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    347000 | PA      | $346824.38    | 0.03%             | 2043-06-18      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                               | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    360000 | PA      | $369511.92    | 0.04%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2026-1 Receivables Funding LLC                                  | CUSIP: 82652VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2405607 | PA      | $2382806.78   | 0.24%             | 2042-12-22      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                 | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90427.01     | 0.01%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $308845.39    | 0.03%             | 2052-08-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                                         | Texas Debt Capital CLO 2023-I Ltd                                                | CUSIP: 88238CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503852.00   | 0.15%             | 2038-07-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES10                                                   | CUSIP: 74939LAA2<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |    453449 | PA      | $451060.25    | 0.04%             | 2055-11-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294897.34    | 0.03%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                              | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $252388.20    | 0.02%             | 2047-03-14      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                       | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    658516 | PA      | $651997.25    | 0.06%             | 2046-12-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM10 Trust                                                             | CUSIP: 67121LAD8<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $385506.01    | 0.04%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                               | Quikrete Holdings Inc 2025 Term Loan B1                                          | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    879989 | PA      | $880243.92    | 0.09%             | 2031-04-14      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                                                           | SLG Office Trust 2026-OMA                                                        | CUSIP: 78451FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2388000 | PA      | $2397531.46   | 0.24%             | 2041-04-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust VIII                                              | CUSIP: 97063RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242739 | PA      | $244162.33    | 0.02%             | 2050-06-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97000 | PA      | $98275.54     | 0.01%             | 2042-06-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2024-3                                 | CUSIP: 78436XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $541770.01    | 0.05%             | 2031-11-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAG6<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100641.96    | 0.01%             | 2035-07-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET MT-1 Ltd                                                                   | CUSIP: 00039NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1371319 | PA      | $1354883.78   | 0.13%             | 2050-02-16      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES8                                                    | CUSIP: 74939WAA8<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    859962 | PA      | $859748.64    | 0.08%             | 2055-08-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4666699.03   | 0.46%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -162 | NC      | $324043.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-5 Mortgage Loan Trust                                                  | CUSIP: 12598RAA1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    579098 | PA      | $524564.32    | 0.05%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                                | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    635000 | PA      | $669147.00    | 0.07%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BVVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3313254 | PA      | $3362615.85   | 0.33%             | 2054-08-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                                                | Signal Peak CLO 8 Ltd                                                            | CUSIP: 826937AA2<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001997.40   | 0.10%             | 2037-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FHX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1720081 | PA      | $1695669.82   | 0.17%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                             | Brown Group Holding LLC 2022 Incremental Term Loan B2                            | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   1200000 | PA      | $1205868.00   | 0.12%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GVEG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    597872 | PA      | $602430.97    | 0.06%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    837828 | PA      | $842420.03    | 0.08%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAF1<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $188921.90    | 0.02%             | 2064-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1545000 | PA      | $1509803.05   | 0.15%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Trust 2024-BHP                                                             | CUSIP: 05493WAC6<br>LEI: 549300BOMGFOVRYRQK33 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100139.76    | 0.01%             | 2039-08-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2019-NQM5                                    | CUSIP: 64830PAA4<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    145896 | PA      | $139039.59    | 0.01%             | 2059-11-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293299 | PA      | $295383.85    | 0.03%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1007765 | PA      | $1013391.42   | 0.10%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2084941 | PA      | $2128601.70   | 0.21%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAH5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $499950.45    | 0.05%             | 2045-02-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2026-1                                                | CUSIP: 92541JAF8<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |    224974 | PA      | $224121.09    | 0.02%             | 2071-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                                      | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82000 | PA      | $87205.61     | 0.01%             | 2056-12-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385DT89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4085697 | PA      | $4120065.44   | 0.41%             | 2055-03-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                     | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428836.29    | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    890000 | PA      | $893546.04    | 0.09%             | 2028-02-04      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO XXXVIII Ltd                                          | CUSIP: 08183FAA6<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1303188.38   | 0.13%             | 2038-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                                                                            | SRAM LLC 2025 Term Loan B                                                        | CUSIP: 85232BAV8<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |    434500 | PA      | $432688.14    | 0.04%             | 2032-02-27      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                 | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252487.92    | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1174000 | PA      | $1118134.39   | 0.11%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159927.07    | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-2 LLC                                                                   | CUSIP: 55389RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540857 | PA      | $530039.92    | 0.05%             | 2044-10-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                                                              | Kinetic ABS Issuer LLC                                                           | CUSIP: 49459AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1620000 | PA      | $1614098.83   | 0.16%             | 2056-02-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                               | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111524.05    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                                 | PenFed Auto Receivables Owner Trust 2025-A                                       | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    936000 | PA      | $932894.26    | 0.09%             | 2030-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2026-RTL1                                                   | CUSIP: 50206JAA3<br>LEI: 52990026MRD22HI0T740 | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1884814.25   | 0.19%             | 2041-01-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                    | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    380000 | PA      | $395592.16    | 0.04%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2025-NQM7                                    | CUSIP: 64831YAE6<br>LEI: 2138008C4H1F2CU67V53 | Long             | ABS-MBS          | CORP              | US        |    810885 | PA      | $807650.76    | 0.08%             | 2065-10-26      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust 2025-1                                         | CUSIP: 16160TAD0<br>LEI: 529900UNQTJFSNGLF721 | Long             | ABS-MBS          | CORP              | US        |    516729 | PA      | $518813.99    | 0.05%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                               | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FBC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    907000 | PA      | $907473.91    | 0.09%             | 2056-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                          | GLS Auto Receivables Issuer Trust 2025-4                                         | CUSIP: 36273HAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    352000 | PA      | $351369.81    | 0.03%             | 2031-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | TRESTLES CLO III LTD                                                             | CUSIP: 89532TAY2<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1509180.00   | 0.15%             | 2037-10-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2024-1                                 | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421000 | PA      | $428073.05    | 0.04%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                             | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $84457.26     | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                          | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136000 | PA      | $136535.04    | 0.01%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM17 Trust                                                             | CUSIP: 67122JAE0<br>LEI: 254900I0YTADJGNQ3O02 | Long             | ABS-MBS          | CORP              | US        |    561020 | PA      | $557485.75    | 0.06%             | 2065-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754UAC3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2496000 | PA      | $2500680.00   | 0.25%             | 2046-04-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    605000 | PA      | $586369.75    | 0.06%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                       | Nordstrom Inc                                                                    | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225551.64    | 0.02%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                              | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6163000 | PA      | $6172367.76   | 0.61%             | 2029-07-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2022-2 Receivables Funding LLC                                  | CUSIP: 82650TAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36321 | PA      | $36345.82     | 0.00%             | 2040-06-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HJAS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    814031 | PA      | $824215.11    | 0.08%             | 2055-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DN3S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    573215 | PA      | $581523.33    | 0.06%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755DAB2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     79000 | PA      | $81306.55     | 0.01%             | 2042-07-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BXPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3240050 | PA      | $3274739.63   | 0.32%             | 2055-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                              | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |    465000 | PA      | $474733.85    | 0.05%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    482054 | PA      | $491867.39    | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W4NW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1996598 | PA      | $1970273.51   | 0.19%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                              | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    300000 | PA      | $318221.70    | 0.03%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAB0<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |    133320 | PA      | $133924.67    | 0.01%             | 2055-05-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                         | CUSIP: 617948AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    721045 | PA      | $722455.73    | 0.07%             | 2070-07-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos CLO XLVI Ltd                                                              | CUSIP: 03770RAN2<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2501745.75   | 0.25%             | 2038-10-24      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2026-NQM3                                    | CUSIP: 64832PAH7<br>LEI: 213800BXPAJOYIE7S264 | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $422311.79    | 0.04%             | 2066-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755JAC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1000629.10   | 0.10%             | 2045-01-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                | Neptune Bidco US Inc 2026 USD Term Loan B                                        | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   1000000 | PA      | $978250.00    | 0.10%             | 2033-02-03      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2026-1                                                | CUSIP: 92541JAN1<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |    361000 | PA      | $355405.87    | 0.04%             | 2071-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                            | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    430000 | PA      | $411030.85    | 0.04%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                         | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2955613.21   | 0.29%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3789830.18   | 0.37%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAL8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    501000 | PA      | $511344.95    | 0.05%             | 2041-12-10      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM10                        | CUSIP: 617955AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310447 | PA      | $309717.36    | 0.03%             | 2070-11-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2026-NQM1 Trust                                                              | CUSIP: 67123HAK9<br>LEI: 25490068H0VHV68K7086 | Long             | ABS-MBS          | CORP              | US        |   1733914 | PA      | $1719327.18   | 0.17%             | 2065-11-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                             | USI Inc 2024 Term Loan C                                                         | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    434486 | PA      | $434825.10    | 0.04%             | 2030-09-29      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                       | LGI Homes Inc                                                                    | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131529.69    | 0.01%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384XW58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    888637 | PA      | $898725.34    | 0.09%             | 2054-11-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                    | TKC Holdings Inc                                                                 | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $158656.92    | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2026-NQM5 Mortgage Trust                                                   | CUSIP: 22759BAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2460000 | PA      | $2455489.84   | 0.24%             | 2071-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                                      | RIDE 2025-SHRE                                                                   | CUSIP: 765692AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304000 | PA      | $308271.63    | 0.03%             | 2047-02-14      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 10YR NOTE (CBT)JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -97 | NC      | $265750.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM16 Trust                                                             | CUSIP: 67122DAG8<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |    804679 | PA      | $799349.61    | 0.08%             | 2065-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                         | BIOMARIN PHARMACEUTICAL INC TERM LOAN B                                          | CUSIP: 09075UAD6<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1002660.00   | 0.10%             | 2033-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                                          | Kaseya Inc 2025 1st Lien Term Loan B                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    497487 | PA      | $451116.64    | 0.04%             | 2032-03-22      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    631758 | PA      | $633627.93    | 0.06%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                                 | General Electric Co                                                              | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2509000 | PA      | $2508096.86   | 0.25%             | 2026-05-05      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                            | Graphic Packaging International LLC                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    745000 | PA      | $695832.76    | 0.07%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES10                                                   | CUSIP: 74939LAB0<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |    936409 | PA      | $931275.90    | 0.09%             | 2055-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    560497 | PA      | $572233.87    | 0.06%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                    | VB-S1 Issuer LLC                                                                 | CUSIP: 91825HAA2<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |   1529000 | PA      | $1495001.77   | 0.15%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    986194 | PA      | $1006844.13   | 0.10%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75011 | PA      | $76106.57     | 0.01%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                                         | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388000 | PA      | $367160.99    | 0.04%             | 2055-06-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    678000 | PA      | $679318.10    | 0.07%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3863772.46   | 0.38%             | 2026-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190244.64    | 0.02%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2025-DNA4                                          | CUSIP: 35564UBS5<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |    619000 | PA      | $620564.83    | 0.06%             | 2045-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fort Washington CLO                                                                 | Fort Washington CLO 2021-2 LTD                                                   | CUSIP: 34918RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    435000 | PA      | $435257.91    | 0.04%             | 2034-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508000 | PA      | $486514.24    | 0.05%             | 2039-09-10      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC FINANCE                                                             | Core Scientific Finance I LLC                                                    | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $448876.89    | 0.04%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $529462.32    | 0.05%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347092 | PA      | $351447.45    | 0.03%             | 2030-08-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $3824559.53   | 0.38%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                | Verizon Master Trust                                                             | CUSIP: 92348VAA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1381908.60   | 0.14%             | 2031-09-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-2 Receivables Funding LLC                                  | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200124 | PA      | $199600.05    | 0.02%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5040000 | PA      | $5069411.27   | 0.50%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165478 | PA      | $167652.03    | 0.02%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4660000 | PA      | $4671608.11   | 0.46%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                       | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    410000 | PA      | $425548.02    | 0.04%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                 | Abbott Laboratories                                                              | CUSIP: 002824BY5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   9460000 | PA      | $9471825.00   | 0.94%             | 2029-03-09      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434000 | PA      | $438460.39    | 0.04%             | 2058-05-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-1 LLC                                                                   | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50667 | PA      | $51434.84     | 0.01%             | 2043-02-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAF3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    515000 | PA      | $520018.47    | 0.05%             | 2041-10-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                                  | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $456064.03    | 0.05%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                             | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    555000 | PA      | $578554.20    | 0.06%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    417009 | PA      | $418422.34    | 0.04%             | 2030-04-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAC3<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |    424146 | PA      | $424959.68    | 0.04%             | 2070-07-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311000 | PA      | $308687.59    | 0.03%             | 2038-05-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 43 Ltd                                                                  | Elmwood CLO 43 Ltd                                                               | CUSIP: 29004KAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1510192.80   | 0.15%             | 2038-07-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2026-CES1                                              | CUSIP: 89190LAA4<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |   1376468 | PA      | $1369644.58   | 0.14%             | 2066-01-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $983991.49    | 0.10%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                         | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAL5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $214797.02    | 0.02%             | 2039-06-10      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                       | CoreWeave Inc                                                                    | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    510000 | PA      | $512953.18    | 0.05%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                              | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                    | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $439066.94    | 0.04%             | 2030-01-22      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $260810.56    | 0.03%             | 2030-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                               | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    365000 | PA      | $369904.87    | 0.04%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615000 | PA      | $619335.50    | 0.06%             | 2042-10-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp                                                                | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350427.46    | 0.03%             | 2026-08-03      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-2 Receivables Funding LLC                                  | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69497 | PA      | $69987.29     | 0.01%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                                          | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303000 | PA      | $300545.67    | 0.03%             | 2033-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                      | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615000 | PA      | $628547.71    | 0.06%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    360000 | PA      | $377542.80    | 0.04%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                      | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316650 | PA      | $315392.27    | 0.03%             | 2041-11-05      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138971.39    | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | NRZT 2025-NQM6                                                                   | CUSIP: 64832KAH8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495919.35    | 0.05%             | 2065-10-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    361599 | PA      | $329460.67    | 0.03%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2025-6 Mortgage Loan Trust                                                  | CUSIP: 19689BAD5<br>LEI: 213800IXUWCX6RHIO921 | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $185643.34    | 0.02%             | 2070-08-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $113952.85    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                            | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304859.46    | 0.03%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAY1<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    306000 | PA      | $292947.11    | 0.03%             | 2049-05-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                      | Mercedes-Benz Auto Lease Trust 2025-B                                            | CUSIP: 58770XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291000 | PA      | $289302.42    | 0.03%             | 2029-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2022-2                                              | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47055 | PA      | $46656.36     | 0.00%             | 2037-01-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                              | WESCO Distribution Inc                                                           | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339788.24    | 0.03%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1765862 | PA      | $1740664.04   | 0.17%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  36942344 | NS      | $36942344.19  | 3.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384YZ95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    826261 | PA      | $833980.13    | 0.08%             | 2054-11-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    980000 | PA      | $989207.54    | 0.10%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336000 | PA      | $336399.71    | 0.03%             | 2042-10-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2025-2                                              | CUSIP: 43285JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170214 | PA      | $169032.12    | 0.02%             | 2044-05-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                                 | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    614000 | PA      | $608528.03    | 0.06%             | 2056-02-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAD1<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |     77277 | PA      | $78877.32     | 0.01%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7165000 | PA      | $7065144.33   | 0.70%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                            | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124367.93    | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                       | Bridgecrest Lending Auto Securitization Trust 2025-4                             | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329000 | PA      | $329486.39    | 0.03%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                                    | BOF VII AL Funding Trust I                                                       | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270145 | PA      | $274034.56    | 0.03%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-2 Receivables Funding LLC                                  | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    327471 | PA      | $329012.46    | 0.03%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    480000 | PA      | $495931.20    | 0.05%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-HE1 Trust                                                               | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |    650943 | PA      | $653683.44    | 0.06%             | 2055-02-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2022-4                                                 | CUSIP: 89180YAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    594736 | PA      | $566131.42    | 0.06%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2106884.46   | 0.21%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    535000 | PA      | $536347.18    | 0.05%             | 2045-02-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                                | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    580000 | PA      | $557985.63    | 0.06%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                                                | Fifth Third Bank NA                                                              | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1455096.50   | 0.14%             | 2028-01-28      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $424078.40    | 0.04%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                                                        | FIVE 2023-V1 Mortgage Trust                                                      | CUSIP: 337964AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147000 | PA      | $147007.64    | 0.01%             | 2056-02-10      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301179.09    | 0.03%             | 2053-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8733332 | PA      | $8790563.92   | 0.87%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2026-OPTM                                                               | CUSIP: 05594XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1865000 | PA      | $1860337.50   | 0.18%             | 2039-03-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                     | HOMES 2025-NQM4 Trust                                                            | CUSIP: 403958AA9<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    887107 | PA      | $887352.75    | 0.09%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919AD7<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    253404 | PA      | $254425.05    | 0.03%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                                                       | EQUS 2021-EQAZ Mortgage Trust                                                    | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905760 | PA      | $905476.78    | 0.09%             | 2038-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1224172 | PA      | $1234722.78   | 0.12%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    558399 | PA      | $570092.04    | 0.06%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AD6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    193000 | PA      | $194184.63    | 0.02%             | 2064-02-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                              | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |    250000 | PA      | $249401.78    | 0.02%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                                            | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    985000 | PA      | $983376.52    | 0.10%             | 2029-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28630000 | PA      | $28443233.91  | 2.81%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                                            | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1004912.93   | 0.10%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM 2026-AFC3 Trust                                                            | CUSIP: 69393JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1703000 | PA      | $1702943.46   | 0.17%             | 2061-05-01      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2026-OPTM                                                               | CUSIP: 05594XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1767000 | PA      | $1762582.50   | 0.17%             | 2039-03-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                              | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                    | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $439357.42    | 0.04%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211000 | PA      | $211584.28    | 0.02%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                                               | DBR Land Holdings LLC                                                            | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $424856.25    | 0.04%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PFP III                                                                             | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    440000 | PA      | $440820.42    | 0.04%             | 2042-12-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                            | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1240000 | PA      | $1280920.00   | 0.13%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    505000 | PA      | $503815.96    | 0.05%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                    | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228000 | PA      | $238401.50    | 0.02%             | 2057-07-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-1 Receivables Funding LLC                                  | CUSIP: 82653CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204639 | PA      | $204847.57    | 0.02%             | 2042-01-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2128672 | PA      | $2022887.92   | 0.20%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31950000 | PA      | $31689158.28  | 3.13%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Mscr Trust Mn8                                                       | CUSIP: 35563RAA3<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |    231731 | PA      | $233069.26    | 0.02%             | 2044-05-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    385000 | PA      | $400841.98    | 0.04%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3685000 | PA      | $3688011.68   | 0.36%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-4                                                | CUSIP: 92540GAD0<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $191921.05    | 0.02%             | 2069-06-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                              | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $366376.04    | 0.04%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NorthRiver Midstream Finance LP                                                     | NorthRiver Midstream Finance LP 2023 USD Term Loan B                             | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |    997342 | PA      | $998169.46    | 0.10%             | 2030-08-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460768 | PA      | $472887.10    | 0.05%             | 2059-06-25      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                 | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    615000 | PA      | $586546.35    | 0.06%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                         | HOLOGIC INC 2026 USD TERM LOAN B                                                 | CUSIP: 43644ABL2<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |   1000000 | PA      | $994380.00    | 0.10%             | 2033-04-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207941AF2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    525000 | PA      | $540330.89    | 0.05%             | 2044-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAD1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    208036 | PA      | $208313.56    | 0.02%             | 2065-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $255906.20    | 0.03%             | 2040-01-13      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2469000.35   | 0.24%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55510 | PA      | $56431.84     | 0.01%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    849000 | PA      | $848809.06    | 0.08%             | 2041-02-18      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1590284.08   | 0.16%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                                                    | COOPR Residential Mortgage Trust 2025-CES1                                       | CUSIP: 12596SAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327478 | PA      | $329420.13    | 0.03%             | 2060-05-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2065000 | PA      | $2082894.01   | 0.21%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Cogentrix Finance Holdco I LLC                                                      | Cogentrix Finance Holdco I LLC Repriced Term Loan B                              | CUSIP: 19239LAC0<br>LEI: 254900V51P55ABN4UU67 | Long             | LON              | CORP              | US        |    389400 | PA      | $390720.07    | 0.04%             | 2032-02-26      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                                | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490DAC8<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $474027.13    | 0.05%             | 2048-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JBK3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    958000 | PA      | $960546.56    | 0.09%             | 2056-04-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    364000 | PA      | $363999.45    | 0.04%             | 2043-06-18      | Floating      | 5.86%                 | 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        |    482000 | PA      | $481397.50    | 0.05%             | 2038-05-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2561319.68   | 0.25%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2018-HOME Mortgage Trust                                                    | CUSIP: 20048JAA8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $166325.77    | 0.02%             | 2033-04-10      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                              | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1178007.23   | 0.12%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $3872878.55   | 0.38%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                          | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $253614.09    | 0.03%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-1 LLC                                                                   | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90279 | PA      | $91001.29     | 0.01%             | 2043-02-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                                 | SG Residential Mortgage Trust 2021-2                                             | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328797 | PA      | $281559.84    | 0.03%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                   | World Omni Auto Receivables Trust 2025-D                                         | CUSIP: 98165HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $720348.33    | 0.07%             | 2031-03-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                               | Novartis Capital Corp                                                            | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   6410000 | PA      | $6434364.41   | 0.64%             | 2028-11-05      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2026-4                                                | CUSIP: 924936AL1<br>LEI: 213800IHMG1PWP37P355 | Long             | ABS-MBS          | CORP              | US        |    847000 | PA      | $844976.09    | 0.08%             | 2071-04-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2024-4 Ltd                                                     | CUSIP: 69703WAJ3<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000974.10   | 0.10%             | 2038-01-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    449000 | PA      | $453043.51    | 0.04%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                                | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    395000 | PA      | $406351.34    | 0.04%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181000 | PA      | $137741.00    | 0.01%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $373106.05    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-10                                                 | CUSIP: 034940AC0<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |    527327 | PA      | $524796.50    | 0.05%             | 2070-09-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                                    | SoFi Consumer Loan Program Trust 2026-1                                          | CUSIP: 83408AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    904000 | PA      | $892810.65    | 0.09%             | 2035-12-26      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                     | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3323143.49   | 0.33%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    669000 | PA      | $665655.00    | 0.07%             | 2038-05-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2024-RTL2                                    | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-MBS          | CORP              | US        |    219000 | PA      | $220257.63    | 0.02%             | 2039-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-DNA1                                          | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |    860000 | PA      | $867241.46    | 0.09%             | 2044-02-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2025-NQM5 Trust                                                              | CUSIP: 59319DAC7<br>LEI: 25490048OKUKCESK4V59 | Long             | ABS-MBS          | CORP              | US        |   1552264 | PA      | $1552840.93   | 0.15%             | 2070-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $5125102.49   | 0.51%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    762077 | PA      | $774460.01    | 0.08%             | 2055-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                                                        | PetSmart Inc 2025 USD Term Loan B                                                | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   1280000 | PA      | $1284006.40   | 0.13%             | 2032-08-18      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1426483 | PA      | $1444239.74   | 0.14%             | 2042-01-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2014-C18                              | CUSIP: 46641JBC9<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $302051.60    | 0.03%             | 2047-02-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2024-4                                                    | CUSIP: 81743BAK3<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     58819 | PA      | $58734.12     | 0.01%             | 2054-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    195000 | PA      | $181201.45    | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                 | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    415000 | PA      | $424469.06    | 0.04%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                              | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    230000 | PA      | $226596.28    | 0.02%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                        | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205982.70    | 0.02%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CANPACK GROUP INC/SA                                                                | Canpack Group Inc / CANPACK SA                                                   | CUSIP: 13804MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90042.06     | 0.01%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                          | Pfizer Inc                                                                       | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3664758.85   | 0.36%             | 2027-11-15      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754AAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    833184 | PA      | $836346.26    | 0.08%             | 2041-12-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM20 Trust                                                             | CUSIP: 67126GAF9<br>LEI: 254900Y8CC35WOVR8295 | Long             | ABS-MBS          | CORP              | US        |   1210087 | PA      | $1205352.78   | 0.12%             | 2065-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                          | GLS Auto Receivables Issuer Trust 2025-4                                         | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542000 | PA      | $540058.83    | 0.05%             | 2031-08-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212761.29    | 0.02%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1503145 | PA      | $1542774.95   | 0.15%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                     | Adapthealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199962.12    | 0.02%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3838277.84   | 0.38%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755286 | PA      | $759521.06    | 0.08%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    111865 | PA      | $102373.66    | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FVX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817431 | PA      | $805787.03    | 0.08%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HKGX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    969117 | PA      | $975267.81    | 0.10%             | 2055-03-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $209606.25    | 0.02%             | 2042-02-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    570000 | PA      | $567270.10    | 0.06%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3857971.88   | 0.38%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-11                                               | CUSIP: 924935AC3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |    692974 | PA      | $691036.62    | 0.07%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Aventura Mall Trust                                                                 | Aventura Mall Trust                                                              | CUSIP: 05359AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $455845.53    | 0.05%             | 2040-07-05      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645000 | PA      | $596625.00    | 0.06%             | 2037-03-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |   1180000 | PA      | $1254670.40   | 0.12%             | 2042-09-25      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                                                 | Midocean Credit Clo XXI                                                          | CUSIP: 597924AJ8<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |   3125000 | PA      | $3146701.25   | 0.31%             | 2038-10-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427QFJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206632 | PA      | $211147.76    | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                            | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $464741.22    | 0.05%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                                            | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    405000 | PA      | $399488.96    | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                          | Barings Equipment Finance LLC 2025-A                                             | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    918000 | PA      | $927939.74    | 0.09%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2026-NQM2                                    | CUSIP: 64832MAE1<br>LEI: 213800ZF5DPBUAR45104 | Long             | ABS-MBS          | CORP              | US        |   1447568 | PA      | $1434334.48   | 0.14%             | 2065-12-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    862000 | PA      | $832270.83    | 0.08%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Issuer Trust 2025-4                                  | CUSIP: 36273DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1171000 | PA      | $1166061.19   | 0.12%             | 2031-12-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                                | SMRT 2022-MINI                                                                   | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    769560 | PA      | $767636.10    | 0.08%             | 2039-01-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-7                                                | CUSIP: 924925AE0<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |    420856 | PA      | $420008.14    | 0.04%             | 2069-09-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1866699 | PA      | $109891.63    | 0.01%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-2                                           | CUSIP: 46593NAE5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    198837 | PA      | $199439.39    | 0.02%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NW88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213717 | PA      | $218245.98    | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AC8<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    514692 | PA      | $516806.60    | 0.05%             | 2070-05-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                                      | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221000 | PA      | $224033.78    | 0.02%             | 2039-07-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    541000 | PA      | $540006.83    | 0.05%             | 2041-02-18      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88545 | PA      | $88794.48     | 0.01%             | 2039-02-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                            | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $121511.83    | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                                                    | Ensemble RCM LLC 2026 Term Loan B                                                | CUSIP: 29359BAH4<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |   1000000 | PA      | $992190.00    | 0.10%             | 2033-02-09      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                            | FMC Corp                                                                         | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49678.62     | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2026-XL6                                            | CUSIP: 12433NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941000 | PA      | $936295.00    | 0.09%             | 2043-03-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US LONG BOND(CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -127 | NC      | $399297.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Hill Credit Partners                                                            | OHA Credit Partners VII Ltd                                                      | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2988399.30   | 0.30%             | 2038-02-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                                                              | American Tower Trust #1                                                          | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |    432000 | PA      | $436450.90    | 0.04%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                           | Esab Corp                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222025.94    | 0.02%             | 2031-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                                 | FS KKR Capital Corp                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    405000 | PA      | $379412.06    | 0.04%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES11                                                   | CUSIP: 749423AD1<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-MBS          | CORP              | US        |    221000 | PA      | $219303.76    | 0.02%             | 2055-11-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM 2025-AFC2 Trust                                                            | CUSIP: 74277JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535182 | PA      | $1529208.40   | 0.15%             | 2060-12-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                                  | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328000 | PA      | $328223.89    | 0.03%             | 2042-08-11      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                                | Excelerate Energy LP                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    255000 | PA      | $270424.70    | 0.03%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                              | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    845000 | PA      | $835965.28    | 0.08%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2013-GC13                                           | CUSIP: 36198EAG0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    996881 | PA      | $9.97         | 0.00%             | 2046-07-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                             | Sedgwick Claims Management Services Inc 2023 Term Loan B                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   1179060 | PA      | $1169887.07   | 0.12%             | 2031-07-31      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278000 | PA      | $283556.19    | 0.03%             | 2058-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                             | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164931.95    | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $418300.00    | 0.04%             | 2037-03-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    165000 | PA      | $168785.10    | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR5                                                                  | CUSIP: 065931BS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $202021.58    | 0.02%             | 2029-02-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GVBW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1420725 | PA      | $1431376.69   | 0.14%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                | Olympus Water US Holding Corporation 2024 USD Term Loan                          | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    826250 | PA      | $815202.97    | 0.08%             | 2031-06-20      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     90000 | PA      | $88738.60     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                                        | AGL CLO 46 Ltd                                                                   | CUSIP: 00122RAA1<br>LEI: 254900PN4Z0LMBGANH04 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2500800.25   | 0.25%             | 2039-01-22      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    775519 | PA      | $784746.67    | 0.08%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                | M&T Bank Corp                                                                    | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2314126.67   | 0.23%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3456434.61   | 0.34%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                      | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921000 | PA      | $910293.01    | 0.09%             | 2041-11-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                           | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100125.00    | 0.01%             | 2039-12-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $222950.00    | 0.02%             | 2039-01-05      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FJT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    794049 | PA      | $798440.45    | 0.08%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2026-R1                                               | CUSIP: 924932AH9<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $229046.03    | 0.02%             | 2067-10-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                                     | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |    698327 | PA      | $701925.47    | 0.07%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2024-RTL4                                                   | CUSIP: 50205PAA0<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |    354000 | PA      | $354880.19    | 0.04%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust 2024-10                                        | CUSIP: 16159YAE0<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |     72538 | PA      | $72596.00     | 0.01%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2018-H4                                           | CUSIP: 61691RAK2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    953794 | PA      | $891749.03    | 0.09%             | 2051-12-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2026-NQM2 Trust                                                              | CUSIP: 67123VAK8<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |   1209086 | PA      | $1197943.29   | 0.12%             | 2065-12-01      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    425000 | PA      | $401581.52    | 0.04%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    468000 | PA      | $469084.96    | 0.05%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                 | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48422.82     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                               | Bath & Body Works Inc                                                            | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86261.66     | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                              | Diamondback Energy Inc                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6051357.12   | 0.60%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                | Garda World Security Corp                                                        | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    840000 | PA      | $858122.16    | 0.08%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWPG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2740516 | PA      | $2701693.66   | 0.27%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2025-4 Ltd                                               | CUSIP: 05686GAJ3<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1247046.38   | 0.12%             | 2039-01-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |   2963000 | PA      | $3067315.97   | 0.30%             | 2042-03-25      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608000 | PA      | $615291.38    | 0.06%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2026-NQM4                                    | CUSIP: 64790AAG2<br>LEI: 213800UD7J2W19Q88M79 | Long             | ABS-MBS          | CORP              | US        |   1853505 | PA      | $1840487.34   | 0.18%             | 2066-02-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                   | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $221950.00    | 0.02%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137000 | PA      | $139191.32    | 0.01%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                 | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125245.26    | 0.01%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                                                    | Ingram Micro Inc                                                                 | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |    790000 | PA      | $776302.90    | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-2                                      | CUSIP: 14855XAA2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    492044 | PA      | $491710.51    | 0.05%             | 2050-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM 2026-AFC3 Trust                                                            | CUSIP: 69393JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    623000 | PA      | $622960.88    | 0.06%             | 2061-05-01      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                    | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $362593.33    | 0.04%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAK8<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    548000 | PA      | $550317.11    | 0.05%             | 2048-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                     | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515000 | PA      | $529252.47    | 0.05%             | 2040-07-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                                                      | HB Fuller Co                                                                     | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213084.35    | 0.02%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-R2                                               | CUSIP: 92541EAC6<br>LEI: 2138003KWTZZS4PBW772 | Long             | ABS-MBS          | CORP              | US        |   1297252 | PA      | $1291801.70   | 0.13%             | 2067-07-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-2                                              | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122068 | PA      | $124444.76    | 0.01%             | 2038-03-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    261000 | PA      | $262867.69    | 0.03%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329000 | PA      | $328999.90    | 0.03%             | 2042-03-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUVT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1184584 | PA      | $1190277.19   | 0.12%             | 2054-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                            | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    385000 | PA      | $394154.92    | 0.04%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4100000 | PA      | $172805.16    | 0.02%             | 2029-08-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                                                 | Midocean Credit Clo XXI                                                          | CUSIP: 597924AA7<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004281.60   | 0.20%             | 2038-10-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $754963.95    | 0.07%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac Stacr Remic Trust 2025-Dna3                                          | CUSIP: 35564UAS6<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |    863000 | PA      | $865083.71    | 0.09%             | 2045-09-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383BT36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4891301 | PA      | $4912739.83   | 0.49%             | 2055-10-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                                        | AGL CLO 46 Ltd                                                                   | CUSIP: 00122RAJ2<br>LEI: 254900PN4Z0LMBGANH04 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2514888.25   | 0.25%             | 2039-01-22      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                           | Orange SA                                                                        | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2425000 | PA      | $2404140.34   | 0.24%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                                    | WFRBS Commercial Mortgage Trust 2014-C21                                         | CUSIP: 92939FAX7<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    315737 | PA      | $310215.13    | 0.03%             | 2047-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1865706 | PA      | $1881969.10   | 0.19%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                        | Navient Corp                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221059.00    | 0.02%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    195000 | PA      | $194756.25    | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    455000 | PA      | $469231.49    | 0.05%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE70<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1050000.00   | 0.10%             | 2042-08-25      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385CCE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    692693 | PA      | $698391.49    | 0.07%             | 2055-01-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2025-2                                    | CUSIP: 80287NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $448289.66    | 0.04%             | 2031-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                            | Constellation Energy Generation LLC                                              | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5357612.81   | 0.53%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |    928000 | PA      | $948880.00    | 0.09%             | 2042-05-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2026-DSC1                         | CUSIP: 617950AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1411194 | PA      | $1399281.87   | 0.14%             | 2071-01-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2026-1                                       | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1435626.73   | 0.14%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                                               | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163987.70    | 0.02%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3837797.74   | 0.38%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                            | Western Midstream Operating LP                                                   | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    695000 | PA      | $732641.20    | 0.07%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    385000 | PA      | $394708.16    | 0.04%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272521 | PA      | $272776.93    | 0.03%             | 2039-02-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $559856.21    | 0.06%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-GW                                                                 | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349000 | PA      | $349436.25    | 0.03%             | 2042-07-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755AAC6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    244000 | PA      | $252376.64    | 0.02%             | 2043-01-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    440000 | PA      | $437549.97    | 0.04%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |   1005000 | PA      | $1005000.00   | 0.10%             | 2045-02-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $415722.12    | 0.04%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                                             | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    825000 | PA      | $836806.58    | 0.08%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    401000 | PA      | $399897.25    | 0.04%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182087.15    | 0.02%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $264036.13    | 0.03%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2026-V21 Mortgage Trust                                                | CUSIP: 08164HBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755000 | PA      | $742886.18    | 0.07%             | 2059-03-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                              | Morgan Stanley Bank NA                                                           | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2982463.00   | 0.29%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2025-HE3                                                | CUSIP: 46660CAC1<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $492460.98    | 0.05%             | 2056-03-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |   1511482 | PA      | $1534622.79   | 0.15%             | 2042-01-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WBTE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24978 | PA      | $24565.92     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7665000 | PA      | $7635364.96   | 0.75%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                                          | Exeter Select Automobile Receivables Trust 2025-2                                | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $936751.16    | 0.09%             | 2031-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51431.40     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                                         | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $143368.56    | 0.01%             | 2055-06-25      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735581 | PA      | $750698.38    | 0.07%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |   1185000 | PA      | $1205315.17   | 0.12%             | 2042-04-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427MHZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1078247 | PA      | $1063305.03   | 0.11%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES2                                              | CUSIP: 89182JAA9<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    434255 | PA      | $436037.47    | 0.04%             | 2064-02-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6090275 | PA      | $6005720.99   | 0.59%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-2 LLC                                                                   | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85888 | PA      | $81743.08     | 0.01%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                                | Charter Communications Operating LLC 2023 Term Loan B4                           | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    498724 | PA      | $498031.26    | 0.05%             | 2030-12-07      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                 | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $402544.65    | 0.04%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    741000 | PA      | $753280.96    | 0.07%             | 2042-04-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FNT1 Excess LLC                                                              | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163155 | PA      | $163499.89    | 0.02%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust 2024-1                                              | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $171409.67    | 0.02%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30005 | PA      | $30709.42     | 0.00%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    190000 | PA      | $203027.54    | 0.02%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2024-2 Mortgage Loan Trust                                                  | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |    146956 | PA      | $147892.60    | 0.01%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2023-B40 Mortgage Trust                                                | CUSIP: 08163WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88000 | PA      | $89588.63     | 0.01%             | 2056-12-15      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149000 | PA      | $149072.29    | 0.01%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                          | Barings Equipment Finance LLC 2025-B                                             | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543000 | PA      | $540245.25    | 0.05%             | 2032-10-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                                            | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    690000 | PA      | $694763.76    | 0.07%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM2                         | CUSIP: 617941AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140492 | PA      | $141237.84    | 0.01%             | 2070-01-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $362917.44    | 0.04%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                                                | APLD ComputeCo 2 LLC                                                             | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $673237.57    | 0.07%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM 2025-AFC1 Trust                                                            | CUSIP: 69392YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1367824 | PA      | $1362768.07   | 0.13%             | 2060-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7890000 | PA      | $7798706.70   | 0.77%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                            | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    825000 | PA      | $861205.13    | 0.09%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 64 CLO Ltd                                                                | CUSIP: 26251LAJ3<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006280.30   | 0.10%             | 2031-04-18      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2025-HE3                                                | CUSIP: 46660CAD9<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $396103.79    | 0.04%             | 2056-03-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2024-2 Mortgage Loan Trust                                                  | CUSIP: 12665LAC8<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |    125606 | PA      | $126224.60    | 0.01%             | 2069-04-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                        | Voya CLO 2025-5 Ltd                                                              | CUSIP: 92892FAA2<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001612.50   | 0.30%             | 2039-01-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2109889.34   | 0.21%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2025-B                                 | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    632735 | PA      | $632708.44    | 0.06%             | 2033-09-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196000 | PA      | $179510.11    | 0.02%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $941175.00    | 0.09%             | 2042-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                               | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $422882.04    | 0.04%             | 2056-03-06      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                                       | Pye-Barker Fire & Safety LLC 2025 Delayed Draw Term Loan                         | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     65000 | PA      | $65238.55     | 0.01%             | 2032-12-16      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                            | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $682215.21    | 0.07%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142J6B93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2529382 | PA      | $2493288.43   | 0.25%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                            | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    400000 | PA      | $418637.60    | 0.04%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102505.32    | 0.01%             | 2040-01-13      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                       | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5885000 | PA      | $6172197.59   | 0.61%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2025-HE3                                                | CUSIP: 46660CAB3<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-O            | CORP              | US        |   1075000 | PA      | $1076350.42   | 0.11%             | 2056-03-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                            | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $210205.22    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                | CUSIP: 05612AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199500.00    | 0.02%             | 2041-02-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                                         | Ally Auto Receivables Trust 2025-1                                               | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $723776.85    | 0.07%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                   | Kinder Morgan Inc                                                                | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3430991.02   | 0.34%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753AAA2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1550000 | PA      | $1620164.78   | 0.16%             | 2043-04-25      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2025-48 Ltd                                                              | CUSIP: 67122YAA5<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2500555.50   | 0.25%             | 2038-12-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                             | American Airlines Inc 2025 Term Loan                                             | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |         0 | PA      | $0.00         | 0.00%             | 2028-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                            | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    580000 | PA      | $560739.30    | 0.06%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM 2026-AFC2 Trust                                                            | CUSIP: 69383YAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2131651 | PA      | $2134606.82   | 0.21%             | 2061-04-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1028780.20   | 0.10%             | 2042-02-25      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427QAQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1345673 | PA      | $1353045.75   | 0.13%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                                                         | Sotheby's Artfi Master Trust                                                     | CUSIP: 83589DAD8<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    977000 | PA      | $973993.77    | 0.10%             | 2033-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2023-V3 Mortgage Trust                                                 | CUSIP: 08163VAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    509000 | PA      | $510420.98    | 0.05%             | 2056-07-15      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99520.14     | 0.01%             | 2060-06-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                      | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $299873.87    | 0.03%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2025-1                                                                     | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    575107 | PA      | $579892.54    | 0.06%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $977408.83    | 0.10%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                                                | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |    390000 | PA      | $380665.94    | 0.04%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MTP ABS FUNDING LLC                                                                 | Mtp Abs Funding LLC                                                              | CUSIP: 55378HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2509000 | PA      | $2513996.67   | 0.25%             | 2056-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                                       | Golar LNG Ltd                                                                    | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    260000 | PA      | $266419.14    | 0.03%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                             | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    192538 | PA      | $192634.27    | 0.02%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    180000 | PA      | $172117.46    | 0.02%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                               | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213664.46    | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-3                                              | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182702 | PA      | $183487.44    | 0.02%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98744.07     | 0.01%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                      | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $276618.66    | 0.03%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                                                         | Island Finance Trust 2025-1                                                      | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1065000 | PA      | $1072348.82   | 0.11%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                                               | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1241334.37   | 0.12%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                             | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    770000 | PA      | $797053.18    | 0.08%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Structured Agency Credit Risk 2026-DNA1                                          | CUSIP: 35564UCS4<br>LEI: 5493007222WHFWMBOC78 | Long             | ABS-MBS          | USGSE             | US        |   2119000 | PA      | $2115202.96   | 0.21%             | 2046-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                                             | GoldenTree Loan Management US CLO 27 Ltd                                         | CUSIP: 38140AAC2<br>LEI: 254900H1TTX80VH1NW52 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000367.20   | 0.20%             | 2039-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3866550.31   | 0.38%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753EAD8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2368000 | PA      | $2373646.97   | 0.23%             | 2046-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                              | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    430000 | PA      | $422460.98    | 0.04%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR7                                                                  | CUSIP: 06211UCD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127000 | PA      | $130560.41    | 0.01%             | 2057-06-15      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-2 Receivables Funding LLC                                  | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63887 | PA      | $65785.74     | 0.01%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HP6M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7190548 | PA      | $7213722.28   | 0.71%             | 2055-12-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2024-A                                 | CUSIP: 63943CAA9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    635227 | PA      | $643741.91    | 0.06%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    645000 | PA      | $667233.80    | 0.07%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    445000 | PA      | $444005.69    | 0.04%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2022-1 Receivables Funding LLC                                  | CUSIP: 82652TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59088 | PA      | $58904.93     | 0.01%             | 2038-10-20      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214219.53    | 0.02%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE1                                                | CUSIP: 46658AAB1<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-O            | CORP              | US        |     76407 | PA      | $76855.66     | 0.01%             | 2054-08-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2021-C11                                                    | CUSIP: 05493MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4220461 | PA      | $200862.30    | 0.02%             | 2054-09-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-F                                 | CUSIP: 63942GAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    352779 | PA      | $313918.23    | 0.03%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2025-2                                                  | CUSIP: 35042NAA3<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    317367 | PA      | $314758.88    | 0.03%             | 2052-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2025-NQM2                                                     | CUSIP: 00250EAE6<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-MBS          | CORP              | US        |    629911 | PA      | $632400.28    | 0.06%             | 2070-06-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $637810.43    | 0.06%             | 2049-02-25      | Fixed         | 7.00%                 | 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        |    214272 | PA      | $214569.87    | 0.02%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AA2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     96255 | PA      | $96692.71     | 0.01%             | 2064-02-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CART                                                                                | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87000 | PA      | $86924.43     | 0.01%             | 2041-08-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2025-3                                 | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $538476.07    | 0.05%             | 2031-04-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                           | Kubota Credit Owner Trust 2025-1                                                 | CUSIP: 50117FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436000 | PA      | $438662.39    | 0.04%             | 2029-06-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1210000 | PA      | $1213530.78   | 0.12%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $141747.87    | 0.01%             | 2032-02-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    674853 | PA      | $678690.15    | 0.07%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                                             | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $809447.67    | 0.08%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                                            | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55915.81     | 0.01%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 315961AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    452000 | PA      | $446080.43    | 0.04%             | 2056-03-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    440000 | PA      | $450821.36    | 0.04%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300148 | PA      | $302959.73    | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                                                             | NYSEG Storm Funding LLC                                                          | CUSIP: 67122QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347764 | PA      | $350786.85    | 0.03%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                              | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    790000 | PA      | $775391.48    | 0.08%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                            | SCCU Auto Receivables Trust 2025-1                                               | CUSIP: 80620BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113000 | PA      | $112680.23    | 0.01%             | 2032-02-17      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                                     | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HNNM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2838972 | PA      | $2844814.19   | 0.28%             | 2055-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAH7<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    143000 | PA      | $143308.79    | 0.01%             | 2058-01-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755BAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1159000 | PA      | $1156917.86   | 0.11%             | 2046-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5060000.00   | 0.50%             | 2029-04-23      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2026-NQM1                                    | CUSIP: 64832LAG8<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |    374566 | PA      | $370573.70    | 0.04%             | 2065-11-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM5 Trust                                                             | CUSIP: 36168KAA5<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |    299703 | PA      | $252489.11    | 0.02%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                                            | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123201.74    | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-DNA2                                          | CUSIP: 35564NDA8<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    505000 | PA      | $507363.65    | 0.05%             | 2044-05-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2025-NQM5                                        | CUSIP: 10569RAE2<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |    198404 | PA      | $198933.21    | 0.02%             | 2065-02-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KXA2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1564536.00   | 0.15%             | 2042-05-25      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2025-NQM5                                                     | CUSIP: 00250AAC8<br>LEI: 984500B1KGB67O4A0631 | Long             | ABS-MBS          | CORP              | US        |   1500381 | PA      | $1495411.31   | 0.15%             | 2070-12-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                                           | LEX Trust 2026-450                                                               | CUSIP: 501970AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1269000 | PA      | $1257413.78   | 0.12%             | 2043-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142JUDG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1411946 | PA      | $1391797.64   | 0.14%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7302407 | PA      | $253611.15    | 0.03%             | 2054-11-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                         | CUSIP: 61776UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390684 | PA      | $389484.85    | 0.04%             | 2069-07-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                           | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200109.36    | 0.02%             | 2026-07-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                            | FMC Corp                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45245.98     | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                           | Bausch & Lomb Corporation 2025 Repriced Term Loan                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1350000 | PA      | $1356331.50   | 0.13%             | 2031-01-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO XX Ltd                                               | CUSIP: 08182FBG3<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001532.10   | 0.10%             | 2038-10-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2025-5YR17                                                                 | CUSIP: 06211GBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163000 | PA      | $143031.75    | 0.01%             | 2058-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                 | Clydesdale Acquisition Holdings Inc 2025 Term Loan B                             | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1354828 | PA      | $1253080.79   | 0.12%             | 2032-04-01      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                   | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96316 | PA      | $96440.59     | 0.01%             | 2042-09-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                         | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365228.33    | 0.04%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754NAK1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1028538.50   | 0.10%             | 2042-05-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500781.25    | 0.05%             | 2039-12-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                                                 | KKR Apple Bidco LLC 2025 Term Loan                                               | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    434500 | PA      | $434773.74    | 0.04%             | 2031-09-23      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                         | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286936.44    | 0.03%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2026-1 LLC                                                                   | CUSIP: 55400XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1005000 | PA      | $1003457.73   | 0.10%             | 2043-03-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                | Verizon Master Trust                                                             | CUSIP: 92348KEN9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    965000 | PA      | $959100.76    | 0.09%             | 2031-08-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W3R43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2183525 | PA      | $2234011.20   | 0.22%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-2                                  | CUSIP: 161929AJ3<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     94838 | PA      | $95030.08     | 0.01%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                            | SCCU Auto Receivables Trust 2025-1                                               | CUSIP: 80620BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174000 | PA      | $173399.77    | 0.02%             | 2031-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                                            | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |    710000 | PA      | $721491.14    | 0.07%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                              | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDN6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3980000 | PA      | $4020324.68   | 0.40%             | 2031-07-08      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                            | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294118.22    | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAF6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $650520.00    | 0.06%             | 2065-11-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Commercial Mortgage Trust 2025-5MW                                          | CUSIP: 088921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1491116.26   | 0.15%             | 2042-10-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336000 | PA      | $333900.00    | 0.03%             | 2041-02-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                  | Alliant Holdings Intermediate LLC 2025 Term Loan B                               | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    445503 | PA      | $444620.74    | 0.04%             | 2031-09-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372215.74    | 0.04%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2025-PJ8                                     | CUSIP: 36272XAE2<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    585919 | PA      | $585889.35    | 0.06%             | 2056-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                                                      | Tesla Sustainable Energy Trust 2024-1                                            | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199725 | PA      | $200081.36    | 0.02%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2025-DNA2                                          | CUSIP: 35564NJA2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |   1015000 | PA      | $1015585.35   | 0.10%             | 2045-05-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM2 Trust                                                             | CUSIP: 36171HAD1<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |    116000 | PA      | $116628.01    | 0.01%             | 2070-04-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2022-1 Receivables Funding LLC                                  | CUSIP: 82652TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    806954 | PA      | $802418.90    | 0.08%             | 2038-10-20      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                                               | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    310000 | PA      | $331454.17    | 0.03%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                                             | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    195000 | PA      | $170879.07    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2024-INV2                                                                   | CUSIP: 26844LAD0<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $189004.53    | 0.02%             | 2069-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                                                 | MidOcean Credit CLO XXII                                                         | CUSIP: 59803RAA3<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998777.60   | 0.20%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925391 | PA      | $909282.39    | 0.09%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JBF4<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $333466.10    | 0.03%             | 2055-12-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1848056.96   | 0.18%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                                 | Applied Systems Inc 2024 1st Lien Term Loan                                      | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    377150 | PA      | $371835.96    | 0.04%             | 2031-02-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO 2024-NQM6                                                                  | CUSIP: 05613JAC0<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    232017 | PA      | $232648.70    | 0.02%             | 2064-08-01      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    320000 | PA      | $333642.88    | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust                                                            | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93993 | PA      | $94834.55     | 0.01%             | 2032-04-14      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                            | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $237255.06    | 0.02%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191596.57    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88158 | PA      | $86773.02     | 0.01%             | 2042-03-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                   | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $74070.28     | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                                     | Prestige Auto Receivables Trust 2021-1                                           | CUSIP: 74113XAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329355 | PA      | $326696.88    | 0.03%             | 2028-02-15      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1162022 | PA      | $1185460.00   | 0.12%             | 2055-02-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2021-21 Ltd                                                              | CUSIP: 671000AS6<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2400933.84   | 0.24%             | 2038-01-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos CLO XLVI Ltd                                                              | CUSIP: 03770RAW2<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2496052.75   | 0.25%             | 2038-10-24      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3425173.40   | 0.34%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                                 | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817000 | PA      | $812182.56    | 0.08%             | 2056-02-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754GAE0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    486000 | PA      | $489030.36    | 0.05%             | 2044-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    365000 | PA      | $355012.07    | 0.04%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                               | Jane Street Group LLC 2024 Term Loan B1                                          | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    943984 | PA      | $942219.24    | 0.09%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755JAG8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    874000 | PA      | $870180.62    | 0.09%             | 2045-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754MCB1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1070000 | PA      | $1113109.34   | 0.11%             | 2042-06-25      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    315000 | PA      | $306701.64    | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                            | SCCU Auto Receivables Trust 2025-1                                               | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $190430.62    | 0.02%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust 2024-1                                              | CUSIP: 24702GAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640000 | PA      | $645084.10    | 0.06%             | 2030-03-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    330000 | PA      | $338100.18    | 0.03%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    975000 | PA      | $969938.84    | 0.10%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AC8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    141404 | PA      | $141790.18    | 0.01%             | 2064-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                                          | Lightpath Fiber Issuer LLC                                                       | CUSIP: 53229YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    623000 | PA      | $620736.89    | 0.06%             | 2056-03-25      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAZ7<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $302526.42    | 0.03%             | 2058-08-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    630000 | PA      | $638961.12    | 0.06%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1014363.68   | 0.10%             | 2030-06-15      | Fixed         | 7.00%                 | 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        |     72000 | PA      | $72465.31     | 0.01%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    108000 | PA      | $112083.48    | 0.01%             | 2042-06-25      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LLC                                                                | Velocity Commercial Capital LLC                                                  | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186129.54    | 0.02%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278255 | PA      | $277211.54    | 0.03%             | 2041-06-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426300 | PA      | $426566.44    | 0.04%             | 2041-03-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $342894.82    | 0.03%             | 2032-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409076 | PA      | $412080.10    | 0.04%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    195000 | PA      | $209316.90    | 0.02%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                 | Toyota Auto Receivables 2025-D Owner Trust                                       | CUSIP: 89231GAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543000 | PA      | $540112.92    | 0.05%             | 2030-06-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                                      | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253000 | PA      | $257799.21    | 0.03%             | 2039-07-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                   | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    944247 | PA      | $944964.19    | 0.09%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166000 | PA      | $167364.54    | 0.02%             | 2042-06-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $758731.34    | 0.08%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                       | BLP Commercial Mortgage Trust 2025-IND                                           | CUSIP: 05625BAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325889 | PA      | $325481.28    | 0.03%             | 2042-03-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1315000 | PA      | $1325411.25   | 0.13%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2026-NQM2                                                     | CUSIP: 00038TAC6<br>LEI: 984500676AA49C11FP07 | Long             | ABS-MBS          | CORP              | US        |   2301283 | PA      | $2286673.99   | 0.23%             | 2071-03-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2026-NQM1                                    | CUSIP: 64832LAE3<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |    374566 | PA      | $371773.49    | 0.04%             | 2065-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675000 | PA      | $1703424.92   | 0.17%             | 2055-05-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HPFC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2653662 | PA      | $2657499.57   | 0.26%             | 2056-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2023-1                                              | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60285 | PA      | $61998.79     | 0.01%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-3 Receivables Funding LLC                                  | CUSIP: 82653BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147263 | PA      | $146666.30    | 0.01%             | 2041-08-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2024-1                                                     | CUSIP: 12515PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101685.19    | 0.01%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $372475.41    | 0.04%             | 2049-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                                  | Caturus Energy LLC                                                               | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    545000 | PA      | $569837.94    | 0.06%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1237413 | PA      | $1265921.29   | 0.13%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHG62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    835768 | PA      | $844121.58    | 0.08%             | 2054-11-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Issuer Trust 2026-2                                  | CUSIP: 379958AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1762040.18   | 0.17%             | 2033-07-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                         | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124260.45    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2025-H3 Mortgage Trust                                                     | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    858440 | PA      | $866459.99    | 0.09%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                | LifePoint Health Inc 2024 1st Lien Term Loan B                                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    526005 | PA      | $523485.46    | 0.05%             | 2031-05-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                                             | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    445000 | PA      | $443811.98    | 0.04%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251359.55    | 0.02%             | 2029-08-20      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHDE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    561907 | PA      | $565820.30    | 0.06%             | 2054-11-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                                           | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147000 | PA      | $146304.23    | 0.01%             | 2033-07-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2025-300P                                          | CUSIP: 67121TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382000 | PA      | $380680.30    | 0.04%             | 2042-07-13      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                          | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    810000 | PA      | $804492.24    | 0.08%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-22

**Name of Applicant:** Neuberger Berman ETF Trust

**Signature:** John McGovern

**Name of Signer:** John McGovern

**Title:** Treasuer