# EDGAR Filing Document

**Accession Number:** 0002042316
**File Stem:** 0001004726-26-004382
**Filing Date:** 2026-5
**Character Count:** 484558
**Document Hash:** 37f69fd8e2e9cdb366968c6e0f0cf5fa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-004382.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001004726-26-004382

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-24019
- **FILM NUMBER:** 261034063

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 15935 La Cantera Pkwy Building Two

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

  - **Telephone number:** 800-539-3863

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-03-31

**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:** $8347753684.48

**Total Liabilities:** $281912369.36

**Net Assets:** $8065841315.12

**Cash Not Reported:** $61983236.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -36449.48599364 | **1-Year:** -430543.79347164 | **5-Year:** -232124.19818964 | **10-Year:** -93490.66616591 | **30-Year:** -22646.59046463

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

- **3-Month:** -1333.75644145 | **1-Year:** -25144.85188698 | **5-Year:** -21209.22253103 | **10-Year:** -1370.40257225 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000256539 | 0.38%                | 0.25%                | 0.24%                |
| Class ID C000256538 | 0.40%                | 0.37%                | 0.14%                |
| Class ID C000256540 | 0.36%                | 0.23%                | 0.21%                |
| Class ID C000256541 | 0.40%                | 0.27%                | 0.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-111917.88              | $2139480.73                                |
| Month 2  | $99349.14                | $-331031.92                                |
| Month 3  | $-4515.00                | $-17443359.36                              |

**Designated Index Information**

- **Index Name:** 40-40-20 ICE BOA AA-BBB - 0-1YR US CORP - US HY

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                           | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| READYCAP LENDING SMALL BUSINESS LOAN TRUST                     | READYCAP LENDING SMALL BUSINESS LOAN TRUST 2023 3  | CUSIP: 75576AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5673936 | PA      | $5757616.52   | 0.07%             | 2048-04-25      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT, LLC                      | IRON MOUNTAIN INC                                  | CUSIP: 46284NAV1<br>LEI: 5493009M0X1LQXGBWV02 | Long             | LON              | CORP              | US        |   1013320 | PA      | $1010786.70   | 0.01%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                   | PAGAYA AI DEBT GRANTOR TRUST 2024 5                | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1218861 | PA      | $1221127.18   | 0.02%             | 2031-10-15      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| FLATIRON CLO LTD                                               | FLATIRON CLO 21 LTD                                | CUSIP: 33883PAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2694951.00   | 0.03%             | 2037-10-19      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                  | LENDBUZZ SECURITIZATION TRUST 2024 1               | CUSIP: 525935AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3160011 | PA      | $3174418.24   | 0.04%             | 2029-08-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| THPT MORTGAGE TRUST                                            | THPT 2023 THL MORTGAGE TRUST                       | CUSIP: 87252LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4150000 | PA      | $4178689.37   | 0.05%             | 2034-12-10      | Variable      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396XR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24468 | PA      | $24806.00     | 0.00%             | 2037-03-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                        | MF1 2024 FL15                                      | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13870000 | PA      | $13896311.39  | 0.17%             | 2041-08-18      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                      | FHF ISSUER TRUST 2024 3                            | CUSIP: 30339EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2191860.45   | 0.03%             | 2031-02-17      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO                                            | MIDOCEAN CREDIT CLO XI LTD                         | CUSIP: 59801ABA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8290000 | PA      | $8272640.74   | 0.10%             | 2036-01-18      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                | BRAVO RESIDENTIAL FUNDING TRUST 2025 HE1           | CUSIP: 10568VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16849886 | PA      | $16857154.99  | 0.21%             | 2072-09-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| BSPRT ISSUER, LTD.                                             | BSPRT 2025 FL12 ISSUER LLC                         | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9660000 | PA      | $9649443.55   | 0.12%             | 2043-01-17      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BSPRT ISSUER, LTD.                                             | BSPRT 2024 FL11 ISSUER LLC                         | CUSIP: 05613RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9920000 | PA      | $9957641.44   | 0.12%             | 2039-07-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS, INC.                                        | QUIKRETE HOLDINGS INC                              | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1985000 | PA      | $1983207.55   | 0.02%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                | RTX CORP                                           | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  20126000 | PA      | $19983057.10  | 0.25%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   4474000 | PA      | $4497930.17   | 0.06%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PITNEY BOWES INC.                                              | PITNEY BOWES INC                                   | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |   2334143 | PA      | $2319554.18   | 0.03%             | 2032-03-19      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31392VBS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20500 | PA      | $20527.66     | 0.00%             | 2032-09-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO LTD                                               | OWL ROCK CLO IV LTD                                | CUSIP: 691200AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2001047 | PA      | $2000208.35   | 0.02%             | 2033-08-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                      | TOWD POINT MORTGAGE TRUST 2024 CES1                | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11641842 | PA      | $11661052.54  | 0.14%             | 2064-01-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840937 | PA      | $842026.10    | 0.01%             | 2028-03-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                 | ING GROEP NV                                       | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  20100000 | PA      | $20189514.35  | 0.25%             | 2027-09-11      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31393MH61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2380 | PA      | $2377.22      | 0.00%             | 2032-12-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   2864467 | PA      | $2868941.30   | 0.04%             | 2031-12-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31398RCX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16685 | PA      | $16653.53     | 0.00%             | 2040-05-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES SERIES 2025 R01      | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7919540 | PA      | $7904764.66   | 0.10%             | 2045-01-25      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| HYT COMMERCIAL MORTGAGE TRUST                                  | HYT COMMERCIAL MORTGAGE TRUST 2024 RGCY            | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7255000 | PA      | $7255000.00   | 0.09%             | 2041-09-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| PADAGIS LLC                                                    | PADAGIS LLC                                        | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    790780 | PA      | $731471.50    | 0.01%             | 2028-07-06      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                  | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4101369.20   | 0.05%             | 2027-09-10      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                          | AMRIZE FINANCE US LLC                              | CUSIP: 43475RAN6<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |  19600000 | PA      | $19424545.90  | 0.24%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC POOL                                   | CUSIP: 3133WDKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11315547 | PA      | $11823567.31  | 0.15%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10005711.00  | 0.12%             | 2028-01-13      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | TORONTO DOMINION BANK THE                          | CUSIP: 89115KAL4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  12430000 | PA      | $12455807.17  | 0.15%             | 2028-01-13      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| TX TRUST                                                       | TX TRUST 2024 HOU                                  | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5992500.00   | 0.07%             | 2039-06-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FINANCE LP                                | NORTHRIVER MIDSTREAM FINANCE LP                    | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |    750000 | PA      | $751818.75    | 0.01%             | 2030-08-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                    | ONITY LOAN INVESTMENT TRUST 2024 HB2               | CUSIP: 68278DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2933620 | PA      | $2928520.39   | 0.04%             | 2037-08-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST                                 | UPGRADE MASTER PASS THRU TRUST SERIES 2025 ST2     | CUSIP: 91534JAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3264163 | PA      | $3288799.65   | 0.04%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                   | KEYSPAN GAS EAST CORP                              | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |  15408000 | PA      | $15300748.61  | 0.19%             | 2026-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                | REACH ABS TRUST 2026 1                             | CUSIP: 75526XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17160000 | PA      | $16961898.10  | 0.21%             | 2033-02-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  17061000 | PA      | $17106837.45  | 0.21%             | 2028-06-13      | Floating      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                          | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $6653224.85   | 0.08%             | 2028-02-04      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION       | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP  | CUSIP: 63743HGD8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  11570000 | PA      | $11562460.41  | 0.14%             | 2027-08-09      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                  | COMMONBOND STUDENT LOAN TRUST 2019 A GS            | CUSIP: 20268CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486472 | PA      | $480305.52    | 0.01%             | 2047-01-25      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                             | ORACLE CORP                                        | CUSIP: 68389XDV4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  17920000 | PA      | $17756480.00  | 0.22%             | 2029-02-04      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| EASTERN POWER, LLC                                             | EASTERN POWER LLC                                  | CUSIP: 87264NAB3<br>LEI: 5493000R3E1L1VM1V279 | Long             | LON              | CORP              | US        |    806788 | PA      | $810317.36    | 0.01%             | 2028-04-03      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST                                 | CFMT 2024 HB13 LLC                                 | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3307394 | PA      | $3272762.17   | 0.04%             | 2034-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ESC GAB 0 08 20 51                                             | ESC GAB 0 08 20 51                                 | CUSIP: 403ESCAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5300000 | PA      | $0.00         | 0.00%             | 2051-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                        | BAIN CAPITAL CREDIT CLO 2022 4 LTD                 | CUSIP: 05685BAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3749921.25   | 0.05%             | 2037-10-16      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                  | COMMONBOND STUDENT LOAN TRUST 2017 A GS            | CUSIP: 20267VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316839 | PA      | $314014.09    | 0.00%             | 2041-05-25      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| NEW MOUNTAIN CLO LTD                                           | NEW MOUNTAIN CLO 1 LTD                             | CUSIP: 64755RAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333333 | PA      | $1333307.99   | 0.02%             | 2038-01-15      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| WESTGATE RESORTS LLC                                           | WESTGATE RESORTS 2026 1 LLC                        | CUSIP: 959921AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4930000 | PA      | $4935110.44   | 0.06%             | 2039-10-20      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| MCF CLO LLC                                                    | MCF CLO VII LLC                                    | CUSIP: 58039AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3528571 | PA      | $3528564.36   | 0.04%             | 2037-07-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2024 R03       | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4245433 | PA      | $4241465.75   | 0.05%             | 2044-03-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35564UDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28215000 | PA      | $28172970.94  | 0.35%             | 2046-03-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396KKH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5834 | PA      | $5816.82      | 0.00%             | 2036-08-25      | Floating      | 4.33%                 | 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-MBS          | CORP              | US        |   5682893 | PA      | $5704534.51   | 0.07%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| MCF CLO LLC                                                    | MCF CLO LLC                                        | CUSIP: 58039AAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4415008.50   | 0.05%             | 2037-07-20      | Floating      | 10.67%                | Yes           |                  2 | On Loan: No      |
| VIRIBUS RE 2019 12 31 26                                       | VIRIBUS RE 2019 12 31 26                           | CUSIP: S00121123<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2500000 | PA      | $0.00         | 0.00%             | 2026-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Santander Holdings USA, Inc.                                   | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4008188.40   | 0.05%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18000000 | PA      | $15807230.10  | 0.20%             | 2052-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST                                                     | ACHM TRUST 2024 HE2                                | CUSIP: 00112DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3716752 | PA      | $3722894.22   | 0.05%             | 2039-10-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                    | OCWEN LOAN INVESTMENT TRUST 2024 HB1               | CUSIP: 675952AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2244915.23   | 0.03%             | 2037-02-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| INNIO Group Holding GmbH                                       | INNIO GROUP HOLDING GMBH                           | CUSIP: A2838LAM8<br>LEI: 549300KQQI7KQCL6ZI60 | Long             | LON              | CORP              | AT        |   2005000 | PA      | $1990794.58   | 0.02%             | 2031-11-02      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                         | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  14060000 | PA      | $14074488.83  | 0.17%             | 2027-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | JPMORGAN CHASE BANK NA                             | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10042360.30  | 0.12%             | 2026-12-08      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                  | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  16400000 | PA      | $16249940.00  | 0.20%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE FUNDING TRUST                                   | OXFORD FINANCE FUNDING 2022 1 LLC                  | CUSIP: 69145BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3425590 | PA      | $3345236.41   | 0.04%             | 2030-02-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396YDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14155 | PA      | $14182.76     | 0.00%             | 2038-02-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND TRUST                          | BAYVIEW OPPORTUNITY MASTER FUND VII 2024 EDU1 LLC  | CUSIP: 07336PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2891545 | PA      | $2908453.00   | 0.04%             | 2047-06-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC                                    | RBC DOMINION SECURITIES INC                        | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        | 151280000 | PA      | $151280000.00 | 1.88%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company             | AERCAP IRELAND CAP GLOBA                           | CUSIP: 00774MBD6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |  11000000 | PA      | $11119771.52  | 0.14%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST                               | VISTA POINT SECURITIZATION TRUST 2024 CES1         | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2240436 | PA      | $2263758.39   | 0.03%             | 2054-05-25      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                       | ACM AUTO TRUST 2024 2                              | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84371 | PA      | $84394.21     | 0.00%             | 2029-02-20      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC POOL                                   | CUSIP: 3133W9R86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9864731 | PA      | $10269446.29  | 0.13%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35564NAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1329458 | PA      | $1329454.81   | 0.02%             | 2044-02-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  14600000 | PA      | $14627469.32  | 0.18%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                       | FOUNDATION FINANCE TRUST 2021 1                    | CUSIP: 35041LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2002165 | PA      | $1909979.18   | 0.02%             | 2041-05-15      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                   | PAGAYA AI DEBT GRANTOR TRUST 2025 7                | CUSIP: 69545RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9748261 | PA      | $9699667.31   | 0.12%             | 2033-05-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| QNITY ELECTRONICS, INC.                                        | QNITY ELECTRONICS INC                              | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |   1896300 | PA      | $1896300.00   | 0.02%             | 2032-08-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                  | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8525695.50   | 0.11%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | BANK OF AMERICA CORP                               | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14080000 | PA      | $14074042.61  | 0.17%             | 2029-01-24      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC.                               | SOLSTICE ADVANCED MATERIALS INC                    | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |   1100000 | PA      | $1107046.60   | 0.01%             | 2032-10-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US, INC.                                  | ION PLATFORM FINANCE US INC                        | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |   1940000 | PA      | $1567935.16   | 0.02%             | 2032-09-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  21960000 | PA      | $22034480.63  | 0.27%             | 2027-06-23      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3136BXXR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29953184 | PA      | $30104510.49  | 0.37%             | 2055-10-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO                                                | SOUND POINT CLO XX LTD                             | CUSIP: 83611JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850521 | PA      | $850444.57    | 0.01%             | 2031-07-26      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| INSPIRED EDUCATION US HOLDINGS                                 | INSPIRED EDUCATION US HOLDINGS                     | CUSIP: BL5508348<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1082942 | PA      | $1081929.45   | 0.01%             | 2031-02-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                             | T MOBILE USA INC                                   | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  13223000 | PA      | $13141146.85  | 0.16%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31395NXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25915 | PA      | $25759.76     | 0.00%             | 2036-07-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST                                 | WILLIS ENGINE STRUCTURED TRUST VI                  | CUSIP: 97064GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5809148 | PA      | $5737489.60   | 0.07%             | 2046-05-15      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392B4X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47827 | PA      | $48032.79     | 0.00%             | 2032-03-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                      | TOWD POINT MORTGAGE TRUST 2020 4                   | CUSIP: 89179JAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98162 | PA      | $97608.78     | 0.00%             | 2060-10-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PURCHASING POWER FUNDING LLC                                   | PURCHASING POWER FUNDING 2026 A LLC                | CUSIP: 74614AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4840000 | PA      | $4804022.83   | 0.06%             | 2030-08-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA                                                | BANK OF AMERICA                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        | 110000000 | PA      | $110000000.00 | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                             | AQUA FINANCE TRUST 2020 A                          | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1071631 | PA      | $1011624.29   | 0.01%             | 2046-07-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2025 HQA1            | CUSIP: 35564NGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17703028 | PA      | $17710741.21  | 0.22%             | 2045-02-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                     | AREIT 2025 CRE10 LTD                               | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35350000 | PA      | $35356857.90  | 0.44%             | 2029-12-17      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392ERP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45858 | PA      | $46324.40     | 0.00%             | 2032-07-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                           | AMPHENOL CORP                                      | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  15060000 | PA      | $15063121.79  | 0.19%             | 2027-11-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 313920TH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41076 | PA      | $41137.61     | 0.00%             | 2031-07-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31395DVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74259 | PA      | $73932.27     | 0.00%             | 2036-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31396NLA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19675 | PA      | $19531.37     | 0.00%             | 2036-04-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                            | HILTON GRAND VACATIONS BORROWER LLC                | CUSIP: 43283LAK7<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    985056 | PA      | $983455.53    | 0.01%             | 2031-01-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST                                   | UPSTART SECURITIZATION TRUST 2025 4                | CUSIP: 91684AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2634346 | PA      | $2634492.73   | 0.03%             | 2026-11-20      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR DEBT NOTES 2017 HQA2             | CUSIP: 3137G0QG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4014225 | PA      | $4085707.94   | 0.05%             | 2029-12-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                         | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024 1      | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3016780 | PA      | $3049611.06   | 0.04%             | 2054-01-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                       | STATE STREET CORP                                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $5393080.29   | 0.07%             | 2027-10-22      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                   | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC | CUSIP: 59020UDW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4081 | PA      | $4076.27      | 0.00%             | 2029-07-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| READYCAP LENDING SMALL BUSINESS LOAN TRUST                     | READYCAP LENDING SMALL BUSINESS LOAN TRUST 2019 2  | CUSIP: 75576QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700574 | PA      | $700100.65    | 0.01%             | 2044-12-27      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2021 DNA5            | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1584741 | PA      | $1584737.90   | 0.02%             | 2034-01-25      | Floating      | 9.16%                 | Yes           |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST                                   | UPSTART SECURITIZATION TRUST                       | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1738086 | PA      | $1742693.78   | 0.02%             | 2034-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31396JKN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32210 | PA      | $31976.07     | 0.00%             | 2036-03-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                     | CERBERUS LOAN FUNDING XLIX LLC                     | CUSIP: 15675LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5996184.00   | 0.07%             | 2034-01-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2025 R05       | CUSIP: 20753CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11428161 | PA      | $11417418.47  | 0.14%             | 2045-07-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31392RMJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78021 | PA      | $78776.20     | 0.00%             | 2032-03-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES CLO LTD                                            | GREAT LAKES CLO 2019 1 LTD                         | CUSIP: 390578AR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3404375 | PA      | $3404058.39   | 0.04%             | 2037-04-15      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CLO LTD                                               | OWL ROCK CLO IV LTD                                | CUSIP: 691200AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249564.25    | 0.00%             | 2033-08-20      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                 | ELEMENT FLEET MANAGEMENT CORP                      | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  25088000 | PA      | $25153348.97  | 0.31%             | 2026-06-26      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                            | KINDER MORGAN INC                                  | CUSIP: 49455MD13<br>LEI: 549300WR7IX8XE0TBO16 | Long             | STIV             | CORP              | US        |  15548000 | PA      | $15546207.32  | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                            | CHEVRON USA INC                                    | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  16740000 | PA      | $16774317.00  | 0.21%             | 2028-08-13      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                  | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022 FL1 | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6246803 | PA      | $6246922.10   | 0.08%             | 2037-01-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                        | PFP 2024 11 LTD                                    | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1232668 | PA      | $1234549.85   | 0.02%             | 2039-09-17      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4173566 | PA      | $4213469.67   | 0.05%             | 2033-01-18      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                        | ROYAL BANK OF CANADA                               | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  20320000 | PA      | $20341742.40  | 0.25%             | 2028-03-27      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD.                                            | WIND RIVER 2023 1 CLO LTD                          | CUSIP: 97316RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1399956.60   | 0.02%             | 2038-07-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD                                                    | OCP CLO 2017 14 LTD                                | CUSIP: 67097QAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1749870.50   | 0.02%             | 2037-07-20      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST                                   | UPSTART SECURITIZATION TRUST 2025 4                | CUSIP: 91684AAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $15003139.50  | 0.19%             | 2035-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                              | NATWEST GROUP PLC                                  | CUSIP: 639057AM0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $6025380.00   | 0.07%             | 2028-03-01      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2025 R06       | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6448996 | PA      | $6433921.21   | 0.08%             | 2045-09-25      | Floating      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                         | FS RIALTO ISSUER LTD                               | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13250000 | PA      | $13244392.60  | 0.16%             | 2030-02-01      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO LTD                                                    | AGL CORE CLO 27 LTD                                | CUSIP: 00092DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2887500 | PA      | $2879186.89   | 0.04%             | 2039-01-21      | Floating      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392FP92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23703 | PA      | $23678.98     | 0.00%             | 2032-12-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                  | ALIMENTATION COUCHE TARD                           | CUSIP: 01626VDD2<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |  20000000 | PA      | $19970568.00  | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WEX INC.                                                       | WEX INC                                            | CUSIP: 96208UAX9<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |   2678758 | PA      | $2662971.58   | 0.03%             | 2032-03-05      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC.                                               | GEN DIGITAL INC                                    | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    636667 | PA      | $631361.32    | 0.01%             | 2029-09-12      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU LTD                                              | TRIMARAN CAVU 2022 2 LTD                           | CUSIP: 89625BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249982.00    | 0.00%             | 2038-03-27      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ACREC LTD                                                      | ACREC 2026 FL4 LLC                                 | CUSIP: 004970AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5840000 | PA      | $5827076.08   | 0.07%             | 2043-01-18      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38376FRF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51249 | PA      | $51607.44     | 0.00%             | 2039-08-16      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  13710000 | PA      | $13710623.39  | 0.17%             | 2026-04-10      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                      | AADVANTAGE LOYALTY IP LTD                          | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   1021448 | PA      | $1011659.38   | 0.01%             | 2028-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BSPDF ISSUER LTD                                               | BSPDF 2026 FL3 ISSUER LLC                          | CUSIP: 05594VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12330000 | PA      | $12328373.67  | 0.15%             | 2043-09-18      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CENTERSTONE SBA TRUST                                          | CENTERSTONE SBA TRUST 2023 1                       | CUSIP: 15202XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3334311 | PA      | $3328876.38   | 0.04%             | 2050-12-27      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                   | WILLIAMS COS INC THE                               | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8137929.53   | 0.10%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 1           | CUSIP: 37988XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1935000 | PA      | $1991310.63   | 0.02%             | 2031-01-15      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | BANK OF AMERICA NA                                 | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |  15450000 | PA      | $15479478.60  | 0.19%             | 2026-08-18      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                   | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC | CUSIP: 5899295X2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1981 | PA      | $1968.30      | 0.00%             | 2029-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST                                                | REACH ABS TRUST 2025 2                             | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3831435 | PA      | $3846753.37   | 0.05%             | 2032-08-18      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND TRUST                          | BAYVIEW OPPORTUNITY MASTER FUND VII 2024 CAR1 LLC  | CUSIP: 07336QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2801089 | PA      | $2808578.58   | 0.03%             | 2031-12-26      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                 | CITIGROUP INC                                      | CUSIP: 172967NH0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4005000 | PA      | $4023138.65   | 0.05%             | 2028-02-24      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                        | MF1 2024 FL16                                      | CUSIP: 55287EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18850000 | PA      | $18879594.50  | 0.23%             | 2039-11-18      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                              | PROGRESS RESIDENTIAL 2021 SFR3                     | CUSIP: 74333VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4980176.50   | 0.06%             | 2026-05-17      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                     | CATERPILLAR FINANCIAL SERVICES CORP                | CUSIP: 14913UAZ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13022018.10  | 0.16%             | 2028-03-03      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7157854 | PA      | $7182788.71   | 0.09%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT LTD                                        | HPS LOAN MANAGEMENT 10 2016 LTD                    | CUSIP: 40436TBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428571 | PA      | $428584.74    | 0.01%             | 2034-04-20      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35564UBR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17004577 | PA      | $17003969.99  | 0.21%             | 2045-10-25      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HNP44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25725553 | PA      | $25851981.62  | 0.32%             | 2053-11-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                        | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   6900000 | PA      | $6905658.00   | 0.09%             | 2027-09-11      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                       | PRIMO BRANDS CORP                                  | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    980100 | PA      | $982672.76    | 0.01%             | 2031-03-19      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                               | EQUITABLE AMERICA GLOBAL FUNDING                   | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |  14460000 | PA      | $14484502.04  | 0.18%             | 2027-09-15      | Floating      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                         | WELLS FARGO BANK NA                                | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  12760000 | PA      | $12783988.80  | 0.16%             | 2026-08-07      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | WELLS FARGO CO                                     | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  23010000 | PA      | $23093876.74  | 0.29%             | 2028-04-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                       | PRPM 2026 CRE1 ISSUER LLC                          | CUSIP: 74391FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13210000 | PA      | $13211219.28  | 0.16%             | 2043-03-19      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST                     | MERCURY FINANCIAL CREDIT CARD MASTER TRUST         | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10660000 | PA      | $10677444.02  | 0.13%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                             | TRTX 2025 FL6 ISSUER LTD                           | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18650000 | PA      | $18679867.98  | 0.23%             | 2042-09-18      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                            | EXETER AUTOMOBILE RECEIVABLES TRUST 2022 1         | CUSIP: 30167JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21440000 | PA      | $21204929.70  | 0.26%             | 2029-10-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396XXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15923 | PA      | $15866.60     | 0.00%             | 2037-10-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| PEAR LLC                                                       | PEAR 2022 1 LLC                                    | CUSIP: 70472XAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2312027 | PA      | $2342458.02   | 0.03%             | 2034-10-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  12570000 | PA      | $12601331.10  | 0.16%             | 2027-09-24      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31394AER3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65821 | PA      | $65593.00     | 0.00%             | 2034-07-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31393T5M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60468 | PA      | $60371.59     | 0.00%             | 2033-11-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38376CR84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35942 | PA      | $35992.63     | 0.00%             | 2039-10-16      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032641<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19000000 | PA      | $17416236.57  | 0.22%             | 2049-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO                                 | MORGAN STANLEY EATON VANCE CLO                     | CUSIP: 61773KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3999896.00   | 0.05%             | 2037-10-23      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO                                                | SOUND POINT CLO XXXIII LTD                         | CUSIP: 83616KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9999970.00   | 0.12%             | 2035-04-20      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HMKB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11591545 | PA      | $11670360.08  | 0.14%             | 2055-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31395DPE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52103 | PA      | $51634.64     | 0.00%             | 2036-05-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                                     | MONROE CAPITAL MML CLO XII LTD                     | CUSIP: 61034VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7680109 | PA      | $7676898.31   | 0.10%             | 2033-09-14      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2025 R02       | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3323385 | PA      | $3321343.17   | 0.04%             | 2045-02-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31392R6E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52330 | PA      | $52853.97     | 0.00%             | 2032-03-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BXAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7757230 | PA      | $7791627.95   | 0.10%             | 2055-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                               | SKANDINAVISKA ENSKILDA BANKEN AB                   | CUSIP: 830505BP7<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  12730000 | PA      | $12719179.50  | 0.16%             | 2029-03-12      | Floating      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| IMS ECUADORIAN MORTGAGE TRUST                                  | IMS ECUADORIAN MORTGAGE 2021 1 TRUST               | CUSIP: 44970EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2326000 | PA      | $2238775.39   | 0.03%             | 2043-08-18      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                             | TRICOLOR AUTO SECURITIZATION TRUST 2023 1          | CUSIP: 89616KAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1551654 | PA      | $1448313.87   | 0.02%             | 2027-07-15      | Fixed         | 8.56%                 | Yes           |                  2 | On Loan: No      |
| BOF VII AL FUNDING TRUST I                                     | BOF VII AL FUNDING TRUST I                         | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2903740 | PA      | $2947285.61   | 0.04%             | 2032-07-26      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31339WXS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61938 | PA      | $62557.49     | 0.00%             | 2032-03-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                         | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8540200 | PA      | $8609830.14   | 0.11%             | 2030-08-20      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| TRIANGLE RE LTD                                                | TRIANGLE RE 2023 1 LTD                             | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4169988 | PA      | $4197532.51   | 0.05%             | 2033-11-25      | Floating      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31339NNP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32008 | PA      | $32122.94     | 0.00%             | 2032-03-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| REGATTA FUNDING LTD                                            | REGATTA VII FUNDING LTD                            | CUSIP: 75888ABC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264706 | PA      | $264375.04    | 0.00%             | 2034-06-20      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT ASSET TRUST                                         | TOWD POINT ASSET TRUST 2018 SL1                    | CUSIP: 89174UAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1251139 | PA      | $1251059.38   | 0.02%             | 2046-01-25      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31396RZY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154527 | PA      | $153102.14    | 0.00%             | 2036-06-15      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| ASURION, LLC                                                   | ASURION LLC                                        | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1140993 | PA      | $1129939.32   | 0.01%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                            | LOANCORE 2022 CRE7 ISSUER LTD                      | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11329985 | PA      | $11323619.78  | 0.14%             | 2037-01-17      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| MF1 LTD                                                        | MF1 2024 FL14 LLC                                  | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13801000 | PA      | $13812868.86  | 0.17%             | 2039-03-19      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE | CUSIP: 35563PLU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960450 | PA      | $1933225.39   | 0.02%             | 2058-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                   | BX COMMERCIAL MORTGAGE TRUST 2024 SLCT             | CUSIP: 12433JAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5080000 | PA      | $5069787.68   | 0.06%             | 2042-01-15      | Floating      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                           | CONSTELLATION ENERGY GENERATION LLC                | CUSIP: 210385AN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   6680000 | PA      | $6668484.48   | 0.08%             | 2028-01-08      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   5645000 | PA      | $5649169.34   | 0.07%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Korea National Oil Corporation                                 | KOREA NATIONAL OIL CORP                            | CUSIP: 50065LAR1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              |  | KR        |  25280000 | PA      | $25311094.40  | 0.31%             | 2028-09-29      | Floating      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4980000 | PA      | $5000597.28   | 0.06%             | 2028-01-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31393LBU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28494 | PA      | $28499.85     | 0.00%             | 2033-02-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| HOA FUNDING LLC 0 08 20 51                                     | HOA FUNDING LLC 0 08 20 51                         | CUSIP: 403ESCAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $0.00         | 0.00%             | 2051-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WESTGATE RESORTS LLC                                           | WESTGATE RESORTS 2023 1 LLC                        | CUSIP: 96033EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2229127 | PA      | $2266075.23   | 0.03%             | 2037-12-20      | Fixed         | 7.49%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                            | LOANCORE 2021 CRE6 ISSUER LTD                      | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394967 | PA      | $395022.44    | 0.00%             | 2038-11-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC POOL                                   | CUSIP: 3133CVA87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1310969 | PA      | $1358578.90   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOME RE LIMITED                                                | HOME RE 2026 1 LTD                                 | CUSIP: 436956AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5710000 | PA      | $5717674.24   | 0.07%             | 2036-01-25      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                        | ROYAL BANK OF CANADA                               | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6956000 | PA      | $6956745.82   | 0.09%             | 2027-10-18      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                          | ELEVANCE HEALTH INC                                | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  12335000 | PA      | $12351782.51  | 0.15%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837951 | PA      | $839936.90    | 0.01%             | 2029-11-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| ONESKY FLIGHT, LLC                                             | ONESKY FLIGHT LLC                                  | CUSIP: 68279FAB3<br>LEI: 549300PM6NEPXGG5B882 | Long             | LON              | CORP              | US        |   1354877 | PA      | $1353183.40   | 0.02%             | 2033-02-04      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                    | CAESARS ENTERTAINMENT                              | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   2500308 | PA      | $2433632.18   | 0.03%             | 2031-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                   | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC | CUSIP: 59020UGH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11769 | PA      | $11532.92     | 0.00%             | 2029-09-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                     | JP MORGAN TRUST 2015 1                             | CUSIP: 46643UAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70197 | PA      | $69401.85     | 0.00%             | 2044-12-25      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2862322 | PA      | $2880751.78   | 0.04%             | 2031-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                     | J P MORGAN MORTGAGE TRUST 2025 HE2                 | CUSIP: 46593XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20859881 | PA      | $20865861.94  | 0.26%             | 2055-11-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                  | ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD    | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8070000 | PA      | $8073365.19   | 0.10%             | 2041-01-18      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396WYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7929 | PA      | $7911.08      | 0.00%             | 2037-07-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                              | GLS AUTO SELECT RECEIVABLES TRUST 2023 2           | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350520 | PA      | $351107.82    | 0.00%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392F6D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34143 | PA      | $34186.83     | 0.00%             | 2032-12-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | ENERGY TRANSFER LP                                 | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   8041000 | PA      | $8194757.51   | 0.10%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                               | BANK OF MONTREAL                                   | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |   8100000 | PA      | $8108243.78   | 0.10%             | 2026-09-15      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| BAR ISSUER LLC                                                 | BAR 2026 FL1 ISSUER LLC                            | CUSIP: 06701PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16400000 | PA      | $16389722.12  | 0.20%             | 2043-08-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                          | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   7000000 | PA      | $7020650.91   | 0.09%             | 2026-07-13      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                | BENEFIT STREET PARTNERS CLO XVII LTD               | CUSIP: 08182BAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6666667 | PA      | $6666540.01   | 0.08%             | 2037-10-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31396HUS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91880 | PA      | $91153.90     | 0.00%             | 2036-02-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD                                                 | CARVAL CLO IV LTD                                  | CUSIP: 14687EAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3492723.50   | 0.04%             | 2038-03-31      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| BANK OF MONTREAL                                               | BANK OF MONTREAL                                   | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |  16723000 | PA      | $16694487.29  | 0.21%             | 2029-01-27      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                   | MASSMUTUAL GLOBAL FUNDING II                       | CUSIP: 57629TCA3<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  13720000 | PA      | $13709108.79  | 0.17%             | 2029-01-22      | Floating      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| BDS LTD                                                        | BDS 2024 FL13 LLC                                  | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4530000 | PA      | $4532582.10   | 0.06%             | 2039-09-19      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BARDOT CLO LTD                                                 | BARDOT CLO LTD                                     | CUSIP: 06744NBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10939987 | PA      | $10936989.68  | 0.14%             | 2032-10-22      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001019.30   | 0.01%             | 2028-05-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                      | MORGAN STANLEY BANK NA                             | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   6320000 | PA      | $6357485.06   | 0.08%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                         | FS RIALTO 2024 FL9 ISSUER LLC                      | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23030000 | PA      | $23108025.64  | 0.29%             | 2039-10-19      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                            | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   3835000 | PA      | $3844702.55   | 0.05%             | 2026-09-14      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| XCAL                                                           | XCAL 2019 IL 1 MORTGAGE TRUST                      | CUSIP: 98370LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8715248 | PA      | $610067.39    | 0.01%             | 2026-04-30      | Floating      | 7.28%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31393RTT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46286 | PA      | $46121.06     | 0.00%             | 2033-06-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| BATTERY PARK CDO, LIMITED                                      | BATTERY PARK CLO LTD                               | CUSIP: 07133YAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2175000 | PA      | $2175150.08   | 0.03%             | 2036-07-15      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                                       | VOYA CLO 2019 1 LTD                                | CUSIP: 92917NAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3333333 | PA      | $3333723.31   | 0.04%             | 2037-10-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                 | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18073818.00  | 0.22%             | 2027-03-03      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST                               | VISTA POINT SECURITIZATION TRUST 2026 CES1         | CUSIP: 92790EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30468350 | PA      | $30174815.02  | 0.37%             | 2056-02-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| FIGRE TRUST                                                    | FIGRE TRUST 2024 HE3                               | CUSIP: 31684GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3456974 | PA      | $3503872.70   | 0.04%             | 2054-07-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                           | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021 C   | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    439207 | PA      | $398931.23    | 0.00%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137AQF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12525 | PA      | $12463.57     | 0.00%             | 2041-12-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31396A5E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17697 | PA      | $17620.11     | 0.00%             | 2035-08-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2026  | CUSIP: 02531FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12798964 | PA      | $12790265.52  | 0.16%             | 2029-07-12      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CV4<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    802116 | PA      | $802710.36    | 0.01%             | 2035-05-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392AKD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84885 | PA      | $85011.75     | 0.00%             | 2031-11-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2022 R09       | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1047034 | PA      | $1056989.93   | 0.01%             | 2042-09-25      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31398LMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118914 | PA      | $119173.74    | 0.00%             | 2039-12-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| AREIT LTD.                                                     | AREIT 2025 CRE11                                   | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13130000 | PA      | $13153996.39  | 0.16%             | 2043-06-18      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE TRUST 2005 W4                           | CUSIP: 31394VQB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18832 | PA      | $19173.45     | 0.00%             | 2045-06-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                     | NATIONAL BANK OF CANADA                            | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   8190000 | PA      | $8201207.61   | 0.10%             | 2027-07-02      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD                                          | MOUNTAIN VIEW CLO XVII LTD                         | CUSIP: 62431QAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1312500 | PA      | $1312985.63   | 0.02%             | 2038-10-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST                                  | HTL COMMERCIAL MORTGAGE TRUST 2024 T53             | CUSIP: 404300AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1009076.40   | 0.01%             | 2039-05-10      | Variable      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST                                   | SAFCO AUTO RECEIVABLES TRUST 2024 1                | CUSIP: 78637EAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449319 | PA      | $449645.61    | 0.01%             | 2028-11-20      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 201 | CUSIP: 61763YAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2564000 | PA      | $2520328.41   | 0.03%             | 2044-06-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396LLX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40124 | PA      | $39787.01     | 0.00%             | 2036-11-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                     | JP MORGAN MORTGAGE TRUST 2018 7FRB                 | CUSIP: 46650AAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5503067 | PA      | $5466754.29   | 0.07%             | 2046-04-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED        | BLACKBIRD CAPITAL II AIRCRAFT LEASE LTD            | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2456726 | PA      | $2329093.04   | 0.03%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                   | PAGAYA AI DEBT GRANTOR TRUST 2024 11               | CUSIP: 69544AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3008450 | PA      | $3017450.27   | 0.04%             | 2032-07-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC POOL                                   | CUSIP: 3133CXY79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1031820 | PA      | $1073489.42   | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2023 HQA1            | CUSIP: 35564KX79<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1032778 | PA      | $1037785.59   | 0.01%             | 2043-05-25      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC POOL                                   | CUSIP: 3133WBYU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13141362 | PA      | $13746128.17  | 0.17%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                   | BX COMMERCIAL MORTGAGE TRUST 2021 21M              | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1457836 | PA      | $1456925.19   | 0.02%             | 2036-10-15      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                             | TRTX 2022 FL5 ISSUER LTD                           | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13500000 | PA      | $13514804.10  | 0.17%             | 2039-02-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| VESTIS CORPORATION                                             | VESTIS CORP                                        | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    620156 | PA      | $600001.17    | 0.01%             | 2031-02-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST                          | NEXTGEAR FLOORPLAN MASTER OWNER TRUST              | CUSIP: 65341KCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9280000 | PA      | $9331862.21   | 0.12%             | 2029-09-15      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                   | FIDELITY NATIONAL INFORMATION SERVICES INC         | CUSIP: 31620MCC8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24903750.00  | 0.31%             | 2029-03-10      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                  | COMMONBOND STUDENT LOAN TRUST 2018 A GS            | CUSIP: 20269DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258615 | PA      | $256328.44    | 0.00%             | 2044-02-25      | Floating      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                 | MORGAN STANLEY CAPITAL I TRUST 2018 BOP            | CUSIP: 61768FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7980000 | PA      | $5246451.00   | 0.07%             | 2033-08-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31393JAZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98485 | PA      | $98181.13     | 0.00%             | 2033-01-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST                          | MISSION LANE CREDIT CARD MASTER TRUST              | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8580000 | PA      | $8627850.66   | 0.11%             | 2030-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                          | TORONTO DOMINION BANK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |  87640000 | PA      | $87640000.00  | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                      | BAT CAPITAL CORP                                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  11209000 | PA      | $11085991.09  | 0.14%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                   | FISERV INC                                         | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10048261.90  | 0.12%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL UNLIMITED COMPANY                                | EATON CAPITAL UNLIMITED                            | CUSIP: 27806CDD1<br>LEI: 549300OLS85LSODKAF64 | Long             | STIV             | CORP              | IE        |  38000000 | PA      | $37945040.60  | 0.47%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MF1 LTD                                                        | MF1 2021 FL7 LTD                                   | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3558948 | PA      | $3558328.91   | 0.04%             | 2036-10-16      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                          | AMERICAN ELEC POWER CO                             | CUSIP: 0255E3DD7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | STIV             | CORP              | US        |  38000000 | PA      | $37945128.00  | 0.47%             |  |  |  | Yes           |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                             | REGIONAL MANAGEMENT ISSUANCE TRUST 2024 2          | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6240000 | PA      | $6263941.01   | 0.08%             | 2033-12-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31396H5Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10024 | PA      | $9952.73      | 0.00%             | 2036-01-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                             | AQUA FINANCE TRUST 2019 A                          | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955297 | PA      | $930181.96    | 0.01%             | 2040-07-16      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                            | BMW US CAPITAL LLC                                 | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7919085.53   | 0.10%             | 2027-03-19      | Floating      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                 | GOLUB CAPITAL PARTNERS CLO 51M LP                  | CUSIP: 381740AQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5977386.00   | 0.07%             | 2036-05-05      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES SERIES 2025 R01      | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11119914 | PA      | $11092369.64  | 0.14%             | 2045-01-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392AR67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25810 | PA      | $25848.99     | 0.00%             | 2031-07-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                            | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017 5         | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4156619 | PA      | $4206567.67   | 0.05%             | 2057-06-25      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                       | VIRGIN MEDIA BRISTOL LLC                           | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1025000 | PA      | $991175.00    | 0.01%             | 2029-01-31      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133THBS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24517 | PA      | $24498.75     | 0.00%             | 2028-12-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| HIH TRUST                                                      | HIH TRUST 2024 61P                                 | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9435286 | PA      | $9435286.16   | 0.12%             | 2041-10-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| MF1 LTD                                                        | MF1 2026 FL21 LLC                                  | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12290000 | PA      | $12265471.62  | 0.15%             | 2041-02-18      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2025 R04       | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3353690 | PA      | $3354773.76   | 0.04%             | 2045-05-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                       | 30 YEAR US TREASURY BOND FUTURE JUN26              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -113 | NC      | $396084.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                      | TOWD POINT MORTGAGE TRUST 2024 CES4                | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9485524 | PA      | $9462145.54   | 0.12%             | 2064-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ZAIS CLO LIMITED                                               | ZAIS CLO 13 LTD                                    | CUSIP: 98876NAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482876 | PA      | $482754.41    | 0.01%             | 2032-07-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK     | CUSIP: 35563FAA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218759 | PA      | $218367.64    | 0.00%             | 2051-01-25      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| NOVAE LLC                                                      | NOVAE LLC IN                                       | CUSIP: 66988QAB5<br>LEI: 549300IO3D43N4TFUV08 | Long             | LON              | CORP              | US        |   1443750 | PA      | $1298172.36   | 0.02%             | 2028-12-22      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES LTD                     | GREYSTONE CRE NOTES 2025 FL4 LLC                   | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17710000 | PA      | $17710354.20  | 0.22%             | 2043-01-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                   | MASSMUTUAL GLOBAL FUNDING II                       | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  11972000 | PA      | $12010710.15  | 0.15%             | 2027-04-09      | Floating      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396XZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119325 | PA      | $119135.59    | 0.00%             | 2037-10-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                                  | MERIT                                              | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11480000 | PA      | $11429180.34  | 0.14%             | 2030-09-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                             | TRICOLOR AUTO SECURITIZATION TRUST                 | CUSIP: 89617QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18218035 | PA      | $11193160.78  | 0.14%             | 2029-01-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                 | PROTECTIVE LIFE GLOBAL FUNDING                     | CUSIP: 743672AE7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  19300000 | PA      | $19302180.90  | 0.24%             | 2026-04-10      | Floating      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                 | MARRIOTT OWNERSHIP RESORTS INC                     | CUSIP: 57163KAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    985000 | PA      | $984384.38    | 0.01%             | 2031-04-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                            | EXETER AUTOMOBILE RECEIVABLES TRUST                | CUSIP: 30166XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2992810 | PA      | $2995293.19   | 0.04%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                      | OBX 2026 HE1 TRUST                                 | CUSIP: 67124BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27240000 | PA      | $27173436.34  | 0.34%             | 2056-02-25      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CLO LTD                                               | OWL ROCK CLO XXI LLC                               | CUSIP: 69120UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3290000 | PA      | $3274665.31   | 0.04%             | 2034-07-24      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                               | SMB PRIVATE EDUCATION LOAN TRUST 2023 C            | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4225527 | PA      | $4267344.51   | 0.05%             | 2052-11-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                            | TORREY PINES RE LTD                                | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $516300.00    | 0.01%             | 2032-06-07      | Variable      | 9.54%                 | Yes           |                  2 | On Loan: No      |
| GS REFT ISSUER LTD.                                            | GSREFT                                             | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7750000 | PA      | $7757241.60   | 0.10%             | 2043-04-19      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| LUMEXA IMAGING INC                                             | LUMEXA IMAGING INC                                 | CUSIP: 90372AAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    611101 | PA      | $613487.96    | 0.01%             | 2032-12-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| PEAR LLC                                                       | PEAR 2024 1 LLC                                    | CUSIP: 704933AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4520993 | PA      | $4555192.77   | 0.06%             | 2036-02-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| ONITY LOAN INVESTMENT TRUST                                    | ONITY LOAN INVESTMENT TRUST 2026 HB1               | CUSIP: 68278HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9680828.00   | 0.12%             | 2039-03-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026 1250B   | CUSIP: 949939AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3740000 | PA      | $3703996.14   | 0.05%             | 2041-03-10      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC POOL                                   | CUSIP: 3133CTHR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    509757 | PA      | $529891.84    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                      | FORTRESS CREDIT OPPORTUNITIES XXXV CLO LTD         | CUSIP: 34966YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3960000 | PA      | $3961358.28   | 0.05%             | 2033-07-20      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                            | SOCIETE GENERALE SA                                | CUSIP: 83368RCB6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  17440000 | PA      | $17528072.00  | 0.22%             | 2029-04-13      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 B   | CUSIP: 02007G6S7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3113488 | PA      | $3121796.29   | 0.04%             | 2033-09-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                  | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3174000 | PA      | $3180842.95   | 0.04%             | 2027-10-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| LUMENT COMMERCIAL TRUST                                        | LMNT CRE 2025 FL3 LLC                              | CUSIP: 50208TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20160000 | PA      | $20213907.84  | 0.25%             | 2043-07-21      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO LTD                                                    | AGL CLO 3 LTD                                      | CUSIP: 00119MAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2981875 | PA      | $2979164.48   | 0.04%             | 2038-04-15      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                 | ING GROEP NV                                       | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   8309000 | PA      | $8309000.00   | 0.10%             | 2027-04-01      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38374KPM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    133307 | PA      | $132177.47    | 0.00%             | 2035-01-16      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE REFERENCE NOTES                                 | CHASE MORTGAGE FINANCE CORP                        | CUSIP: 46591HBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6012321 | PA      | $5868848.37   | 0.07%             | 2050-02-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                 | PACIFIC LIFE GLOBAL FUNDING II                     | CUSIP: 6944PL3D9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  13600000 | PA      | $13598640.27  | 0.17%             | 2027-12-20      | Floating      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                        | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025 LOC4  | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19742830 | PA      | $19811215.56  | 0.25%             | 2055-06-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2024 HQA2            | CUSIP: 35564NDY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20045500 | PA      | $20064144.04  | 0.25%             | 2044-08-25      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                  | COMMONBOND STUDENT LOAN TRUST 2016 B               | CUSIP: 20267UAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21209 | PA      | $21151.26     | 0.00%             | 2040-10-25      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                      | ANCHORAGE CAPITAL CLO 11 LTD                       | CUSIP: 03330NAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2285716 | PA      | $2284399.43   | 0.03%             | 2037-07-22      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31339GXM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11424 | PA      | $11440.58     | 0.00%             | 2031-11-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2022 R02       | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13512300 | PA      | $13653773.54  | 0.17%             | 2042-01-25      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                            | ALLY FINANCIAL INC                                 | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $14216278.20  | 0.18%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS, LLC                                  | FIRST ADVANTAGE HOLDINGS LLC                       | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   2680775 | PA      | $2615988.72   | 0.03%             | 2031-10-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                    | ONEOK INC                                          | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4234399.27   | 0.05%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                        | MF1 2026 FL21 LLC                                  | CUSIP: 55287NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9704000 | PA      | $9708921.87   | 0.12%             | 2041-02-18      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC.                                        | CACI INTERNATIONAL INC                             | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |   1980000 | PA      | $1984950.00   | 0.02%             | 2031-10-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | ENERGY TRANSFER LP                                 | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  14006000 | PA      | $14134938.82  | 0.18%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS SHORT DURATION                          | GOLUB CAPITAL PARTNERS SHORT DURATION 2022 1       | CUSIP: 38179FAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11990000 | PA      | $11964557.22  | 0.15%             | 2033-07-25      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY                   | FLUTTER FINANCING BV                               | CUSIP: N3313EAJ9<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |    571021 | PA      | $566202.28    | 0.01%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RKG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5771319.28   | 0.07%             | 2027-10-20      | Fixed         | 7.26%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                        | BAIN CAPITAL CREDIT CLO 2021 7 LTD                 | CUSIP: 05682NAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6455520.50   | 0.08%             | 2035-01-22      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST                                  | BLP COMMERCIAL MORTGAGE TRUST 2024 IND2            | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23369571 | PA      | $23375053.70  | 0.29%             | 2041-03-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                    | ALLIED UNIVERSAL HOLDCO LLC                        | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1149600 | PA      | $1150557.41   | 0.01%             | 2032-08-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                   | PAGAYA AI DEBT GRANTOR TRUST 2025 1                | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030932 | PA      | $1032483.63   | 0.01%             | 2032-07-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                         | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2026 1      | CUSIP: 92262WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5491752 | PA      | $5414797.43   | 0.07%             | 2056-02-25      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4206115.20   | 0.05%             | 2039-01-20      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE, INC.                            | TAKE TWO INTERACTIVE SOFTWARE INC                  | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |  11600000 | PA      | $11495423.10  | 0.14%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                  | COLLEGE AVE STUDENT LOANS 2019 A LLC               | CUSIP: 19421UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2820627 | PA      | $2829416.14   | 0.04%             | 2048-12-28      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                        | BAIN CAPITAL CREDIT CLO 2022 6 LTD                 | CUSIP: 05685LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3999696.00   | 0.05%             | 2038-01-22      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023  | CUSIP: 02530CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2112998 | PA      | $2124826.37   | 0.03%             | 2030-09-12      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CLO LTD                                               | OWL ROCK CLO XXI LLC                               | CUSIP: 69120UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5198255 | PA      | $5188581.34   | 0.06%             | 2034-07-24      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| ZAIS CLO LIMITED                                               | ZAIS CLO 16 LTD                                    | CUSIP: 98875JBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7964904.00   | 0.10%             | 2034-10-20      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| FIGRE TRUST                                                    | FIGRE TRUST 2025 HE6                               | CUSIP: 31684NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11540239 | PA      | $11430919.42  | 0.14%             | 2055-09-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                  | COMMONBOND STUDENT LOAN TRUST 2018 C GS            | CUSIP: 20267XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196781 | PA      | $195234.92    | 0.00%             | 2046-02-25      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                        | PFP 2026 13 LTD                                    | CUSIP: 716966AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10950000 | PA      | $10957380.30  | 0.14%             | 2043-08-18      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING, LLC                                         | DIRECTV FINANCING LLC                              | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    651900 | PA      | $654690.78    | 0.01%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31397KZH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19179 | PA      | $19163.10     | 0.00%             | 2037-10-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| AVTECH EQUIPMENT RECEIVABLES FUNDING LLC                       | AVT EQUIP                                          | CUSIP: 05452AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4347547 | PA      | $4340493.29   | 0.05%             | 2033-02-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST                                  | HTL COMMERCIAL MORTGAGE TRUST 2024 T53             | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4515000 | PA      | $4573348.25   | 0.06%             | 2039-05-10      | Variable      | 8.47%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                            | STWD 2022 FL3 LTD                                  | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660063 | PA      | $660032.66    | 0.01%             | 2038-11-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2022 HQA1            | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465870 | PA      | $466452.37    | 0.01%             | 2042-03-25      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31397CV89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45573 | PA      | $45146.35     | 0.00%             | 2036-11-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED                  | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC | CUSIP: 59020UBV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62886 | PA      | $62174.01     | 0.00%             | 2029-05-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| REGATTA FUNDING LTD                                            | REGATTA X FUNDING LTD                              | CUSIP: 75884BAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3091667 | PA      | $3087230.11   | 0.04%             | 2037-07-17      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                  | LENDBUZZ SECURITIZATION TRUST 2023 3               | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3299925 | PA      | $3353670.47   | 0.04%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HEALTHPEAK OP, LLC                                             | HEALTHPEAK OP LLC                                  | CUSIP: 42250RD89<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | STIV             | CORP              | US        |  38000000 | PA      | $37966180.00  | 0.47%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                    | FEDERATION DES CAISSES DESJARDINS DU QUEBEC        | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  12036000 | PA      | $12081232.61  | 0.15%             | 2027-08-23      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SILVER ROCK CLO LTD                                            | SILVER ROCK CLO III                                | CUSIP: 82811AAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2125000 | PA      | $2124976.63   | 0.03%             | 2038-01-20      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1580641.96   | 0.02%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST                      | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021 C   | CUSIP: 80281HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8156 | PA      | $8148.40      | 0.00%             | 2028-06-15      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                    | L3HARRIS TECHNOLOGIES INC                          | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  18126000 | PA      | $18268343.30  | 0.23%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                     | JP MORGAN MORTGAGE TRUST 2018 7FRB                 | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4586137 | PA      | $4522815.13   | 0.06%             | 2046-04-25      | Floating      | 4.54%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTWOOD CAPITAL MM CLO                                      | BRIGHTWOOD CAPITAL MM CLO 2023 1 LTD               | CUSIP: 108928BE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2850000 | PA      | $2849900.25   | 0.04%             | 2035-10-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Coherent Corp.                                                 | COHERENT CORP                                      | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1002500.00   | 0.01%             | 2029-07-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | STACR TRUST 2018 HRP1                              | CUSIP: 3137G0VA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3806518 | PA      | $3926709.48   | 0.05%             | 2043-04-25      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                     | JP MORGAN MORTGAGE TRUST SERIES 2025 HE1           | CUSIP: 46593PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18058581 | PA      | $18051415.84  | 0.22%             | 2055-07-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                          | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MEH9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  16755000 | PA      | $16696860.15  | 0.21%             | 2029-01-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE MANUFACTURING INC                                | AMERICAN AXLE MANUFACTURING INC                    | CUSIP: 02406MBB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2326500 | PA      | $2314867.50   | 0.03%             | 2032-09-20      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2023 4           | CUSIP: 362929AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3190000 | PA      | $3218714.47   | 0.04%             | 2029-08-15      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Z CAPITAL CREDIT PARTNERS CLO LTD                              | Z CAPITAL CREDIT PARTNERS CLO 2019 1 LTD           | CUSIP: 98877GAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5993730.00   | 0.07%             | 2031-07-16      | Floating      | 8.93%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC STRIPS                                 | CUSIP: 3128HVZP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43698 | PA      | $43216.12     | 0.00%             | 2036-08-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                        | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2026 HB1   | CUSIP: 795939AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35683399 | PA      | $35642958.99  | 0.44%             | 2056-04-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SEASONED MORTGAGE TRUST                            | JP MORGAN SEASONED MORTGAGE TRUST 2014 1           | CUSIP: 46643VAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304620 | PA      | $302024.55    | 0.00%             | 2033-05-25      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE CREDIT FUND III LP                              | OXFORD FINANCE CREDIT FUND III 2024 A LP           | CUSIP: 69145DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8132510 | PA      | $8170651.83   | 0.10%             | 2032-01-14      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                       | BHG SECURITIZATION TRUST 2024 1CON                 | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2448061 | PA      | $2488962.46   | 0.03%             | 2035-04-17      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR DEBT NOTES 2017 HRP1             | CUSIP: 3137G0SN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    843220 | PA      | $848684.33    | 0.01%             | 2042-12-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                       | GS MORTGAGE SECURITIES CORP TRUST 2018 TWR         | CUSIP: 36251SAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8720000 | PA      | $6648912.80   | 0.08%             | 2031-07-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4561589.99   | 0.06%             | 2026-08-14      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SEASONED MORTGAGE TRUST                            | JP MORGAN SEASONED MORTGAGE TRUST 2014 1           | CUSIP: 46643VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419338 | PA      | $413870.63    | 0.01%             | 2033-05-25      | Floating      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                      | FORTRESS CREDIT OPPORTUNITIES XXIX CLO LTD         | CUSIP: 34990EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12215164 | PA      | $12212366.42  | 0.15%             | 2033-04-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| MF1 LTD                                                        | MF1 2025 FL19 LLC                                  | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19300000 | PA      | $19327956.05  | 0.24%             | 2042-05-18      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                                     | MINERALS TECHNOLOGIES                              | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |   1080090 | PA      | $1084140.34   | 0.01%             | 2031-11-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WOODMONT TRUST                                                 | WOODMONT 2023 12 TRUST                             | CUSIP: 979926AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12329593 | PA      | $12329925.55  | 0.15%             | 2032-10-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST                                   | VEROS AUTO RECEIVABLES TRUST 2024 1                | CUSIP: 92512WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227496 | PA      | $227741.11    | 0.00%             | 2027-11-15      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE | CUSIP: 35563PES4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250528 | PA      | $2224571.41   | 0.03%             | 2057-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17580000 | PA      | $17589883.65  | 0.22%             | 2029-01-24      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31397EB38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79006 | PA      | $77993.80     | 0.00%             | 2036-08-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10186931.71  | 0.13%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC POOL                                   | CUSIP: 3133CVA95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1578941 | PA      | $1637927.53   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JUPITER BUYER INC                                              | JUPITER BUYER INC                                  | CUSIP: 48205CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    508098 | PA      | $509050.60    | 0.01%             | 2031-11-03      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                        | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2026 HB1   | CUSIP: 795939AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $5182190.00   | 0.06%             | 2056-04-25      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                            | BMW US CAPITAL LLC                                 | CUSIP: 05565ECT0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  11890000 | PA      | $11908219.88  | 0.15%             | 2027-08-13      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                             | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  12450000 | PA      | $12414556.59  | 0.15%             | 2028-09-01      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396PZL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35366 | PA      | $34857.47     | 0.00%             | 2037-03-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| TIDEWATER AUTO RECEIVABLES TRUST                               | TIDEWATER AUTO RECEIVABLES TRUST 2020 A            | CUSIP: 88641WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919490 | PA      | $918370.44    | 0.01%             | 2028-07-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST                   | ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2025  | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5402144 | PA      | $5417871.12   | 0.07%             | 2029-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                 | CITIGROUP INC                                      | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15270000 | PA      | $15336301.12  | 0.19%             | 2028-05-07      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| PEAR LLC                                                       | PEAR 2023 1 LLC                                    | CUSIP: 70473AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9084272 | PA      | $9265589.71   | 0.11%             | 2035-07-15      | Fixed         | 7.42%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                      | TOWD POINT MORTGAGE TRUST 2025 HE2                 | CUSIP: 89183PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2065-09-25      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                        | BANK OF NOVA SCOTIA THE                            | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  11130000 | PA      | $11165314.71  | 0.14%             | 2027-06-04      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING PLC                                             | NEWDAY FUNDING MASTER 2023 1 20311117 FLT          | CUSIP: 65120LAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5700000 | PA      | $5727160.50   | 0.07%             | 2031-11-17      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                   | PAGAYA AI DEBT GRANTOR TRUST 2024 10               | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1856603 | PA      | $1862157.44   | 0.02%             | 2032-06-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                   | PAGAYA AI DEBT GRANTOR TRUST 2025 1                | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2223650 | PA      | $2227762.70   | 0.03%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| HUBBELL INCORPORATED                                           | HUBBELL INC                                        | CUSIP: 44352BD12<br>LEI: 54930088VDQ6840Y6597 | Long             | STIV             | CORP              | US        |  18400000 | PA      | $18398056.96  | 0.23%             |  |  |  | Yes           |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO, INC.                                      | OAK EAGLE ACQUIRECO INC                            | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   1078792 | PA      | $1073398.04   | 0.01%             | 2033-03-24      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35564UCR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24746625 | PA      | $24653825.56  | 0.31%             | 2056-02-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                 | JEFFERIES GRP LLC CAP                              | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8807619.39   | 0.11%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                            | RCKT TRUST                                         | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2849968 | PA      | $2855891.38   | 0.04%             | 2034-07-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BDS LTD                                                        | BDS 2025 FL14 LLC                                  | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10910000 | PA      | $10910294.57  | 0.14%             | 2042-10-21      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK RAINIER CLO LTD                                      | BLACKROCK RAINIER CLO VI LTD                       | CUSIP: 09261MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14886667 | PA      | $14846502.44  | 0.18%             | 2037-04-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| BXDL STATIC CLO LLC                                            | BXDL STATIC CLO 2025 1 LLC                         | CUSIP: 05617FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6073874 | PA      | $6066797.45   | 0.08%             | 2035-07-20      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                    | TRUIST BANK                                        | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  17630000 | PA      | $17639039.25  | 0.22%             | 2028-07-24      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31397H2N7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3971 | PA      | $3927.74      | 0.00%             | 2037-05-15      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| PENNANTPARK CLO LTD                                            | PENNANTPARK CLO IX LLC                             | CUSIP: 707915AN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4890000 | PA      | $4885427.85   | 0.06%             | 2034-04-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31397ASY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24627 | PA      | $24440.60     | 0.00%             | 2036-09-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                         | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  15400000 | PA      | $15453655.60  | 0.19%             | 2028-04-04      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| 321 HENDERSON RECEIVABLES II LLC                               | 321 HENDERSON RECEIVABLES I LLC                    | CUSIP: 88576NAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55490 | PA      | $55072.60     | 0.00%             | 2041-06-15      | Floating      | 3.99%                 | Yes           |                  2 | On Loan: No      |
| STAR TRUST                                                     | STAR 2025 SFR6 TRUST                               | CUSIP: 85520EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23400000 | PA      | $23400000.00  | 0.29%             | 2042-08-17      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                                          | BLUEMOUNTAIN CLO XXII LTD                          | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1215781 | PA      | $1215588.69   | 0.02%             | 2031-07-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| LUMENT COMMERCIAL TRUST                                        | LMNT CRE 2025 FL3 LLC                              | CUSIP: 50208TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20110000 | PA      | $20180624.31  | 0.25%             | 2043-07-21      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                        | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  17830000 | PA      | $17835643.02  | 0.22%             | 2028-01-13      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2024 HQA1            | CUSIP: 35564NBW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26116600 | PA      | $26150821.07  | 0.32%             | 2044-03-25      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                            | RCKTL 2025 2                                       | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4661805 | PA      | $4662224.54   | 0.06%             | 2034-11-25      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                  | SABINE PASS LIQUEFACTION                           | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  10329000 | PA      | $10348332.48  | 0.13%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO LIMITED                                          | WELLFLEET CLO 2022 1 LTD                           | CUSIP: 94950TAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3684211 | PA      | $3685570.02   | 0.05%             | 2037-07-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FIGRE TRUST                                                    | FIGRE TRUST 2025 HE3                               | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3339534 | PA      | $3350859.18   | 0.04%             | 2055-05-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST                                   | VEROS AUTO RECEIVABLES TRUST 2023 1                | CUSIP: 924933AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3043567.20   | 0.04%             | 2028-11-15      | Fixed         | 8.32%                 | Yes           |                  2 | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                         | BUCKEYE PARTNERS LP                                | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |   2067235 | PA      | $2077220.01   | 0.03%             | 2032-11-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| RAD CLO LTD.                                                   | RAD CLO 3 LTD                                      | CUSIP: 749986AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2644444 | PA      | $2644394.20   | 0.03%             | 2037-07-15      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                 | PACIFIC LIFE GLOBAL FUNDING II                     | CUSIP: 6944PL3A5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  16200000 | PA      | $16271800.99  | 0.20%             | 2027-02-05      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY                   | FLUTTER ENTERTAINMENT                              | CUSIP: N3313EAG5<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |   1347500 | PA      | $1335709.38   | 0.02%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31396UR69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119022 | PA      | $118483.27    | 0.00%             | 2036-07-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS, LLC                                    | SOTERA HEALTH HOLDINGS LLC                         | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    846407 | PA      | $848259.38    | 0.01%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO, LTD.                                             | SYMPHONY CLO XIX LTD                               | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310608 | PA      | $310621.89    | 0.00%             | 2031-04-16      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                         | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023 2      | CUSIP: 80287JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150612 | PA      | $150685.98    | 0.00%             | 2028-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | BANK OF AMERICA CORP                               | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8328437.79   | 0.10%             | 2028-02-04      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2023 R03       | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1137466 | PA      | $1146642.74   | 0.01%             | 2043-04-25      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                                     | MONROE CAPITAL MML CLO XIII LTD                    | CUSIP: 61034JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5000145.00   | 0.06%             | 2034-02-24      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                     | JP MORGAN MORTGAGE TRUST 2023 HE2                  | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6767805 | PA      | $6780281.25   | 0.08%             | 2054-03-20      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10518522.00  | 0.13%             | 2027-03-19      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| ASP PIF CLO LLC                                                | ASP PIF CLO I LLC                                  | CUSIP: 044929AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $14954355.00  | 0.19%             | 2038-01-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                 | JEFFERIES FINANCIAL GROUP INC                      | CUSIP: 47233WLT4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  25040000 | PA      | $25031216.72  | 0.31%             | 2027-02-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                             | AQUA FINANCE TRUST 2021 A                          | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1637604 | PA      | $1502998.22   | 0.02%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SEASONED MORTGAGE TRUST                            | JP MORGAN SEASONED MORTGAGE TRUST 2014 1           | CUSIP: 46643VAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395142 | PA      | $392954.92    | 0.00%             | 2033-05-25      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AQZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3870209 | PA      | $3950555.38   | 0.05%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2024 R04       | CUSIP: 20755KAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    802058 | PA      | $801564.94    | 0.01%             | 2044-05-25      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2024 DNA2            | CUSIP: 35564NCX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7894020 | PA      | $7889709.11   | 0.10%             | 2044-05-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| HARVEST SBA LOAN TRUST                                         | HARVEST SBA LOAN TRUST 2023 1                      | CUSIP: 41757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4035156 | PA      | $4168879.76   | 0.05%             | 2050-10-25      | Floating      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                     | CATERPILLAR FINANCIAL SERVICES CORP                | CUSIP: 14913UBC3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  15840000 | PA      | $15854484.57  | 0.20%             | 2028-08-15      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                            | STARWOOD 2025 SIF5 LLC                             | CUSIP: 85573WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2130000 | PA      | $2133944.76   | 0.03%             | 2037-04-15      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                       | LLOYDS BANKING GROUP PLC                           | CUSIP: 53944YAY9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  13841000 | PA      | $13949515.93  | 0.17%             | 2028-01-05      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HMZ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  30001841 | PA      | $30135117.75  | 0.37%             | 2055-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2022 DNA6            | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402364 | PA      | $403186.42    | 0.00%             | 2042-09-25      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| RADIAN GUARANTY INC AND EAGLE RE LTD                           | EAGLE RE 2021 2 LTD                                | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591562 | PA      | $592521.79    | 0.01%             | 2034-04-25      | Floating      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC.                                               | GEN DIGITAL INC                                    | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1488520 | PA      | $1468673.56   | 0.02%             | 2032-02-13      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                     | NAVIENT STUDENT LOAN TRUST 2021 1                  | CUSIP: 63942NAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2204925 | PA      | $2170925.22   | 0.03%             | 2069-12-26      | Floating      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                  | COMMONBOND STUDENT LOAN TRUST 2017 B GS            | CUSIP: 20268KAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283381 | PA      | $280293.10    | 0.00%             | 2042-09-25      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| RADIAN GUARANTY INC AND EAGLE RE LTD                           | EAGLE RE 2023 1 LTD                                | CUSIP: 26982EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6770000 | PA      | $6925270.63   | 0.09%             | 2033-09-26      | Floating      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                    | FEDERATION DES CAISSES DESJARDINS DU QUEBEC        | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  23280000 | PA      | $23304628.61  | 0.29%             | 2027-01-27      | Floating      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| PURCHASING POWER FUNDING LLC                                   | PURCHASING POWER FUNDING 2026 A LLC                | CUSIP: 74614AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5468223.75   | 0.07%             | 2030-08-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| EDELMAN FINANCIAL                                              | EDELMAN FINANCIAL                                  | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    960368 | PA      | $960427.61    | 0.01%             | 2028-04-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL FINANCE CREDIT CARD ABS LLC                        | CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST   | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440323 | PA      | $440799.88    | 0.01%             | 2030-10-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| REGATTA FUNDING LTD                                            | REGATTA IX FUNDING LTD                             | CUSIP: 75887VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557143 | PA      | $557083.79    | 0.01%             | 2037-04-17      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC         | CUSIP: 03238BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4699247 | PA      | $4743376.70   | 0.06%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BXCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15774280 | PA      | $15823312.42  | 0.20%             | 2055-05-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                         | HILCORP ENERGY                                     | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |   2006730 | PA      | $2007984.21   | 0.02%             | 2030-02-05      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2023 HQA2            | CUSIP: 35564K2F5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    791761 | PA      | $792002.08    | 0.01%             | 2043-06-25      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 313920KG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9309 | PA      | $9307.44      | 0.00%             | 2031-08-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                  | COMMONBOND STUDENT LOAN TRUST 2017 B GS            | CUSIP: 20268KAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70511 | PA      | $60178.19     | 0.00%             | 2042-09-25      | Variable      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                            | GS MORTGAGE BACKED SECURITIES TRUST 2024 HE1       | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16329231 | PA      | $16356406.60  | 0.20%             | 2054-08-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                 | PAGAYA AI DEBT TRUST 2024 3                        | CUSIP: 69547XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6283010 | PA      | $6286538.36   | 0.08%             | 2031-10-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                             | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  15670000 | PA      | $15658563.25  | 0.19%             | 2027-03-12      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                                    | MCF CLO 10 LTD                                     | CUSIP: 55293LAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3265625 | PA      | $3269073.50   | 0.04%             | 2037-04-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                     | JP MORGAN MORTGAGE TRUST 2023 HE1                  | CUSIP: 46656UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3464898 | PA      | $3468452.86   | 0.04%             | 2053-11-25      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| KNIGHT HEALTH HOLDINGS LLC                                     | KNIGHT HEALTH HOLDINGS LLC                         | CUSIP: 49902TAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    959153 | PA      | $680998.85    | 0.01%             | 2028-12-26      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                            | COMM 2024 WCL1 MORTGAGE TRUST                      | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14000000 | PA      | $13951840.00  | 0.17%             | 2041-06-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392HY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27348 | PA      | $27478.91     | 0.00%             | 2033-02-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST         | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU | CUSIP: 46591JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3078000.00   | 0.04%             | 2029-09-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                         | BOF URSA VI FUNDING TRUST I                        | CUSIP: 05603KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700771 | PA      | $705718.68    | 0.01%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2024 R03       | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10370000 | PA      | $10386177.20  | 0.13%             | 2044-03-25      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORPORATION                       | NATIONAL SECURITIES CLEARING CORP                  | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |  15300000 | PA      | $15322338.00  | 0.19%             | 2027-05-20      | Floating      | 4.24%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                 | AUTOZONE INC                                       | CUSIP: 05333UD23<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | STIV             | CORP              | US        |  19200000 | PA      | $19195833.60  | 0.24%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CLNY TRUST                                                     | CLNY TRUST 2019 IKPR                               | CUSIP: 12564NAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7387500.00   | 0.09%             | 2038-11-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F052441<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $16310924.64  | 0.20%             | 2041-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                     | JP MORGAN MORTGAGE TRUST 2024 HE2                  | CUSIP: 46593HAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6432266 | PA      | $6430988.55   | 0.08%             | 2054-10-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                          | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4004400.00   | 0.05%             | 2027-03-25      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                              | CEDAR FUNDING XIV CLO LTD                          | CUSIP: 15034AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    728571 | PA      | $728345.57    | 0.01%             | 2037-10-15      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31395LVP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17751 | PA      | $17680.21     | 0.00%             | 2035-01-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                   | PAGAYA AI DEBT SELECTION TRUST                     | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7999263 | PA      | $7971242.92   | 0.10%             | 2033-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ASCENT CAREER FUNDING TRUST                                    | ASCENT CAREER FUNDING TRUST 2024 1                 | CUSIP: 04363LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3994762 | PA      | $4017230.64   | 0.05%             | 2032-10-25      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST                                 | CASCADE FUNDING MORTGAGE TRUST                     | CUSIP: 12531BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6163871 | PA      | $6062426.81   | 0.08%             | 2035-03-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS, LLC                                      | CLEARWATER ANALYTICS LLC                           | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    997500 | PA      | $997707.48    | 0.01%             | 2032-04-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                             | LOBEL AUTOMOBILE RECEIVABLES TRUST 2025 1          | CUSIP: 53948RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1986006 | PA      | $1987738.41   | 0.02%             | 2027-11-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410GX99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2900 | PA      | $2989.59      | 0.00%             | 2048-01-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BRIGHTWOOD CAPITAL MM CLO                                      | BRIGHTWOOD CAPITAL MM CLO LTD                      | CUSIP: 10950EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2941812.00   | 0.04%             | 2036-04-15      | Floating      | 8.58%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC STRIPS                                 | CUSIP: 3128HWJT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52093 | PA      | $51684.48     | 0.00%             | 2036-12-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY LTD                                    | ACRES COMMERCIAL REALTY 2026 FL4 ISSUER LLC        | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21790000 | PA      | $21806294.56  | 0.27%             | 2044-08-18      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                        | WINDSTREAM SERVICES LLC                            | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    950000 | PA      | $953562.50    | 0.01%             | 2032-09-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                       | ANGEL OAK MORTGAGE TRUST 2025 HB1                  | CUSIP: 034936AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6379010 | PA      | $6402688.17   | 0.08%             | 2055-02-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| HOA FUNDING LLC 0 08 20 51                                     | HOA FUNDING LLC 0 08 20 51                         | CUSIP: 403ESCAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $0.00         | 0.00%             | 2051-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                              | AFFIRM ASSET SECURITIZATION TRUST 2025 X2          | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24155948 | PA      | $24173792.42  | 0.30%             | 2030-10-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31393QMP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37431 | PA      | $38145.25     | 0.00%             | 2033-05-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                        | ROYAL BANK OF CANADA                               | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4621000 | PA      | $4628301.18   | 0.06%             | 2029-01-24      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| WHITEWATER DBR HOLDCO LLC                                      | WHITEWATER DBR HOLDCO LLC                          | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |   1217513 | PA      | $1222382.97   | 0.02%             | 2031-03-03      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bank RVM Credit-Linked Notes                              | US BANK NA                                         | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5474406.30   | 0.07%             | 2046-12-25      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| WESTGATE RESORTS LLC                                           | WESTGATE RESORTS 2024 1 LLC                        | CUSIP: 96034KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4825681 | PA      | $4886591.46   | 0.06%             | 2038-01-20      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31393K5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67964 | PA      | $67759.87     | 0.00%             | 2033-02-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL FINANCE CREDIT CARD ABS LLC                        | CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST   | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3543000 | PA      | $3556357.82   | 0.04%             | 2032-12-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                            | SANDERS RE III LTD                                 | CUSIP: 80000XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $3000000.00   | 0.04%             | 2026-04-07      | Variable      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31358SH87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9127 | PA      | $9131.68      | 0.00%             | 2030-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP.                                            | PFS FINANCING CORP                                 | CUSIP: 69335PFS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15250000 | PA      | $15268045.33  | 0.19%             | 2029-01-15      | Floating      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31339D4M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24710 | PA      | $24747.34     | 0.00%             | 2031-06-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                     | NATIONAL BANK OF CANADA                            | CUSIP: 63307A3L7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  13440000 | PA      | $13451733.39  | 0.17%             | 2029-01-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                   | PAGAYA AI DEBT TRUST 2025 R1                       | CUSIP: 69547CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5151507 | PA      | $5168477.33   | 0.06%             | 2032-06-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC.                                | GE HEALTHCARE TECHNOLOGIES INC                     | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8158905.04   | 0.10%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                            | OPORTUN ISSUANCE TRUST 2025 B                      | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8013561.60   | 0.10%             | 2033-05-09      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14055000 | PA      | $14062272.62  | 0.17%             | 2027-09-22      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Z CAPITAL CREDIT PARTNERS CLO LTD                              | Z CAPITAL CREDIT PARTNERS CLO 2019 1 LTD           | CUSIP: 98877GAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6498173.50   | 0.08%             | 2031-07-16      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| TWIN BROOK CLO LLC                                             | TWIN BROOK CLO 2024 2 LLC                          | CUSIP: 901395AW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $12934974.00  | 0.16%             | 2035-10-20      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| KNIFE RIVER CORPORATION                                        | KNIFE RIVER                                        | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1484780 | PA      | $1493440.72   | 0.02%             | 2032-02-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | WELLS FARGO CO                                     | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8575000 | PA      | $8571371.83   | 0.11%             | 2028-01-24      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| THE NATIONAL COLLEGIATE TRUST                                  | NATIONAL COLLEGIATE TRUST 2007 A THE               | CUSIP: 63543YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    563937 | PA      | $552906.62    | 0.01%             | 2031-05-25      | Floating      | 4.09%                 | Yes           |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                          | LONG RIDGE ENERGY LLC                              | CUSIP: 54288BAB1<br>LEI: 984500764EC9AZ2FC764 | Long             | LON              | CORP              | US        |   1122518 | PA      | $1115501.77   | 0.01%             | 2032-02-19      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                  | ALIMENTATION COUCHE TARD INC                       | CUSIP: 01626VD18<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |  17700000 | PA      | $17698019.37  | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FIGRE TRUST                                                    | FIGRE TRUST 2024 HE2                               | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5701474 | PA      | $5814776.53   | 0.07%             | 2054-05-25      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BUDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18273401 | PA      | $18345787.53  | 0.23%             | 2055-01-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  11700000 | PA      | $11731471.13  | 0.15%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                 | PROTECTIVE LIFE GLOBAL FUNDING                     | CUSIP: 74368CBS2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $5051959.96   | 0.06%             | 2026-04-14      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                      | MORGAN STANLEY BANK NA                             | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6316952.17   | 0.08%             | 2029-01-12      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                        | NTT FINANCE CORP                                   | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  12180000 | PA      | $12207727.04  | 0.15%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| ACREC LTD                                                      | ACREC 2025 FL 3 LLC                                | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12460000 | PA      | $12459950.16  | 0.15%             | 2042-08-18      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2709386 | PA      | $2715120.07   | 0.03%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2025 DNA1            | CUSIP: 35564NFZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6974840 | PA      | $6959602.49   | 0.09%             | 2045-01-25      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                             | NORTHWESTERN MUTUAL GLOBAL FUNDING                 | CUSIP: 66815L2Y4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |  13420000 | PA      | $13407975.14  | 0.17%             | 2028-08-25      | Floating      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATION                                     | AUGUSTA SPINCO CORP                                | CUSIP: 051473AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26355000 | PA      | $26326439.88  | 0.33%             | 2027-09-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                  | VISTRA OPERATIONS CO LLC                           | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    536068 | PA      | $536775.57    | 0.01%             | 2030-12-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                            | NATWEST MARKETS PLC                                | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  15400000 | PA      | $15458846.02  | 0.19%             | 2028-03-21      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| MF1 LTD                                                        | MF1 2022 FL8 LTD                                   | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10951047 | PA      | $10950992.70  | 0.14%             | 2037-02-19      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                         | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025 2      | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1195011 | PA      | $1199108.38   | 0.01%             | 2060-06-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| PETCO HEALTH AND WELLNESS COMPANY, INC.                        | PETCO HEALTH WELLNESS BANK LOAN B                  | CUSIP: 71601HAG1<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    903814 | PA      | $884889.94    | 0.01%             | 2031-01-22      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST                                         | OPORTUN ISSUANCE TRUST 2026 A                      | CUSIP: 68390VAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4987575.00   | 0.06%             | 2034-01-09      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RJS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6240000 | PA      | $6328809.55   | 0.08%             | 2029-06-20      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| ACHM TRUST                                                     | ACHM MORTGAGE TRUST 2024 HE1                       | CUSIP: 00449TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4870737 | PA      | $4972657.26   | 0.06%             | 2039-05-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN                                      | NOVASTAR MORTGAGE FUNDING TRUST SERIES 2003 1      | CUSIP: 66987XCE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10548 | PA      | $10477.28     | 0.00%             | 2033-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F060642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -27800000 | PA      | $-28337318.40 | -0.35%            | 2056-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                             | TRICOLOR AUTO SECURITIZATION TRUST 2025 1          | CUSIP: 89617CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5320000 | PA      | $1132096.00   | 0.01%             | 2029-10-15      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC POOL                                   | CUSIP: 3133CVBH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3219005 | PA      | $3284680.15   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31397KUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199719 | PA      | $199255.08    | 0.00%             | 2037-10-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| SAIF SECURITIZATION TRUST                                      | SAIF SECURITIZATION TRUST 2026 CES1                | CUSIP: 78710HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19450000 | PA      | $19428855.91  | 0.24%             | 2056-02-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H062644<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15000000 | PA      | $15588463.20  | 0.19%             | 2056-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                       | FOUNDATION FINANCE TRUST 2021 2                    | CUSIP: 35042PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1121565 | PA      | $1068823.06   | 0.01%             | 2042-01-15      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Z CAPITAL CREDIT PARTNERS CLO LTD                              | Z CAPITAL CREDIT PARTNERS CLO 2021 1 LTD           | CUSIP: 98878FAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12010000 | PA      | $12009687.74  | 0.15%             | 2033-07-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| HARVEST SBA LOAN TRUST                                         | HARVEST SBA LOAN TRUST 2024 1                      | CUSIP: 41756NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6352924 | PA      | $6413644.18   | 0.08%             | 2051-12-25      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 313921A57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37349 | PA      | $37405.17     | 0.00%             | 2031-11-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                      | FORTRESS CREDIT OPPORTUNITIES XXXI CLO LTD         | CUSIP: 34990GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8222474 | PA      | $8214449.34   | 0.10%             | 2033-07-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                                 | SOFI CONSUMER LOAN PROGRAM 2025 2 TRUST            | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4930284 | PA      | $4946314.62   | 0.06%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                          | BANQUE FED CRED MUTUEL                             | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3220000 | PA      | $3235002.24   | 0.04%             | 2027-01-23      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | BARCLAYS PLC                                       | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |  12500000 | PA      | $12586750.25  | 0.16%             | 2028-03-12      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                       | ENERGIZER HOLDINGS INC                             | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |   1755100 | PA      | $1755100.15   | 0.02%             | 2032-03-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QUSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8182508 | PA      | $8459379.24   | 0.10%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                            | BROWN BROWN INC                                    | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  10450000 | PA      | $10480853.10  | 0.13%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ALTURAS RE 2021 3 7 31 25                                      | ALTURAS RE 2021 3 7 31 25                          | CUSIP: S00322493<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4000000 | PA      | $112000.00    | 0.00%             | 2026-07-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137AAS79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8938 | PA      | $8884.42      | 0.00%             | 2041-05-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD                                                 | OAKTOWN RE VII LTD                                 | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1304465 | PA      | $1312811.40   | 0.02%             | 2034-04-25      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                      | TOWD POINT MORTGAGE TRUST 2019 HY1                 | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566513 | PA      | $566707.88    | 0.01%             | 2048-10-25      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31339GNR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11904 | PA      | $11539.75     | 0.00%             | 2031-10-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                    | OCWEN LOAN INVESTMENT TRUST 2024 HB1               | CUSIP: 675952AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020000 | PA      | $995571.10    | 0.01%             | 2037-02-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING, INC.                                      | PPL CAPITAL FUNDING INC                            | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   1778000 | PA      | $1775077.50   | 0.02%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2024 R05       | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16399505 | PA      | $16358506.67  | 0.20%             | 2044-07-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                   | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC | CUSIP: 5899296M5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151544 | PA      | $132676.17    | 0.00%             | 2029-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                          | BANCO SANTANDER SA                                 | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  16400000 | PA      | $16467240.00  | 0.20%             | 2028-07-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD                          | GOLDENTREE LOAN MANAGEMENT US CLO 10 LTD           | CUSIP: 38138TAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1837500 | PA      | $1837365.86   | 0.02%             | 2037-10-20      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2025 R06       | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8009650 | PA      | $7998060.77   | 0.10%             | 2045-09-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                       | GS MORTGAGE SECURITIES CORP TRUST 2020 DUNE        | CUSIP: 36258BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9092721 | PA      | $9080791.29   | 0.11%             | 2036-12-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| FIGRE TRUST                                                    | FIGRE TRUST 2025 PF2                               | CUSIP: 316918AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4217928 | PA      | $4176450.26   | 0.05%             | 2055-10-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                        | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025 LOC5  | CUSIP: 79581XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11542371 | PA      | $11580543.98  | 0.14%             | 2055-10-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |  11455000 | PA      | $11611634.87  | 0.14%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST                                 | CFMT 2024 HB14 LLC                                 | CUSIP: 12530XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9588449 | PA      | $9473962.33   | 0.12%             | 2034-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392HT86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12289 | PA      | $12274.45     | 0.00%             | 2033-02-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396XNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36020 | PA      | $35964.54     | 0.00%             | 2037-09-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392ELD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18210 | PA      | $18234.37     | 0.00%             | 2032-08-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                            | LOANCORE 2025 CRE9 ISSUER LLC                      | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11250000 | PA      | $11249989.88  | 0.14%             | 2042-08-18      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| BANK OF MONTREAL                                               | BANK OF MONTREAL                                   | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |  14790000 | PA      | $14790562.91  | 0.18%             | 2028-09-22      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2024 R04       | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20976555 | PA      | $20970085.55  | 0.26%             | 2044-05-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC HOLDINGS PLC                                  | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8700000 | PA      | $8724649.28   | 0.11%             | 2027-08-14      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                     | COOPERATIEVE RABOBANK UA NY                        | CUSIP: 21688AAZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8017845.04   | 0.10%             | 2026-10-05      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                 | PAGAYA AI DEBT TRUST 2024 3                        | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2925869 | PA      | $2927372.34   | 0.04%             | 2031-10-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST                                 | CFMT 2024 HB15 LLC                                 | CUSIP: 15723AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3377034 | PA      | $3366284.29   | 0.04%             | 2034-08-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 (US) LLC                                 | AVOLON TLB BORROWER 1 US LLC                       | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1198044 | PA      | $1201705.29   | 0.01%             | 2030-06-24      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 20755BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27305121 | PA      | $27299681.64  | 0.34%             | 2046-01-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                            | BANK OF NOVA SCOTIA                                | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |  55280000 | PA      | $55280000.00  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2025 1           | CUSIP: 36271KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1560200 | PA      | $1560684.87   | 0.02%             | 2027-12-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                              | ENTERPRISE PRODUCTS OPER                           | CUSIP: 29380DD15<br>LEI: 5493004LGN656HWLDA30 | Long             | STIV             | CORP              | US        |  38000000 | PA      | $37995827.60  | 0.47%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                                            | ALLSPRING BUYER LLC                                | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746241 | PA      | $747306.98    | 0.01%             | 2030-11-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTWOOD CAPITAL MM CLO                                      | BRIGHTWOOD CAPITAL MM CLO 2019 1 LTD               | CUSIP: 109487AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18500000 | PA      | $18490287.50  | 0.23%             | 2034-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| DEERPATH CAPITAL CLO LTD                                       | DEERPATH CAPITAL CLO 2021 1 LTD                    | CUSIP: 24460EAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10675000 | PA      | $10676857.45  | 0.13%             | 2036-07-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| DELTA FUNDING HOME EQUITY LOAN TRUST                           | DELTA FUNDING HOME EQUITY LOAN TRUST               | CUSIP: 24763LBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        78 | PA      | $29.76        | 0.00%             | 2027-06-25      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST                                                    | FIGRE TRUST 2025 HE4                               | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3146132 | PA      | $3148664.18   | 0.04%             | 2055-07-25      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND CLO LTD                              | ABPCI DIRECT LENDING FUND CLO V LTD                | CUSIP: 000807BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3941160.00   | 0.05%             | 2036-01-20      | Floating      | 9.42%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2024 R06       | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7647806 | PA      | $7645435.60   | 0.09%             | 2044-09-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON CLO LTD                                              | ELLINGTON CLO III LTD                              | CUSIP: 28852LAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3599590 | PA      | $3594543.18   | 0.04%             | 2030-07-20      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                                           | LC AHAB US BIDCO LLC                               | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |   1732456 | PA      | $1718379.93   | 0.02%             | 2031-04-14      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                             | TRICOLOR AUTO SECURITIZATION TRUST 2025 1          | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21576818 | PA      | $13235220.36  | 0.16%             | 2029-02-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| DAILYPAY SECURITIZATION TRUST                                  | DAILYPAY SECURITIZATION TRUST 2025 1               | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4740000 | PA      | $4751848.58   | 0.06%             | 2028-06-25      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SEASONED MORTGAGE TRUST                            | JP MORGAN SEASONED MORTGAGE TRUST 2014 1           | CUSIP: 46643VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423900 | PA      | $421524.33    | 0.01%             | 2033-05-25      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8515555.00   | 0.11%             | 2028-07-26      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 3136A5AT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62623 | PA      | $62120.96     | 0.00%             | 2042-04-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| PFP LTD                                                        | PFP 2026 13 LTD                                    | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7650000 | PA      | $7656234.75   | 0.09%             | 2043-08-18      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392BFS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37702 | PA      | $37965.68     | 0.00%             | 2031-12-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                         | FS RIALTO 2026 FL11 ISSUER LLC                     | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21820000 | PA      | $21821658.32  | 0.27%             | 2044-01-19      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| RADIAN GUARANTY INC AND EAGLE RE LTD                           | EAGLE RE 2023 1 LTD                                | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    676392 | PA      | $676885.78    | 0.01%             | 2033-09-26      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                           | ALPHA GENERATION LLC                               | CUSIP: 02072UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1366700 | PA      | $1364736.05   | 0.02%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                          | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5700000 | PA      | $5719665.00   | 0.07%             | 2028-02-16      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QUV45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10830859 | PA      | $11223344.38  | 0.14%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396XWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21668 | PA      | $21617.96     | 0.00%             | 2037-09-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XNJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10426199 | PA      | $10845931.51  | 0.13%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                            | GS MORTGAGE BACKED SECURITIES TRUST 2025 SL1       | CUSIP: 362960AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8448270 | PA      | $8494453.32   | 0.11%             | 2067-11-25      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| DWIGHT ISSUER LLC                                              | DWIGHT 2025 FL1 ISSUER LLC                         | CUSIP: 233636AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15550000 | PA      | $15616855.67  | 0.19%             | 2042-09-18      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2024 R02       | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1362956 | PA      | $1362110.69   | 0.02%             | 2044-02-25      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| BELLEMEADE RE LTD.                                             | BELLEMEADE RE 2025 1 LTD                           | CUSIP: 07876NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2069353 | PA      | $2069402.13   | 0.03%             | 2035-10-25      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                               | PRINCIPAL LIFE GLOBAL FUNDING II                   | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  10590000 | PA      | $10571177.97  | 0.13%             | 2028-08-18      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                         | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2023 1      | CUSIP: 92259VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1388136 | PA      | $1393711.65   | 0.02%             | 2053-01-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                            | VENTURE 41 CLO LTD                                 | CUSIP: 92326JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10680000 | PA      | $10680598.08  | 0.13%             | 2034-01-20      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MCR MORTGAGE TRUST                                             | MCR 2024 TWA MORTGAGE TRUST                        | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4330000 | PA      | $4360839.56   | 0.05%             | 2039-06-12      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                          | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  18270000 | PA      | $18267183.86  | 0.23%             | 2027-01-07      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2022 R01       | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1134352 | PA      | $1133308.96   | 0.01%             | 2041-12-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                    | RIO TINTO FINANCE USA PLC                          | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |  12350000 | PA      | $12422837.58  | 0.15%             | 2028-03-14      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2023 HQA3            | CUSIP: 35564K3F4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16295263 | PA      | $16408974.97  | 0.20%             | 2043-11-25      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC.                                          | WEC ENERGY GROUP INC                               | CUSIP: 92930WD73<br>LEI: 549300IGLYTZUK3PVP70 | Long             | STIV             | CORP              | US        |  38000000 | PA      | $37970667.80  | 0.47%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                         | STANDARD CHARTERED PLC                             | CUSIP: 85325C2F8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  17580000 | PA      | $17650461.87  | 0.22%             | 2029-01-21      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| SCIL IV LLC                                                    | SCIL USA HOLDINGS LLC                              | CUSIP: 80881LAC3<br>LEI: 9845009F6D37C41A8572 | Long             | LON              | CORP              | US        |   2417940 | PA      | $2405850.30   | 0.03%             | 2032-10-08      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                             | TRICOLOR AUTO SECURITIZATION TRUST 2024 3          | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4744552 | PA      | $4058489.86   | 0.05%             | 2028-06-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST                          | MISSION LANE CREDIT CARD MASTER TRUST              | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5300000 | PA      | $5308602.96   | 0.07%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137A1K36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19323 | PA      | $19281.39     | 0.00%             | 2040-07-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                  | US BANK C I CREDIT LINKED NOTES SERIES 2025 2      | CUSIP: 90355PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5757892 | PA      | $5760110.18   | 0.07%             | 2032-08-31      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7780000 | PA      | $7804352.02   | 0.10%             | 2028-04-22      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                   | PAGAYA AI DEBT GRANTOR TRUST 2024 10               | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3631280 | PA      | $3646109.96   | 0.05%             | 2032-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                | NORDEA BANK ABP                                    | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  12625000 | PA      | $12815309.38  | 0.16%             | 2027-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| THOPAS RE 2022                                                 | THOPAS RE 2022                                     | CUSIP: S00393836<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $17764.04     | 0.00%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2025 HQA1            | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7895325 | PA      | $7894706.80   | 0.10%             | 2045-02-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                           | LHOME MORTGAGE TRUST                               | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4490000 | PA      | $4493702.90   | 0.06%             | 2029-03-25      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                      | FORTRESS CREDIT OPPORTUNITIES IX CLO LTD           | CUSIP: 34961JAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11296742 | PA      | $11294889.74  | 0.14%             | 2033-10-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND CLO LTD                              | ABPCI DIRECT LENDING FUND CLO 21 LLC               | CUSIP: 00112WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4850000 | PA      | $4836817.70   | 0.06%             | 2037-07-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                 | PAGAYA AI DEBT TRUST 2024 2                        | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1965336 | PA      | $1966448.97   | 0.02%             | 2031-08-15      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                             | CREDIT AGRICOLE SA                                 | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  12000000 | PA      | $12052663.92  | 0.15%             | 2028-09-11      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1863511 | PA      | $1890042.48   | 0.02%             | 2031-01-13      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396WJU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7263 | PA      | $7197.99      | 0.00%             | 2037-06-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| ALTURAS RE 2022 2 12 31 2027                                   | ALTURAS RE 2022 2 12 31 2027                       | CUSIP: S00393837<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    421041 | PA      | $5263.01      | 0.00%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Morgan Stanley Bank, National Association                      | MORGAN STANLEY BANK NA                             | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12553508.63  | 0.16%             | 2026-10-30      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                 | PAGAYA AI DEBT TRUST 2024 2                        | CUSIP: 694961AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4138324 | PA      | $4139102.49   | 0.05%             | 2031-08-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS HOLDINGS INC                                           | NOVELIS HOLDINGS INC                               | CUSIP: 67000LAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2916958 | PA      | $2921697.56   | 0.04%             | 2032-03-11      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                 | CARVANA AUTO RECEIVABLES TRUST 2022 N1             | CUSIP: 14686GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860505 | PA      | $853758.78    | 0.01%             | 2028-12-11      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                           | MEDLINE BORROWER LP                                | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    877131 | PA      | $878775.36    | 0.01%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                  | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021 FL4 | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18795782 | PA      | $18795969.60  | 0.23%             | 2036-11-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWBJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25877738 | PA      | $25951658.11  | 0.32%             | 2055-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC STRIPS                                 | CUSIP: 3128HVJ59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44957 | PA      | $44645.27     | 0.00%             | 2036-05-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                         | MACQUARIE BANK LTD                                 | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  11450000 | PA      | $11440551.35  | 0.14%             | 2028-06-12      | Floating      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HNM54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23847163 | PA      | $23964815.68  | 0.30%             | 2055-05-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1638728 | PA      | $1649913.85   | 0.02%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5650000 | PA      | $5663786.00   | 0.07%             | 2027-06-24      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                               | SMB PRIVATE EDUCATION LOAN TRUST 2018 B            | CUSIP: 78449LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582988 | PA      | $582573.01    | 0.01%             | 2037-01-15      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                            | LOANCORE 2021 CRE6 ISSUER LTD                      | CUSIP: 53948HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4997018.00   | 0.06%             | 2038-11-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                | STREAM INNOVATIONS 2024 1 ISSUER TRUST             | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1821163 | PA      | $1874662.38   | 0.02%             | 2044-07-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2364661 | PA      | $2368933.42   | 0.03%             | 2039-02-18      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                     | OUTFRONT MEDIA CAPITAL LLC                         | CUSIP: BL5229218<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1160588 | PA      | $1163973.44   | 0.01%             | 2032-09-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| EQUS MORTGAGE TRUST                                            | EQUS 2021 EQAZ MORTGAGE TRUST                      | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9140619 | PA      | $9134906.43   | 0.11%             | 2038-10-15      | Floating      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   8607000 | PA      | $8631305.65   | 0.11%             | 2028-06-18      | Floating      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 20755BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11198177 | PA      | $11128188.17  | 0.14%             | 2046-01-25      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| MMP CAPITAL LLC                                                | MMP CAPITAL 2025 A LLC                             | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3760495 | PA      | $3786622.24   | 0.05%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                               | MARSH MCLENNAN CO INC                              | CUSIP: 57174WD63<br>LEI: 549300XMP3KDCKJXIU47 | Long             | STIV             | CORP              | US        |  15400000 | PA      | $15389817.52  | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                | REACH ABS TRUST 2024 2                             | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    777035 | PA      | $778612.59    | 0.01%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE WHOLE LOAN                              | CUSIP: 31395D7H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164571 | PA      | $163230.95    | 0.00%             | 2046-11-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                   | MASSMUTUAL GLOBAL FUNDING II                       | CUSIP: 57629TBR7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3008126.31   | 0.04%             | 2027-01-29      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ARCOSA, INC.                                                   | ARCOSA INC                                         | CUSIP: 03965EAH9<br>LEI: 549300WFHLTCZV7D6V29 | Long             | LON              | CORP              | US        |   1344612 | PA      | $1345731.59   | 0.02%             | 2032-06-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GCRED BSL CLO                                                  | GCRED 2025 CLO                                     | CUSIP: 3615EMAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7989136.00   | 0.10%             | 2034-01-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                             | TRTX 2022 FL5 ISSUER LTD                           | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12964076 | PA      | $12964011.60  | 0.16%             | 2039-02-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                | NGPL PIPECO LLC                                    | CUSIP: 65346HD13<br>LEI: 549300K3NT1HSQFEM073 | Long             | STIV             | CORP              | US        |  14000000 | PA      | $13998374.60  | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BSPRT ISSUER, LTD.                                             | BSPRT 2022 FL8 ISSUER LTD                          | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77241 | PA      | $77240.07     | 0.00%             | 2037-02-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                              | OCTAGON INVESTMENT PARTNERS 49 LTD                 | CUSIP: 67578FAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3215790 | PA      | $3215761.06   | 0.04%             | 2037-04-15      | Floating      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                       | BX TRUST 2021 RISE                                 | CUSIP: 12434EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8433270 | PA      | $8427999.43   | 0.10%             | 2036-11-15      | Floating      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| PEAR LLC                                                       | PEAR 2021 1 LLC                                    | CUSIP: 70472TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123325 | PA      | $123195.41    | 0.00%             | 2034-01-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                      | FORTRESS CREDIT OPPORTUNITIES XXXV CLO LTD         | CUSIP: 34966YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3980000 | PA      | $3974459.84   | 0.05%             | 2033-07-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| HILT MORTGAGE TRUST                                            | HILT COMMERCIAL MORTGAGE TRUST 2024 ORL            | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5470000 | PA      | $5466581.25   | 0.07%             | 2037-05-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                    | SCCU AUTO RECEIVABLES TRUST                        | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8312454 | PA      | $8326363.37   | 0.10%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3075411 | PA      | $3078358.39   | 0.04%             | 2027-10-25      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| RADNOR RE/ESSENT                                               | RADNOR RE 2023 1 LTD                               | CUSIP: 75050KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1352353 | PA      | $1356036.40   | 0.02%             | 2033-07-25      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES HOLDINGS, INC.                               | SS C TECHNOLOGIES INC                              | CUSIP: 78466DBJ2<br>LEI: 529900POY8H7NPPNKK71 | Long             | LON              | CORP              | US        |    802592 | PA      | $801015.58    | 0.01%             | 2031-05-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2024 DNA2            | CUSIP: 35564NCW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10308151 | PA      | $10311346.04  | 0.13%             | 2044-05-25      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396PJX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144920 | PA      | $142883.58    | 0.00%             | 2037-02-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| LIBRA SOLUTIONS LLC                                            | OASIS SECURITISATION                               | CUSIP: 53161AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3770000 | PA      | $3772686.50   | 0.05%             | 2039-08-15      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                  | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10577657.79  | 0.13%             | 2027-10-28      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                            | OPORTUN ISSUANCE TRUST 2021 C                      | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2559568 | PA      | $2525028.88   | 0.03%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                              | PALMER SQUARE CLO 2020 3 LTD                       | CUSIP: 69701RAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1157895 | PA      | $1160113.25   | 0.01%             | 2036-11-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST                   | NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019  | CUSIP: 63875FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3490000 | PA      | $3304041.98   | 0.04%             | 2036-07-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST                                 | CASCADE FUNDING MORTGAGE TRUST                     | CUSIP: 12531BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2771048.89   | 0.03%             | 2035-03-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                       | 2 YEAR US TREASURY NOTE FUTURE JUN26               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       500 | NC      | $211766.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO DOMINION BANK                                          | TORONTO DOMINION BANK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |  37640000 | PA      | $37640000.00  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                   | PETSMART LLC                                       | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   1720000 | PA      | $1712475.00   | 0.02%             | 2032-08-09      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                  | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2025 FL1 | CUSIP: 03881KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6980000 | PA      | $6974297.34   | 0.09%             | 2042-08-20      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                  | LENDBUZZ SECURITIZATION TRUST 2024 2               | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3599580 | PA      | $3620755.84   | 0.04%             | 2029-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   7430000 | PA      | $7450531.32   | 0.09%             | 2027-10-26      | Floating      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31394FUL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58006 | PA      | $57554.02     | 0.00%             | 2035-10-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                                     | MONROE CAPITAL MML CLO XIII LTD                    | CUSIP: 61034JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2985927.00   | 0.04%             | 2034-02-24      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| HOA NEWCO LLC                                                  | HOA NEWCO LLC                                      | CUSIP: 43370DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2067352 | PA      | $51249.65     | 0.00%             | 2055-11-22      | Fixed         | 7.43%                 | Yes           |                  3 | On Loan: No      |
| OPORTUN FUNDING LLC                                            | OPORTUN ISSUANCE TRUST 2025 B                      | CUSIP: 68378QAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8011473.60   | 0.10%             | 2033-05-09      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                   | PAGAYA AI DEBT GRANTOR TRUST 2024 9                | CUSIP: 69546QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405216 | PA      | $405927.36    | 0.01%             | 2032-03-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                   | NEW YORK LIFE GLOBAL FUNDING                       | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  28290000 | PA      | $28340086.03  | 0.35%             | 2028-07-25      | Floating      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| JABIL INC.                                                     | JABIL INC                                          | CUSIP: 46652MD10<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24997125.00  | 0.31%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NEW YORK TAX LIEN NYCTL                                        | NEW YORK CITY TAX LIEN 2025 A TRUST                | CUSIP: 62957CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7314509 | PA      | $7258247.23   | 0.09%             | 2038-11-10      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                        | ROYAL BANK OF CANADA                               | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  15280000 | PA      | $15341244.84  | 0.19%             | 2027-01-19      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS SHORT DURATION                          | GOLUB CAPITAL PARTNERS SHORT DURATION 2022 1       | CUSIP: 38179FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9377470 | PA      | $9357533.50   | 0.12%             | 2033-07-25      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2126421 | PA      | $2131146.92   | 0.03%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                     | FLAGSHIP CREDIT AUTO TRUST 2024 1                  | CUSIP: 33843VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283845 | PA      | $283970.56    | 0.00%             | 2028-03-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO LTD                                                    | AGL CLO 14 LTD                                     | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6820000 | PA      | $6814134.80   | 0.08%             | 2034-12-02      | Floating      | 4.54%                 | Yes           |                  2 | On Loan: No      |
| KREF LTD                                                       | KREF 2022 FL3 LTD                                  | CUSIP: 48275EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12043068 | PA      | $12043381.44  | 0.15%             | 2039-02-17      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC POOL                                   | CUSIP: 3132E0DH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6697049 | PA      | $6919124.24   | 0.09%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  24090000 | PA      | $24074891.23  | 0.30%             | 2029-07-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST                         | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024 2      | CUSIP: 92259PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2638308 | PA      | $2668381.44   | 0.03%             | 2054-04-25      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | ENERGY TRANSFER LP                                 | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  10339000 | PA      | $10327224.71  | 0.13%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                   | TRUIST FINANCIAL CORP                              | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12030229.20  | 0.15%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                   | CHURCHILL DOWNS INC                                | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |    476250 | PA      | $477440.63    | 0.01%             | 2028-03-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396V3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29805 | PA      | $29386.47     | 0.00%             | 2037-06-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                  | CITIBANK NA                                        | CUSIP: 17325FBD9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  12450000 | PA      | $12505029.00  | 0.16%             | 2026-12-04      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| THL CREDIT LAKE SHORE MM CLO LTD.                              | LAKE SHORE MM CLO IV LTD                           | CUSIP: 510758AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085625 | PA      | $1085331.88   | 0.01%             | 2037-01-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                      | FORTRESS CREDIT OPPORTUNITIES XXXV CLO LTD         | CUSIP: 34966YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11673634 | PA      | $11674404.05  | 0.14%             | 2033-07-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                      | OBX 2025 HE2 TRUST                                 | CUSIP: 67121YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10161276 | PA      | $10174091.70  | 0.13%             | 2055-08-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6415040.00   | 0.08%             | 2027-09-25      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2023 R06       | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720772 | PA      | $1723456.04   | 0.02%             | 2043-07-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC POOL                                   | CUSIP: 3133CVBG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2891596 | PA      | $2948045.50   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RKH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720000 | PA      | $2741215.73   | 0.03%             | 2028-02-20      | Fixed         | 7.32%                 | Yes           |                  2 | On Loan: No      |
| SEDGWICK CLAIMS MANAGEMENT SERVICES, INC.                      | SEDGWICK CLAIMS MANAGEMENT SERVICES INC            | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    992500 | PA      | $975485.57    | 0.01%             | 2028-02-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2021 DNA6            | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2437050 | PA      | $2439327.08   | 0.03%             | 2041-10-25      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                         | BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024 CAR | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1837399 | PA      | $1839329.99   | 0.02%             | 2032-07-29      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION I, LLC                              | CP EF ASSET SECURITIZATION II LLC                  | CUSIP: 224092AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    929415 | PA      | $933832.10    | 0.01%             | 2032-03-15      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 20753EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12852000 | PA      | $12857030.27  | 0.16%             | 2046-02-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                       | AUTONATION FINANCE TRUST 2026 1                    | CUSIP: 05330WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12052988 | PA      | $12052426.29  | 0.15%             | 2027-02-11      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| CROWN POINT CLO LTD                                            | CROWN POINT CLO IV LTD                             | CUSIP: 22845XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1438359.84   | 0.02%             | 2031-04-20      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank, National Association (Delaware)                      | PNC BANK NA                                        | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  16360000 | PA      | $16360652.44  | 0.20%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| KINETIC ADVANTAGE MASTER OWNER TRUST                           | KINETIC ADVANTAGE MASTER OWNER TRUST               | CUSIP: 49462DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7610000 | PA      | $7640076.24   | 0.09%             | 2029-10-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS SHORT DURATION                          | GOLUB CAPITAL PARTNERS SHORT DURATION 2022 1       | CUSIP: 38179FAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4953151 | PA      | $4935562.11   | 0.06%             | 2033-07-25      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | WELLS FARGO CO                                     | CUSIP: 95000U3Z4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $13634240.00  | 0.17%             | 2029-09-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2021 DNA7            | CUSIP: 35564KMA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    976373 | PA      | $975477.05    | 0.01%             | 2041-11-25      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC.                                                 | VALVOLINE INC                                      | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1004896.00   | 0.01%             | 2032-03-19      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND (INT'L) LIMITED                                | ANZ NEW ZEALAND INT L LTD LONDON                   | CUSIP: 00182EBW8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4740000 | PA      | $4733654.80   | 0.06%             | 2029-01-22      | Floating      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORPORATION                                             | EXELON CORP                                        | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19989961.80  | 0.25%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NH3Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5101293 | PA      | $5200090.66   | 0.06%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST                   | ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2024  | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1406766 | PA      | $1411907.36   | 0.02%             | 2028-04-17      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                | NELNET STUDENT LOAN TRUST 2005 2                   | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1594394 | PA      | $1581611.03   | 0.02%             | 2037-03-23      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER, LLC                          | PRIME SECURITY SERVICES                            | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   1557174 | PA      | $1552185.89   | 0.02%             | 2030-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DJ0<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1235014 | PA      | $1236106.19   | 0.02%             | 2036-05-15      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| GREAT LAKES CLO LTD                                            | GREAT LAKES CLO VI LLC                             | CUSIP: 39057WAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4842353 | PA      | $4849984.49   | 0.06%             | 2037-07-15      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | BANK OF AMERICA CORP                               | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14980000 | PA      | $15035747.32  | 0.19%             | 2027-09-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025 P1      | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4359650 | PA      | $4366232.81   | 0.05%             | 2028-02-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION              | MORGAN STANLEY PRIVATE BANK NA                     | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  19230000 | PA      | $19202437.83  | 0.24%             | 2028-07-06      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                   | PAGAYA AI DEBT TRUST 2025 REV1                     | CUSIP: 69545NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7954903.20   | 0.10%             | 2035-08-15      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Swedbank AB                                                    | SWEDBANK AB                                        | CUSIP: 870195AA2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   8840000 | PA      | $8855116.40   | 0.11%             | 2026-06-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                     | CERBERUS LOAN FUNDING XXXVII LP                    | CUSIP: 15672QAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3948048.00   | 0.05%             | 2034-04-15      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2025 R03       | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4107002 | PA      | $4114722.74   | 0.05%             | 2045-03-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31393HH21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14581 | PA      | $14543.54     | 0.00%             | 2032-12-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| PRM5 TRUST                                                     | PRM TRUST 2025 PRM6                                | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4350000 | PA      | $4330180.53   | 0.05%             | 2033-07-05      | Variable      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| SALT TRUST                                                     | STONEPEAK 2021 1 ABS                               | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958024 | PA      | $937714.91    | 0.01%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| PRODIGY FINANCE LTD                                            | PRODIGY FINANCE CM2021 1 DAC                       | CUSIP: 742855AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1286796 | PA      | $1283692.62   | 0.02%             | 2051-07-25      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F062648<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -75800000 | PA      | $-78415386.52 | -0.97%            | 2056-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                 | CITIGROUP INC                                      | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3761816.08   | 0.05%             | 2027-06-09      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST                                                | REACH ABS TRUST 2024 1                             | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7527547 | PA      | $7570692.83   | 0.09%             | 2031-02-18      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP.                              | ALGONQUIN POWER UTILITIES CORP                     | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |  17018000 | PA      | $17032028.62  | 0.21%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | BARCLAYS PLC                                       | CUSIP: 06738EDF9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   7030000 | PA      | $7036914.64   | 0.09%             | 2029-11-11      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| SPRINGCASTLE FUNDING ASSET-BACKED NOTES                        | SPRINGCASTLE AMERICA FUNDING LLC                   | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    869183 | PA      | $818906.19    | 0.01%             | 2037-09-25      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TRUST                                    | TRICON AMERICAN HOMES 2020 SFR1                    | CUSIP: 89613GAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11369000 | PA      | $11326094.53  | 0.14%             | 2038-07-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INC.                                                    | PFIZER INC                                         | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   6280000 | PA      | $6280029.52   | 0.08%             | 2027-11-15      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35564K3G2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5526041 | PA      | $5552085.38   | 0.07%             | 2043-11-25      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140ASNX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5106529 | PA      | $5149886.69   | 0.06%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAYUGA PARK CLO                                                | CAYUGA PARK CLO LTD                                | CUSIP: 149791BE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3999924.00   | 0.05%             | 2038-10-17      | Floating      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                       | GS MORTGAGE SECURITIES CORP TRUST 2020 DUNE        | CUSIP: 36258BAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4077725 | PA      | $3892547.79   | 0.05%             | 2036-12-15      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | TORONTO DOMINION BANK THE                          | CUSIP: 89115KAF7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   8070000 | PA      | $8083971.91   | 0.10%             | 2028-10-13      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                       | BHG SECURITIZATION TRUST 2023 B                    | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1487711 | PA      | $1545551.47   | 0.02%             | 2036-12-17      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                       | STATE STREET CORP                                  | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  10995000 | PA      | $11030765.09  | 0.14%             | 2028-04-24      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| PENNANTPARK CLO LTD                                            | PENNANTPARK CLO IX LLC                             | CUSIP: 707915AQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $4392436.40   | 0.05%             | 2034-04-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                | MVW 2021 1W LLC                                    | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    629658 | PA      | $608628.65    | 0.01%             | 2041-01-22      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES LTD                     | GREYSTONE CRE NOTES 2025 FL4 LLC                   | CUSIP: 39810MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4030000 | PA      | $4031914.25   | 0.05%             | 2043-01-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| EYECARE PARTNERS, LLC                                          | EYECARE PARTNERS LLC                               | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    950821 | PA      | $396175.78    | 0.00%             | 2028-11-30      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| RECETTE CLO, LTD                                               | RECETTE CLO LTD                                    | CUSIP: 75620TBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9988740.00   | 0.12%             | 2034-04-20      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31397GBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58745 | PA      | $58160.25     | 0.00%             | 2034-07-15      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                       | MIZUHO MARKETS CAYMAN LP                           | CUSIP: 60700JFW0<br>LEI: 549300KHUXLS6Q30KT26 | Long             | DBT              | CORP              | KY        |  11430000 | PA      | $11436722.55  | 0.14%             | 2026-11-16      | Floating      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                            | GS MORTGAGE BACKED SECURITIES TRUST 2024 HE2       | CUSIP: 36271AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10462967 | PA      | $10466662.18  | 0.13%             | 2055-01-25      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| FITNESS INTERNATIONAL LLC                                      | FITNESS INTERNATIONAL LLC                          | CUSIP: 33818XAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2181433 | PA      | $2193363.37   | 0.03%             | 2029-02-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133TJC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14411 | PA      | $14382.97     | 0.00%             | 2029-02-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                  | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2025 FL1 | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8990000 | PA      | $8988714.43   | 0.11%             | 2042-08-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                         | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025 2      | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1444692.13   | 0.02%             | 2060-06-25      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                                | LIVE NATION                                        | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    965000 | PA      | $967050.63    | 0.01%             | 2032-10-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY LTD                                    | ACRES 2025 FL3 LLC                                 | CUSIP: 00501DAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11750000 | PA      | $11765169.25  | 0.15%             | 2040-08-18      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| MCR TRUST                                                      | MCR 2024 HF1 MORTGAGE TRUST                        | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3681806 | PA      | $3681805.60   | 0.05%             | 2041-12-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31396F4J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22810 | PA      | $22626.71     | 0.00%             | 2035-11-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST                                                | REACH ABS TRUST 2025 1                             | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6191537 | PA      | $6201473.36   | 0.08%             | 2032-08-16      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| PUGET SOUND ENERGY, INC.                                       | PUGET SOUND ENERGY INC                             | CUSIP: 74533BD29<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | STIV             | CORP              | US        |  15400000 | PA      | $15396615.08  | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                  | US BANK C I CREDIT LINKED NOTES SERIES 2025 2      | CUSIP: 90355PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2056390 | PA      | $2066389.70   | 0.03%             | 2032-08-31      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BRSP                                                           | BRSP 2026 FL3 LTD                                  | CUSIP: 116686AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10381000 | PA      | $10389733.54  | 0.13%             | 2043-08-19      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                      | BAT CAPITAL CORP                                   | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  14036000 | PA      | $13962479.71  | 0.17%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO LTD                                            | SILVER ROCK CLO II LTD                             | CUSIP: 82812LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399971.63    | 0.00%             | 2035-01-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31395U2S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116986 | PA      | $116063.64    | 0.00%             | 2035-05-15      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                | AVOLON HOLDINGS FNDG LTD                           | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  17000000 | PA      | $16999117.19  | 0.21%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                          | NOMURA HOLDINGS INC                                | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  20260000 | PA      | $20383251.51  | 0.25%             | 2027-07-02      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                              | CEDAR FUNDING XV CLO LTD                           | CUSIP: 15032QAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3499905.50   | 0.04%             | 2039-01-20      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31398REQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70298 | PA      | $70114.99     | 0.00%             | 2040-05-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223647 | PA      | $224453.17    | 0.00%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396XT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22335 | PA      | $22330.74     | 0.00%             | 2037-12-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE REFERENCE NOTES                                 | CHASE MORTGAGE FINANCE CORP                        | CUSIP: 46591HBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    895954 | PA      | $868025.23    | 0.01%             | 2050-02-25      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377REU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3285000 | PA      | $3247733.97   | 0.04%             | 2028-02-20      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2025 R02       | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45274 | PA      | $45203.97     | 0.00%             | 2045-02-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                         | BOF URSA VI FUNDING TRUST I                        | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161238 | PA      | $162271.66    | 0.00%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140ASN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2197131 | PA      | $2242878.23   | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | BANK OF AMERICA CORP                               | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12083308.08  | 0.15%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SOLRR AIRCRAFT LIMITED                                         | SOLRR AIRCRAFT 2021 1 LIMITED                      | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085043 | PA      | $1030463.90   | 0.01%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| ACREC LTD                                                      | ACREC 2021 FL1 LTD                                 | CUSIP: 00500RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3387886 | PA      | $3387030.95   | 0.04%             | 2036-10-16      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6072000 | PA      | $6057975.56   | 0.08%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST                                         | MARLETTE FUNDING TRUST 2025 1                      | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2970770 | PA      | $2973163.34   | 0.04%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MCR MORTGAGE TRUST                                             | MCR 2024 HTL MORTGAGE TRUST                        | CUSIP: 55286PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5581835 | PA      | $5574858.12   | 0.07%             | 2037-02-15      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                            | NELNET STUDENT LOAN TRUST 2021 A                   | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422959 | PA      | $402945.90    | 0.00%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| BCRED BSL STATIC CLO LTD.                                      | BCRED BSL STATIC CLO 2025 1 LTD                    | CUSIP: 05556KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4912011 | PA      | $4913047.76   | 0.06%             | 2035-07-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| VIRIBUS RE 2018 12 31 26                                       | VIRIBUS RE 2018 12 31 26                           | CUSIP: S00121075<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $0.00         | 0.00%             | 2026-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BX TRUST                                                       | BXP TRUST 2017 CQHP                                | CUSIP: 12433QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7475018.40   | 0.09%             | 2034-11-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                     | CERBERUS LOAN FUNDING XLIX LLC                     | CUSIP: 15675LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4745269.00   | 0.06%             | 2034-01-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| HILT MORTGAGE TRUST                                            | HILT COMMERCIAL MORTGAGE TRUST 2024 ORL            | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3980000 | PA      | $3977512.50   | 0.05%             | 2037-05-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| BXG RECEIVABLES NOTE TRUST                                     | BXG RECEIVABLES NOTE TRUST 2020 A                  | CUSIP: 05608TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123987 | PA      | $121153.03    | 0.00%             | 2036-02-28      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST                                   | UPSTART SECURITIZATION TRUST 2025 3                | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4589737 | PA      | $4590106.55   | 0.06%             | 2035-09-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO., INC.                                              | MERCK CO INC                                       | CUSIP: 58933YBU8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  14115000 | PA      | $14145118.16  | 0.18%             | 2027-09-15      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST                                         | OPORTUN ISSUANCE TRUST 2026 A                      | CUSIP: 68390VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2984468.40   | 0.04%             | 2034-01-09      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                 | ACHV ABS TRUST 2024 2PL                            | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1857180 | PA      | $1863509.31   | 0.02%             | 2031-10-27      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                               | NMEF FUNDING 2015 A LLC                            | CUSIP: 62890QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    664043 | PA      | $666079.95    | 0.01%             | 2030-06-17      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                             | TRICOLOR AUTO SECURITIZATION TRUST 2024 2          | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2218963 | PA      | $2048990.32   | 0.03%             | 2027-12-15      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| DRAFTKINGS INC.                                                | DK CROWN HOLDINGS INC                              | CUSIP: 23326SAB3<br>LEI: 2549006G33IUL6IVOD83 | Long             | LON              | CORP              | US        |   3336556 | PA      | $3337449.77   | 0.04%             | 2032-03-04      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                              | AFFIRM ASSET SECURITIZATION TRUST 2025 X1          | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2722684 | PA      | $2724277.76   | 0.03%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| PEAR LLC                                                       | PEAR 2021 1 LLC                                    | CUSIP: 70472TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2812260.00   | 0.03%             | 2034-01-15      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2023 R07       | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450455 | PA      | $451145.95    | 0.01%             | 2043-09-25      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| OWENS-ILLINOIS GENERAL INC.                                    | OWENS BROCKWAY GLASS CONTAINER INC                 | CUSIP: 69074LAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1690000 | PA      | $1674156.25   | 0.02%             | 2032-09-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2024 DNA1            | CUSIP: 35564NAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1343795 | PA      | $1343379.74   | 0.02%             | 2044-02-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                        | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  17160000 | PA      | $17248924.84  | 0.21%             | 2027-06-28      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                             | ORACLE CORP                                        | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11822292.72  | 0.15%             | 2028-08-03      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                  | ENBRIDGE INC                                       | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   8435000 | PA      | $8505461.60   | 0.11%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                           | CLEAR CHANNEL OUTDOOR                              | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    245481 | PA      | $246555.13    | 0.00%             | 2028-08-23      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                               | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  18350000 | PA      | $18336474.40  | 0.23%             | 2028-10-27      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| SLM PRIVATE CREDIT STUDENT LOAN TRUST                          | SLM PRIVATE CREDIT STUDENT LOAN TRUST              | CUSIP: 78443DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1767490 | PA      | $1744454.77   | 0.02%             | 2041-12-16      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                            | NELNET STUDENT LOAN TRUST 2021 D                   | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2169054 | PA      | $2160401.84   | 0.03%             | 2062-04-20      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                         | OSCAR US FUNDING XVII LLC                          | CUSIP: 68784BAB0<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |    234859 | PA      | $234696.33    | 0.00%             | 2027-12-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | TORONTO DOMINION BANK THE                          | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4008379.12   | 0.05%             | 2026-07-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                 | AUTOZONE INC                                       | CUSIP: 05333UD64<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | STIV             | CORP              | US        |  18000000 | PA      | $17988247.80  | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST                                          | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3121846 | PA      | $3131178.56   | 0.04%             | 2032-10-20      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST                                   | SAFCO AUTO RECEIVABLES TRUST 2025 1                | CUSIP: 785923AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1984286.00   | 0.02%             | 2030-10-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LTD                                            | SIGNAL PEAK CLO 4 LTD                              | CUSIP: 82667EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7992720.00   | 0.10%             | 2034-10-26      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BANK OF MONTREAL                                               | BANK OF MONTREAL                                   | CUSIP: 06376JHC8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |  12400000 | PA      | $12389238.91  | 0.15%             | 2028-01-13      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                     | CERBERUS LOAN FUNDING XLIX LLC                     | CUSIP: 15675LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2996517.00   | 0.04%             | 2034-01-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST                     | MERCURY FINANCIAL CREDIT CARD MASTER TRUST         | CUSIP: 58940BBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9680000 | PA      | $9713607.99   | 0.12%             | 2029-07-20      | Fixed         | 10.42%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26000000 | PA      | $25639292.64  | 0.32%             | 2056-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KREF LTD                                                       | KREF 2021 FL2 LTD                                  | CUSIP: 48275RAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9992470.00   | 0.12%             | 2039-02-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396XJ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11053 | PA      | $10976.35     | 0.00%             | 2037-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                    | OCWEN LOAN INVESTMENT TRUST 2024 HB1               | CUSIP: 675952AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1213105 | PA      | $1196092.74   | 0.01%             | 2037-02-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON LIMITED                                                | OCTAGON 68 LTD                                     | CUSIP: 675949AN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7971144.00   | 0.10%             | 2038-10-20      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA                                                | BANK OF AMERICA                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        | 106000000 | PA      | $106000000.00 | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES TRUST                              | AVID AUTOMOBILE RECEIVABLES TRUST 2021 1           | CUSIP: 05369LAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1484733.92   | 0.02%             | 2028-10-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BVQS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18349143 | PA      | $18435039.03  | 0.23%             | 2055-04-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO LTD                                           | SIXTH STREET CLO IX LTD                            | CUSIP: 83012CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999964.00   | 0.02%             | 2037-07-21      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| POST CLO LTD                                                   | POST CLO 2021 1 LTD                                | CUSIP: 73742FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $12967500.00  | 0.16%             | 2034-10-15      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                           | SOLENIS HOLDINGS                                   | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    629121 | PA      | $606428.11    | 0.01%             | 2031-06-23      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                            | EXETER AUTOMOBILE RECEIVABLES TRUST 2022 6         | CUSIP: 30168AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1382000 | PA      | $1409631.02   | 0.02%             | 2029-04-06      | Fixed         | 8.03%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2024 R01       | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1679660 | PA      | $1679211.34   | 0.02%             | 2044-01-25      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Mativ Holdings, Inc.                                           | MATIV HOLDINGS INC                                 | CUSIP: 80854EAH1<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |   1793132 | PA      | $1793131.98   | 0.02%             | 2028-04-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31394FG66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44704 | PA      | $44608.72     | 0.00%             | 2035-02-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                     | JP MORGAN MORTGAGE TRUST SERIES 2024 HE3           | CUSIP: 46658JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8948248 | PA      | $8950313.35   | 0.11%             | 2055-02-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   7080000 | PA      | $7093399.96   | 0.09%             | 2028-06-09      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP, LLC                                         | JANE STREET GROUP LLC                              | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   3960516 | PA      | $3890105.69   | 0.05%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE POOL                                    | CUSIP: 31391BC39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1222 | PA      | $1246.62      | 0.00%             | 2032-09-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392CM92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22779 | PA      | $22775.88     | 0.00%             | 2032-05-18      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| ACREC LTD                                                      | ACREC 2026 FL4 LLC                                 | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2060000 | PA      | $2058840.22   | 0.03%             | 2043-01-18      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST         | J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T  | CUSIP: 46651MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4226153 | PA      | $2916045.71   | 0.04%             | 2036-07-15      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                            | OPORTUN FUNDING TRUST 2025 1                       | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    966500 | PA      | $966868.59    | 0.01%             | 2032-08-16      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                        | BPCE SA                                            | CUSIP: 05571AAP0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  16060000 | PA      | $16166799.00  | 0.20%             | 2027-10-19      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133TLWG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5078 | PA      | $5079.40      | 0.00%             | 2028-04-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                   | DRIVE AUTO RECEIVABLES TRUST                       | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2790025 | PA      | $2792391.61   | 0.03%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                            | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  14400000 | PA      | $14422399.92  | 0.18%             | 2028-09-11      | Floating      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                        | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024 CES1  | CUSIP: 79581VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4021624 | PA      | $4065476.71   | 0.05%             | 2054-03-25      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277982 | PA      | $278583.91    | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                            | STARWOOD 2024 SIF4 LLC                             | CUSIP: 85573YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2390000 | PA      | $2391331.23   | 0.03%             | 2036-10-17      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                         | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $10259570.14  | 0.13%             | 2027-05-08      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| KOPPERS INC.                                                   | KOPPERS INC                                        | CUSIP: 50060JAH3<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | LON              | CORP              | US        |    487603 | PA      | $486993.28    | 0.01%             | 2030-04-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE REFERENCE NOTES                                 | CHASE MORTGAGE FINANCE CORP                        | CUSIP: 46591HBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1556130 | PA      | $1508723.42   | 0.02%             | 2050-02-25      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY                         | PERRIGO INVESTMENTS LLC                            | CUSIP: 71429TAF7<br>LEI: 549300IFOQS6R1QLY196 | Long             | LON              | CORP              | IE        |   1227572 | PA      | $1222201.51   | 0.02%             | 2029-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ALTERNA FUNDING LLC                                            | ALTERNA FUNDING III LLC                            | CUSIP: 02157JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11672526 | PA      | $11682704.69  | 0.14%             | 2039-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO                                                | SOUND POINT CLO XVI LTD                            | CUSIP: 83610KAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2998635.00   | 0.04%             | 2030-07-25      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| BEAR STEARNS MORTGAGE SECURITIES INCORPORATED                  | BEAR STEARNS MORTGAGE SECURITIES INC               | CUSIP: 073914WE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2599 | PA      | $2593.12      | 0.00%             | 2030-06-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                               | AMAZON COM INC                                     | CUSIP: 023135CZ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  24600000 | PA      | $24587946.00  | 0.30%             | 2028-03-13      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2023 DNA1            | CUSIP: 35564KP37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4788509 | PA      | $4833305.70   | 0.06%             | 2043-03-25      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CZ5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1238066 | PA      | $1246087.13   | 0.02%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD                                               | TRINITAS CLO VII LTD                               | CUSIP: 89641CAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $11965380.00  | 0.15%             | 2035-01-25      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31397MXL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61365 | PA      | $62551.00     | 0.00%             | 2038-10-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599AW4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4427437.58   | 0.05%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31395WUZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2734 | PA      | $2731.98      | 0.00%             | 2035-08-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company             | AERCAP IRELAND CAPITAL DAC AERCAP GLOBAL AVIATIO   | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |  15500000 | PA      | $15791768.59  | 0.20%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CARGILL, INCORPORATED                                          | CARGILL INC                                        | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |  15080000 | PA      | $15093359.98  | 0.19%             | 2028-02-11      | Floating      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST         | J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T  | CUSIP: 46593JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2201926.10   | 0.03%             | 2039-10-05      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN WEALTH MANAGEMENT MORTGAGE TRUST                   | JPMORGAN CHASE BANK NA JPMWM                       | CUSIP: 46591HBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5596841 | PA      | $5585893.14   | 0.07%             | 2051-03-25      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                 | GOLUB CAPITAL PARTNERS CLO 61M                     | CUSIP: 381738AY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20460000 | PA      | $20426425.14  | 0.25%             | 2035-07-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                     | COOPERATIEVE RABOBANK UA NY                        | CUSIP: 21688ABQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16170000 | PA      | $16185730.01  | 0.20%             | 2028-10-17      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31393ALV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84272 | PA      | $84162.78     | 0.00%             | 2033-04-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                   | BX COMMERCIAL MORTGAGE TRUST 2024 SLCT             | CUSIP: 12433JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12960000 | PA      | $12911527.01  | 0.16%             | 2042-01-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2022 3           | CUSIP: 38014QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3134112 | PA      | $3160095.88   | 0.04%             | 2028-06-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| ASURION, LLC                                                   | ASURION LLC                                        | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2575554 | PA      | $2492491.97   | 0.03%             | 2033-02-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CGCCRE COMMERCIAL MORTGAGE TRUST                               | CG CCRE COMMERCIAL MORTGAGE TRUST 2014 FL1         | CUSIP: 12528MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2171167 | PA      | $2144225.01   | 0.03%             | 2031-06-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| TRESTLES CLO LTD                                               | TRESTLES CLO IV LTD                                | CUSIP: 89532WAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3999712.00   | 0.05%             | 2038-10-30      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                  | ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD    | CUSIP: 03881UAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15475000 | PA      | $15566726.52  | 0.19%             | 2041-01-18      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                 | ELEMENT FLEET MANAGEMENT CORP                      | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   5703000 | PA      | $5750046.84   | 0.07%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                     | JP MORGAN MORTGAGE TRUST 2025 HE3                  | CUSIP: 46660CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20449730 | PA      | $20492725.78  | 0.25%             | 2056-03-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                       | PRIMO BRANDS CORP                                  | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    980100 | PA      | $981715.20    | 0.01%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                     | JP MORGAN MORTGAGE TRUST 2018 7FRB                 | CUSIP: 46650AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751595 | PA      | $727910.29    | 0.01%             | 2046-04-25      | Floating      | 4.54%                 | Yes           |                  2 | On Loan: No      |
| COMMERCIAL EQUIP FINANCE LLC                                   | COMMERCIAL EQUIPMENT FINANCE 2024 1 LLC            | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1341551 | PA      | $1349572.91   | 0.02%             | 2029-07-16      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                          | AIR LEASE CORP                                     | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   6320000 | PA      | $6331154.48   | 0.08%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2022 DNA1            | CUSIP: 35564KQC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $13097500.00  | 0.16%             | 2042-01-25      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND CLO LTD                              | ABPCI DIRECT LENDING FUND CLO VI LTD               | CUSIP: 00086GBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4215766.25   | 0.05%             | 2037-01-27      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                         | FS RIALTO 2021 FL3                                 | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9539990 | PA      | $9538149.87   | 0.12%             | 2036-11-16      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING                             | GRACIE POINT INTERNATIONAL FUNDING 2025 1 LLC      | CUSIP: 38411WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12500000 | PA      | $12514205.00  | 0.16%             | 2028-08-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                            | STWD 2021 FL2 LTD                                  | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    933001 | PA      | $932721.24    | 0.01%             | 2038-04-18      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38374KXH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    131725 | PA      | $130419.70    | 0.00%             | 2035-02-20      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                       | ACM AUTO TRUST 2025 1                              | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2671240 | PA      | $2671025.60   | 0.03%             | 2029-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| JABIL INC.                                                     | JABIL INC                                          | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6583046.18   | 0.08%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HIG FINANCE 2 LIMITED                                          | HYPERION REFINANCE SARL                            | CUSIP: G4712JBB7<br>LEI: 213800OOZO37Y7YL2O58 | Long             | LON              | CORP              | GB        |   2382805 | PA      | $2310657.99   | 0.03%             | 2031-02-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   7160000 | PA      | $7152722.93   | 0.09%             | 2029-01-26      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER, LLC                          | PRIME SECURITY SERVICES BORROWER                   | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    676296 | PA      | $667842.77    | 0.01%             | 2032-03-08      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | CONNECTICUT AVENUE SECURITIES TRUST 2025 R05       | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7026790 | PA      | $7020451.15   | 0.09%             | 2045-07-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO                                                       | VOYA CLO 2024 6 LTD                                | CUSIP: 92920TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3142857 | PA      | $3142624.56   | 0.04%             | 2038-01-20      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS, LLC                                         | AHEAD DB HOLDINGS LLC                              | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |   1723859 | PA      | $1699437.35   | 0.02%             | 2031-02-03      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST                                   | VEROS AUTO RECEIVABLES TRUST 2026 1                | CUSIP: 92511CAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580000 | PA      | $1579083.44   | 0.02%             | 2029-05-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| VERDE PURCHASER, LLC                                           | VERITIV OPERATING CO                               | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |   2806212 | PA      | $2732549.17   | 0.03%             | 2030-11-29      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                   | BX COMMERCIAL MORTGAGE TRUST 2021 CIP              | CUSIP: 12434FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10161801 | PA      | $10152274.26  | 0.13%             | 2038-12-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                            | TORREY PINES RE LTD                                | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $258825.00    | 0.00%             | 2032-06-07      | Variable      | 10.61%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392BNE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11235 | PA      | $11252.71     | 0.00%             | 2032-01-18      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                             | TRICOLOR AUTO SECURITIZATION TRUST 2024 1          | CUSIP: 89616LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1449414 | PA      | $1432600.50   | 0.02%             | 2027-10-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H060648<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16000000 | PA      | $16268899.20  | 0.20%             | 2056-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO                                                 | PIKES PEAK CLO 6                                   | CUSIP: 72132YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14300000 | PA      | $14286357.80  | 0.18%             | 2034-05-18      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST                                      | BXMT 2020 FL2 LTD                                  | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1602749 | PA      | $1601617.73   | 0.02%             | 2038-02-15      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                         | STANDARD CHARTERED PLC                             | CUSIP: 853254CV0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   8600000 | PA      | $8631734.00   | 0.11%             | 2027-07-06      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396XQM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85848 | PA      | $85382.56     | 0.00%             | 2037-09-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31393BVE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35262 | PA      | $35210.12     | 0.00%             | 2033-05-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                 | US BANK NA CINCINNATI OH                           | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  20930000 | PA      | $20939495.31  | 0.26%             | 2027-10-22      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                | PRESTIGE AUTO RECEIVABLES TRUST 2021 1             | CUSIP: 74113XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3240000 | PA      | $3203453.77   | 0.04%             | 2029-03-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST                                   | UPSTART SECURITIZATION TRUST 2025 2                | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3287234 | PA      | $3296741.42   | 0.04%             | 2035-06-20      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| SILVER ROCK CLO LTD                                            | SILVER ROCK CLO IV LTD                             | CUSIP: 82811BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3333333 | PA      | $3333083.34   | 0.04%             | 2037-10-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | TORONTO DOMINION BANK THE                          | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  11667000 | PA      | $11680914.06  | 0.14%             | 2026-09-10      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                               | BANK OF MONTREAL                                   | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |   7500000 | PA      | $7515532.80   | 0.09%             | 2026-06-05      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO                                                | SOUND POINT CLO V R LTD                            | CUSIP: 83607EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3291686 | PA      | $3291949.08   | 0.04%             | 2031-07-18      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC STRIPS                                 | CUSIP: 3128HVZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188909 | PA      | $187137.83    | 0.00%             | 2036-08-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | TORONTO DOMINION BANK THE                          | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5985000 | PA      | $6007393.18   | 0.07%             | 2028-01-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396KYS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17835 | PA      | $17794.70     | 0.00%             | 2036-09-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| EQUIFY ABS LLC                                                 | EQUIFY ABS 2024 1 LLC                              | CUSIP: 29445TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2992849 | PA      | $3000660.32   | 0.04%             | 2033-04-18      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| MF1 LTD                                                        | MF1 2025 FL20 LLC                                  | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6900000 | PA      | $6909977.40   | 0.09%             | 2037-08-18      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE ABF EQUIPMENT ST, LLC                                  | OAKTREE ABF EQUIPMENT ST 2026 1 LLC                | CUSIP: 67403GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8000192.80   | 0.10%             | 2033-10-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LTD                                            | SIGNAL PEAK CLO 4 LTD                              | CUSIP: 82667EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000173.00   | 0.01%             | 2034-10-26      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31397CV55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91239 | PA      | $90345.92     | 0.00%             | 2036-11-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| TRAFIGURA SECURITISATION FINANCE PLC                           | TRAFIGURA SECURITISATION FINANCE PLC               | CUSIP: 892725AW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9950000 | PA      | $9928655.26   | 0.12%             | 2027-11-15      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL LIMITED                                     | NORTHWOODS CAPITAL XI B LTD                        | CUSIP: 66860JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2210525 | PA      | $2210359.21   | 0.03%             | 2037-07-19      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                           | INEOS US FINANCE LLC                               | CUSIP: G4768PAS0<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1723805 | PA      | $1491809.88   | 0.02%             | 2031-02-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392BVY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30864 | PA      | $30973.01     | 0.00%             | 2032-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                              | ERP OPERATING LP                                   | CUSIP: 26885UD70<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | STIV             | CORP              | US        |  38000000 | PA      | $37970667.80  | 0.47%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MF1 LTD                                                        | MF1 2021 FL7 LTD                                   | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6378500 | PA      | $6372357.50   | 0.08%             | 2036-10-16      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396LS50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20059 | PA      | $19807.03     | 0.00%             | 2036-12-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                            | FANNIE MAE CONNECTICUT AVENUE SECURITIES           | CUSIP: 30711XLX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7265334 | PA      | $7411498.72   | 0.09%             | 2029-11-25      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III, LLC                                      | WINDSOR HOLDINGS III LLC                           | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |   1798682 | PA      | $1779944.82   | 0.02%             | 2030-08-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NEWTEK SMALL BUSINESS LOAN TRUST                               | NEWTEK SMALL BUSINESS LOAN TRUST 2023 1            | CUSIP: 65254RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2293329 | PA      | $2315031.58   | 0.03%             | 2050-07-25      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                  | US BANK NA                                         | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276464 | PA      | $278798.53    | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                        | ROYAL BANK OF CANADA                               | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4620000 | PA      | $4621070.78   | 0.06%             | 2026-04-27      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| PNC Bank, National Association (Delaware)                      | PNC BANK NA                                        | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6560936.73   | 0.08%             | 2028-07-21      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35564UBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19321250 | PA      | $19271725.77  | 0.24%             | 2045-10-25      | Floating      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND TRUST                          | BAYVIEW OPPORTUNITY MASTER FUND VII 2024 CAR1 LLC  | CUSIP: 07336QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659080 | PA      | $661497.95    | 0.01%             | 2031-12-26      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38375XRG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51553 | PA      | $51549.17     | 0.00%             | 2038-08-20      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC.                                         | PHOENIX GUARANTOR INC                              | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   2930733 | PA      | $2934549.20   | 0.04%             | 2031-02-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                          | ELEVANCE HEALTH INC                                | CUSIP: 28621BD77<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24980457.50  | 0.31%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                            | GS MORTGAGE BACKED SECURITIES TRUST 2025 HE2       | CUSIP: 362934AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21542745 | PA      | $21528692.38  | 0.27%             | 2065-12-25      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| SCULPTOR CLO LTD                                               | SCULPTOR CLO LTD                                   | CUSIP: 81124NAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2571429 | PA      | $2573094.86   | 0.03%             | 2038-07-20      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bank National Association                                 | US BANK NA CINCINNATI OH                           | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12046708.80  | 0.15%             | 2028-05-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE TRUST 2005 W3                           | CUSIP: 31394FSB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182144 | PA      | $180621.40    | 0.00%             | 2045-03-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO LTD                                            | 522 FUNDING CLO 2020 6 LTD                         | CUSIP: 33835AAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950003 | PA      | $949979.25    | 0.01%             | 2034-10-23      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KNDR TRUST                                                     | KIND TRUST 2021 KIND                               | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9917199 | PA      | $9867613.02   | 0.12%             | 2038-08-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                             | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15998643.36  | 0.20%             | 2026-05-11      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST                                   | SAFCO AUTO RECEIVABLES TRUST 2025 1                | CUSIP: 785923AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3879248 | PA      | $3873686.95   | 0.05%             | 2029-09-10      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                     | AREIT 2024 CRE9 LTD                                | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2729525 | PA      | $2729850.29   | 0.03%             | 2041-05-17      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST                                          | USAA AUTO OWNER TRUST 2023 A                       | CUSIP: 90291VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281125 | PA      | $282606.76    | 0.00%             | 2028-05-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| BAYONNE ENERGY CENTER, LLC                                     | BAYONNE ENERGY CENTER LLC                          | CUSIP: 07288VAF6<br>LEI: 54930011FOZUNGHGHM74 | Long             | LON              | CORP              | US        |   1995000 | PA      | $2002481.25   | 0.02%             | 2032-09-22      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC.                                        | ATHENAHEALTH GROUP INC                             | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    647010 | PA      | $636612.10    | 0.01%             | 2029-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                           | DOTDASH MEREDITH INC                               | CUSIP: 25849KAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    542640 | PA      | $514603.42    | 0.01%             | 2032-06-07      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL                                           | FHF ISSUER TRUST 2023 2                            | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1264473 | PA      | $1274888.73   | 0.02%             | 2029-10-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| ROSY BLUE CARAT S A                                            | ROSY BLUE CARAT SCS                                | CUSIP: 77862UAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5156250 | PA      | $5182546.88   | 0.06%             | 2030-03-15      | Floating      | 9.43%                 | Yes           |                  3 | On Loan: No      |
| LEVEL 3 FINANCING, INC.                                        | LEVEL 3 FINANCING INC                              | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1139156 | PA      | $1141054.97   | 0.01%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7015000 | PA      | $7062150.69   | 0.09%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| HOME RE LIMITED                                                | HOME RE 2026 1 LTD                                 | CUSIP: 436956AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5366000 | PA      | $5365012.12   | 0.07%             | 2036-01-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                             | PLAINS ALL AMER PIPELINE                           | CUSIP: 72650XD22<br>LEI: 5521FA2ITF25TVH63740 | Long             | STIV             | CORP              | US        |  38000000 | PA      | $37991647.60  | 0.47%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023  | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13080000 | PA      | $13332098.69  | 0.17%             | 2029-10-12      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                         | MAGNETITE XXII LTD                                 | CUSIP: 55954HAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3499762.00   | 0.04%             | 2036-07-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| CHASE MORTGAGE REFERENCE NOTES                                 | JPMORGAN CHASE BANK NA CHASE                       | CUSIP: 46591HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2546772 | PA      | $2537704.78   | 0.03%             | 2047-04-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| LIGHTNING POWER, LLC                                           | LIGHTNING POWER LLC                                | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |   2969925 | PA      | $2979205.62   | 0.04%             | 2031-08-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                      | MORGAN STANLEY BANK NA                             | CUSIP: 61690U7Z7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  10240000 | PA      | $10283150.44  | 0.13%             | 2028-01-14      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| COORSTEK, INC.                                                 | COORS TEK INC                                      | CUSIP: 21702EAF3<br>LEI: GHWONX83GNDLWPBRQQ83 | Long             | LON              | CORP              | US        |    590000 | PA      | $593687.50    | 0.01%             | 2032-10-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                             | METROPOLITAN LIFE GLOBAL FUNDING I                 | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $8920593.71   | 0.11%             | 2028-08-25      | Floating      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31394V7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9492 | PA      | $9431.55      | 0.00%             | 2036-03-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                            | NATWEST MARKETS PLC                                | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  13580000 | PA      | $13624671.55  | 0.17%             | 2027-05-17      | Floating      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                               | SMB PRIVATE EDUCATION LOAN TRUST 2023 B            | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3353558 | PA      | $3419674.47   | 0.04%             | 2056-10-16      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                            | WOODWARD CAPITAL MANAGE                            | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305914 | PA      | $305532.83    | 0.00%             | 2044-10-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8090000 | PA      | $8144992.02   | 0.10%             | 2027-01-08      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BLUE BRIDGE FUNDING LLC                                        | BLUE BRIDGE FUNDING 2023 1 LLC                     | CUSIP: 09531MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1957936 | PA      | $1969952.38   | 0.02%             | 2030-11-15      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| BRSP                                                           | BRSP 2026 FL3 LTD                                  | CUSIP: 116686AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3242000 | PA      | $3244721.01   | 0.04%             | 2043-08-19      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31394LYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24382 | PA      | $24670.26     | 0.00%             | 2033-11-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                | WESTERN GAS PARTNERS LP                            | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  16080000 | PA      | $16080000.00  | 0.20%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10850000 | PA      | $10850464.92  | 0.13%             | 2026-05-15      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2024 HQA2            | CUSIP: 35564NDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8459112 | PA      | $8462895.43   | 0.10%             | 2044-08-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| CENGAGE LEARNING, INC.                                         | CENGAGE LEARNING INC                               | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |   1496222 | PA      | $1469829.81   | 0.02%             | 2031-03-24      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                      | TOWD POINT MORTGAGE TRUST 2025 HE1                 | CUSIP: 89183LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9117234 | PA      | $9115197.87   | 0.11%             | 2065-07-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                 | TRANSDIGM INC                                      | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1497797.12   | 0.02%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                    | TRUIST BANK                                        | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  19350000 | PA      | $19350264.13  | 0.24%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024 3       | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720275 | PA      | $720517.74    | 0.01%             | 2027-09-15      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31398JHK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79468 | PA      | $81063.90     | 0.00%             | 2037-05-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| DWIGHT ISSUER LLC                                              | DWIGHT 2025 FL1 ISSUER LLC                         | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11800000 | PA      | $11836406.54  | 0.15%             | 2042-09-18      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| ELEVATION CLO LTD                                              | ELEVATION CLO 2021 12 LTD                          | CUSIP: 28623MAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2873684 | PA      | $2873184.20   | 0.04%             | 2037-04-20      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10067054.00  | 0.12%             | 2030-06-17      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| GLENEAGLES RE 2022                                             | GLENEAGLES RE 2022                                 | CUSIP: S00397026<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $106200.00    | 0.00%             | 2027-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| WILSHIRE MORTGAGE LOAN TRUST                                   | WILSHIRE MORTGAGE LOAN TRUST                       | CUSIP: 971885AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4150 | PA      | $4140.24      | 0.00%             | 2028-05-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC POOL                                   | CUSIP: 3133CVEM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201195 | PA      | $206120.93    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD.                                          | BLUEMOUNTAIN CLO XXXIII LTD                        | CUSIP: 09630MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2199971.40   | 0.03%             | 2038-10-20      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AQZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4259933 | PA      | $4365141.75   | 0.05%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                   | MH SUB I LLC                                       | CUSIP: 45567YAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    820069 | PA      | $550471.40    | 0.01%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                 | PAGAYA AI DEBT TRUST 2024 2                        | CUSIP: 694961AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    646521 | PA      | $646804.17    | 0.01%             | 2031-08-15      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| STAR TRUST                                                     | STAR 2022 SFR3 TRUST                               | CUSIP: 78474PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992484 | PA      | $990002.87    | 0.01%             | 2039-05-17      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY, LLC                                       | TALEN ENERGY SUPPLY LLC                            | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    750000 | PA      | $751523.25    | 0.01%             | 2032-10-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                             | METROPOLITAN LIFE GLOBAL FUNDING I                 | CUSIP: 592179KM6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $9914998.50   | 0.12%             | 2027-06-11      | Floating      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Long Point Re IV Ltd                                           | LONG POINT RE IV LTD                               | CUSIP: 54279PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3503850.00   | 0.04%             | 2026-06-01      | Variable      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  17665000 | PA      | $17683018.30  | 0.22%             | 2028-07-21      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | MORGAN STANLEY                                     | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  13480000 | PA      | $13528346.42  | 0.17%             | 2028-04-13      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON, INC.                                      | CONSOLIDATED EDISON CO                             | CUSIP: 20911UD14<br>LEI: 54930033SBW53OO8T749 | Long             | STIV             | CORP              | US        |  38000000 | PA      | $37995858.00  | 0.47%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                      | TOWD POINT MORTGAGE TRUST 2024 CES2                | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5292166 | PA      | $5313620.79   | 0.07%             | 2064-02-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST                               | VISTA POINT SECURITIZATION TRUST 2025 CES3         | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21300506 | PA      | $21226298.81  | 0.26%             | 2055-11-25      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                     | JP MORGAN MORTGAGE TRUST 2014 IVR3                 | CUSIP: 46643BBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    823427 | PA      | $819399.29    | 0.01%             | 2044-09-25      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| FRONERI INTERNATIONAL LIMITED                                  | FRONERI US INC                                     | CUSIP: G3679YAM4<br>LEI: 213800NRSZ1N2Y6LEX44 | Long             | LON              | CORP              | GB        |   1750000 | PA      | $1719483.50   | 0.02%             | 2032-07-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| HOA ROYALTYCO LLC                                              | HOA ROYALTYCO LLC                                  | CUSIP: 403962AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5165339 | PA      | $1086499.62   | 0.01%             | 2055-11-22      | Fixed         | 4.72%                 | Yes           |                  3 | On Loan: No      |
| ELI LILLY AND COMPANY                                          | ELI LILLY CO                                       | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  20140000 | PA      | $20168365.58  | 0.25%             | 2028-10-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                        | UNITED AUTO CREDIT SECURITIZATION TRUST 2024 1     | CUSIP: 90945DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $3193184.30   | 0.04%             | 2029-11-12      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                             | TRICOLOR AUTO SECURITIZATION TRUST 2024 1          | CUSIP: 89616LAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3039000.00   | 0.04%             | 2027-12-15      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    637263 | PA      | $638042.09    | 0.01%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                          | BANCO SANTANDER SA                                 | CUSIP: 05964HBC8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  12000000 | PA      | $12073856.40  | 0.15%             | 2028-03-14      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| THPT MORTGAGE TRUST                                            | THPT 2023 THL MORTGAGE TRUST                       | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5431216 | PA      | $5469799.11   | 0.07%             | 2034-12-10      | Variable      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| FIGRE TRUST                                                    | FIGRE TRUST 2026 HF3                               | CUSIP: 31684WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6610000 | PA      | $6609961.66   | 0.08%             | 2056-03-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD                                               | TRINITAS CLO XI LTD                                | CUSIP: 89641HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $689953.77    | 0.01%             | 2034-07-15      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                            | GS MORTGAGE BACKED SECURITIES TRUST 2025 CES1      | CUSIP: 36271RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4425540 | PA      | $4437317.78   | 0.06%             | 2055-05-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                        | BANK OF NOVA SCOTIA THE                            | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  28520000 | PA      | $28519477.51  | 0.35%             | 2028-09-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| HOUGHTON MIFFLIN HARCOURT CO                                   | HOUGHTON MIFFLIN HARCOURT CO                       | CUSIP: 44157YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    967500 | PA      | $822643.97    | 0.01%             | 2029-04-07      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                          | JEFFERIES FINANCE LLC                              | CUSIP: BL5190030<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1706400 | PA      | $1685070.00   | 0.02%             | 2031-10-21      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AA7F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5681220 | PA      | $5895889.21   | 0.07%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESI FINANCE LIMITED PARTNERSHIP / RESI FINANCE DE CORPORATION | RESI FINANCE LP 2003 CB1                           | CUSIP: 74951PBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    627857 | PA      | $531832.25    | 0.01%             | 2035-06-10      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                      | MORGAN STANLEY BANK NA                             | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19005216.07  | 0.24%             | 2028-05-26      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC POOL                                   | CUSIP: 3133CVEU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    427244 | PA      | $441911.45    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                    | TRUIST BANK                                        | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9984443.10   | 0.12%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FHF TRUST                                                      | FHF TRUST 2023 1                                   | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595015 | PA      | $597074.41    | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HMRD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6612252 | PA      | $6631795.21   | 0.08%             | 2055-09-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392GRS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33503 | PA      | $33469.25     | 0.00%             | 2033-01-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING LLC                                         | PRUDENTIAL FUNDING LLC                             | CUSIP: 74433HD19<br>LEI: 1DG4ZOS0QLU53YYD8O46 | Long             | STIV             | CORP              | US        |  40000000 | PA      | $39995920.00  | 0.50%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                        | ROYAL BANK OF CANADA                               | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4800000 | PA      | $4802541.46   | 0.06%             | 2026-11-02      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                       | OCTANE RECEIVABLES TRUST 2023 3                    | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539636 | PA      | $540838.80    | 0.01%             | 2029-03-20      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                   | PAGAYA AI DEBT GRANTOR TRUST 2024 11               | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3032316 | PA      | $3042140.95   | 0.04%             | 2032-07-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| LCM LTD.                                                       | LCM 35 LTD                                         | CUSIP: 50202QAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3450000 | PA      | $3445404.60   | 0.04%             | 2034-10-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770926 | PA      | $772756.41    | 0.01%             | 2034-05-15      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                  | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZL1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3369000 | PA      | $3383148.69   | 0.04%             | 2028-02-24      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| RADNOR RE/ESSENT                                               | RADNOR RE 2021 2 LTD                               | CUSIP: 75049GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2235876 | PA      | $2251917.61   | 0.03%             | 2031-11-25      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC                                            | OPORTUN ISSUANCE TRUST 2024 2                      | CUSIP: 68377KAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1589505 | PA      | $1590516.30   | 0.02%             | 2032-02-09      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                                     | MONROE CAPITAL MML CLO XV LLC                      | CUSIP: 61033YAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8460000 | PA      | $8436252.78   | 0.10%             | 2035-09-23      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST                                   | VEROS AUTO RECEIVABLES TRUST 2025 1                | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4520904 | PA      | $4535538.26   | 0.06%             | 2028-09-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP, LLC                                      | GREAT AMERICAN OUTDOORS                            | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   2068110 | PA      | $2067001.49   | 0.03%             | 2032-03-05      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                  | COMMONBOND STUDENT LOAN TRUST 2016 B               | CUSIP: 20267UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65958 | PA      | $64993.42     | 0.00%             | 2040-10-25      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                   | PAGAYA AI DEBT GRANTOR TRUST 2025 1                | CUSIP: 69544NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1733426 | PA      | $1741500.62   | 0.02%             | 2032-07-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| XCALI MORTGAGE TRUST                                           | XCALI 2020 5 MORTGAGE TRUST                        | CUSIP: 98401JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825633 | PA      | $823004.32    | 0.01%             | 2026-04-30      | Floating      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| GREYWOLF CLO LTD.                                              | GREYWOLF CLO IV LTD                                | CUSIP: 39809TAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149997.00    | 0.00%             | 2034-04-17      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31396RS81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73178 | PA      | $72682.48     | 0.00%             | 2036-06-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGEA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1624388 | PA      | $1480776.50   | 0.02%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2023 1           | CUSIP: 36266XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5540000 | PA      | $5951050.83   | 0.07%             | 2030-03-15      | Fixed         | 11.42%                | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                | REACH ABS TRUST 2025 2                             | CUSIP: 75525QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11500000 | PA      | $11518679.45  | 0.14%             | 2032-08-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                            | GS MORTGAGE BACKED SECURITIES TRUST 2025 HE1       | CUSIP: 36272NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2967968 | PA      | $2971516.35   | 0.04%             | 2055-10-25      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                          | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6002767.50   | 0.07%             | 2026-05-08      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                               | INTEGRITY RE LTD                                   | CUSIP: 45833UAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1237756 | PA      | $618878.22    | 0.01%             | 2030-06-06      | Floating      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                           | CONSTELLATION ENERGY GENERATION LLC                | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9919583.50   | 0.12%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CARRIAGE PURCHASER, INC.                                       | CARRIAGE PURCHASER INC                             | CUSIP: 14445BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1436867 | PA      | $1432376.85   | 0.02%             | 2028-09-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| NEWTEK SMALL BUSINESS LOAN TRUST                               | NEWTEK SMALL BUSINESS LOAN TRUST 2021 1            | CUSIP: 65253MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    841792 | PA      | $841861.10    | 0.01%             | 2048-12-25      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                   | BX COMMERCIAL MORTGAGE TRUST 2024 AIRC             | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11794616 | PA      | $11805673.23  | 0.15%             | 2039-08-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE TRUST 2003 W6                           | CUSIP: 31393BX75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640286 | PA      | $637638.63    | 0.01%             | 2042-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31396TZ89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9363 | PA      | $9300.35      | 0.00%             | 2036-07-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                   | FISERV INC                                         | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1523389.38   | 0.02%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO LTD                                           | SIXTH STREET CLO XII LTD                           | CUSIP: 829928AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1549896.15   | 0.02%             | 2039-01-17      | Floating      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                   | PAGAYA AI DEBT GRANTOR TRUST 2025 R3               | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13095806 | PA      | $13085062.24  | 0.16%             | 2033-01-18      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                  | COMMONBOND STUDENT LOAN TRUST 2018 BGS             | CUSIP: 20268MAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    524906 | PA      | $518550.30    | 0.01%             | 2045-09-25      | Floating      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                       | GENERAL ELECTRIC CO                                | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   8431000 | PA      | $8429676.92   | 0.10%             | 2026-05-05      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| SHR TRUST                                                      | SHR TRUST 2024 LXRY                                | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18840000 | PA      | $18816450.00  | 0.23%             | 2041-10-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                         | CITADEL SECURITIES GLOBAL HOLDINGS LLC             | CUSIP: 17288YAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1421488 | PA      | $1424055.67   | 0.02%             | 2031-10-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                                | TRANS UNION LLC                                    | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   2701145 | PA      | $2690002.36   | 0.03%             | 2031-06-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO.                                                  | ORGANON CO                                         | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   1973242 | PA      | $1884651.28   | 0.02%             | 2031-05-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                 | CITIGROUP INC                                      | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  21300000 | PA      | $21300213.00  | 0.26%             | 2029-03-04      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DA9<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1870625 | PA      | $1872513.94   | 0.02%             | 2035-10-15      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                                 | SOFI CONSUMER LOAN PROGRAM TRUST 2026 1            | CUSIP: 83408AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6410000 | PA      | $6402940.67   | 0.08%             | 2035-12-26      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                            | LOANCORE 2025 2025 CRE8 ISSUER LLC                 | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6740000 | PA      | $6740822.28   | 0.08%             | 2042-08-17      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TPR0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  20300000 | PA      | $20259542.10  | 0.25%             | 2029-03-13      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY LTD                                    | ACRES COMMERCIAL REALTY 2026 FL4 ISSUER LLC        | CUSIP: 00501XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10890000 | PA      | $10918873.75  | 0.14%             | 2044-08-18      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396PSN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57888 | PA      | $57081.77     | 0.00%             | 2037-02-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31396HUM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48169 | PA      | $47811.16     | 0.00%             | 2036-02-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| OEP GLASS PURCHASER LLC                                        | OEP GLASS PURCHASER LLC                            | CUSIP: BL5566791<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1382160 | PA      | $1363155.30   | 0.02%             | 2033-02-26      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| SKY1 TRUST                                                     | SKY TRUST 2025 LINE                                | CUSIP: 830941AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8110792 | PA      | $8140829.94   | 0.10%             | 2042-04-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                       | LLOYDS BANKING GROUP PLC                           | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10245000 | PA      | $10288546.99  | 0.13%             | 2028-11-26      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| RADNOR RE/ESSENT                                               | RADNOR RE 2021 1 LTD                               | CUSIP: 75279YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    728630 | PA      | $731418.73    | 0.01%             | 2033-12-27      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                     | LAD AUTO RECEIVABLES TRUST 2025 1                  | CUSIP: 505712AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854121 | PA      | $854265.82    | 0.01%             | 2027-12-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392GDP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32586 | PA      | $32556.83     | 0.00%             | 2032-09-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| 321 HENDERSON RECEIVABLES II LLC                               | 321 HENDERSON RECEIVABLES LLC                      | CUSIP: 88576PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305297 | PA      | $299396.62    | 0.00%             | 2040-11-15      | Floating      | 4.02%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2025 DNA1            | CUSIP: 35564NFY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14915535 | PA      | $14887696.73  | 0.18%             | 2045-01-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | TORONTO DOMINION BANK THE                          | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  11850000 | PA      | $11889645.60  | 0.15%             | 2028-06-02      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                      | OREILLY AUTOMOTIVE INC                             | CUSIP: 67117HD81<br>LEI: 549300K2RLMQL149Q332 | Long             | STIV             | CORP              | US        |  35000000 | PA      | $34968881.50  | 0.43%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31397BBG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87247 | PA      | $86621.37     | 0.00%             | 2036-09-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                   | FISERV INC                                         | CUSIP: 33774LD13<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | STIV             | CORP              | US        |  17000000 | PA      | $16998121.50  | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE TRUST 2005 W3                           | CUSIP: 31394FSD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17805 | PA      | $17974.10     | 0.00%             | 2045-04-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                       | LLOYDS BANKING GROUP PLC                           | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10031490.50  | 0.12%             | 2027-08-07      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                        | MPLX LP                                            | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4719000 | PA      | $4706837.06   | 0.06%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. ANESTHESIA PARTNERS, INC.                                 | US ANESTHESIA PARTNERS                             | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |   1292625 | PA      | $1294509.65   | 0.02%             | 2028-10-02      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC.                                       | HONEYWELL AEROSPACE INC                            | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19852720.80  | 0.25%             | 2028-03-16      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GCP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6962067.00   | 0.09%             | 2040-09-18      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                       | HCA INC                                            | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16019655.36  | 0.20%             | 2028-03-01      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35564UCQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25467750 | PA      | $25419368.92  | 0.32%             | 2056-02-25      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                      | GARDA WORLD SECURITY CORP                          | CUSIP: C4000KAH7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1470075 | PA      | $1462724.25   | 0.02%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31394AGW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15713 | PA      | $15680.13     | 0.00%             | 2034-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                  | US BANK NA                                         | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000880 | PA      | $3015431.81   | 0.04%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31392HBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13939 | PA      | $13968.19     | 0.00%             | 2030-04-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                            | STARWOOD 2025 SIF5 LLC                             | CUSIP: 85573WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10110000 | PA      | $10109757.36  | 0.13%             | 2037-04-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| GLOVES BUYER, INC.                                             | GLOVES BUYER INC                                   | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   2130660 | PA      | $2126665.01   | 0.03%             | 2032-01-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38373Y2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1050 | PA      | $1048.48      | 0.00%             | 2033-01-16      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: 632525CN9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   5770000 | PA      | $5770203.97   | 0.07%             | 2028-12-13      | Floating      | 4.17%                 | Yes           |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                                       | HUDSON RIVER TRADING LLC                           | CUSIP: 44413EAK4<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   1892791 | PA      | $1886481.95   | 0.02%             | 2030-03-18      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396VZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21972 | PA      | $21850.95     | 0.00%             | 2037-05-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31359PF50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       472 | PA      | $471.55       | 0.00%             | 2027-07-18      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| RVR DEALERSHIP HOLDINGS, LLC                                   | RVR DEALERSHIP HOLDINGS LLC                        | CUSIP: 75001CAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    620755 | PA      | $600580.46    | 0.01%             | 2033-02-07      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                               | XCEL ENERGY INC                                    | CUSIP: 9838T3D78<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | STIV             | CORP              | US        |  38000000 | PA      | $37970667.80  | 0.47%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                            | STARWOOD 2024 SIF4 LLC                             | CUSIP: 85573YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14000000 | PA      | $14005852.00  | 0.17%             | 2036-10-17      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                      | FORTRESS CREDIT OPPORTUNITIES XXIX CLO LTD         | CUSIP: 34990EAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8180000 | PA      | $8180245.40   | 0.10%             | 2033-04-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                      | OBX 2025 HE1 TRUST                                 | CUSIP: 67121CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9572803 | PA      | $9592089.14   | 0.12%             | 2055-02-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                     | JP MORGAN MORTGAGE TRUST 2018 7FRB                 | CUSIP: 46650AAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5203605 | PA      | $5149761.53   | 0.06%             | 2046-04-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                 | JOHN DEERE CAPITAL CORP                            | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7025298.07   | 0.09%             | 2027-07-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                  | FREDDIE MAC STACR REMIC TRUST 2024 DNA3            | CUSIP: 35564NEY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12195980 | PA      | $12199786.37  | 0.15%             | 2044-10-25      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                | SANTANDER UK GROUP HOLDINGS PLC                    | CUSIP: 80281LAW5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   7100000 | PA      | $7103543.75   | 0.09%             | 2029-09-22      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                        | BANK OF NOVA SCOTIA THE                            | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  14460000 | PA      | $14484884.36  | 0.18%             | 2029-02-14      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| 321 HENDERSON RECEIVABLES II LLC                               | 321 HENDERSON RECEIVABLES I LLC                    | CUSIP: 88576NAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183173 | PA      | $181626.41    | 0.00%             | 2041-09-15      | Floating      | 3.99%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | BARCLAYS PLC                                       | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |  12316000 | PA      | $12364278.72  | 0.15%             | 2027-09-13      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                     | JP MORGAN MORTGAGE TRUST 2023 HE3                  | CUSIP: 465985AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4536557 | PA      | $4543168.71   | 0.06%             | 2054-05-25      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| SYMPHONY CLO, LTD.                                             | SYMPHONY CLO 36 LTD                                | CUSIP: 87170MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5499477.50   | 0.07%             | 2036-01-20      | Floating      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31397EHX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146303 | PA      | $144551.22    | 0.00%             | 2037-01-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| SMARTRONIX, LLC                                                | TRIDENT TECHNOLOGIES LLC                           | CUSIP: 89617EAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1360718 | PA      | $1343708.53   | 0.02%             | 2032-02-09      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                | STWD TRUST                                         | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15900000 | PA      | $15890062.50  | 0.20%             | 2036-11-15      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                         | GOLDMAN SACHS BANK USA NEW YORK NY                 | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   7480000 | PA      | $7481590.62   | 0.09%             | 2027-05-21      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FANNIE MAE REMICS                                  | CUSIP: 31396V5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91107 | PA      | $90134.42     | 0.00%             | 2037-06-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27000000 | PA      | $27124359.57  | 0.34%             | 2056-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                             | ABN AMRO BANK NV                                   | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  23300000 | PA      | $23423024.00  | 0.29%             | 2027-09-18      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                       | ANGEL OAK MORTGAGE TRUST 2025 HB2                  | CUSIP: 034648AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15500236 | PA      | $15532132.28  | 0.19%             | 2055-12-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                  | LENDBUZZ SECURITIZATION TRUST 2025 1               | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6615756 | PA      | $6631042.52   | 0.08%             | 2030-10-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST         | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU | CUSIP: 46645WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $2839880.00   | 0.04%             | 2033-07-05      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                             | TRICOLOR AUTO SECURITIZATION TRUST 2022 1          | CUSIP: 89616BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    986725 | PA      | $935810.08    | 0.01%             | 2027-08-16      | Fixed         | 13.45%                | Yes           |                  2 | On Loan: No      |
| HOLOGIC, INC.                                                  | HOLOGIC INC                                        | CUSIP: 43644ABL2<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | LON              | CORP              | US        |   1416712 | PA      | $1400693.24   | 0.02%             | 2033-01-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FREDDIE MAC POOL                                   | CUSIP: 3133CVBA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2007640 | PA      | $2081981.45   | 0.03%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                             | METROPOLITAN LIFE GLOBAL FUNDING I                 | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  10102000 | PA      | $10041946.44  | 0.12%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31398GWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41163 | PA      | $41077.15     | 0.00%             | 2040-01-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Victory Portfolios IV

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer