# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001004726-26-004320
**Filing Date:** 2026-5
**Character Count:** 646363
**Document Hash:** f86148fee818ecc260439964e3965d42
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-004320.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001004726-26-004320

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Victory Portfolios II
- **CENTRAL INDEX KEY:** 0001547580

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22696
- **FILM NUMBER:** 261033216

**BUSINESS ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144
- **BUSINESS PHONE:** 216-898-2411

**MAIL ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Compass EMP Funds Trust
- **DATE OF NAME CHANGE:** 20120417

## Series and Classes Contracts Data

### VictoryShares Core Plus Bond ETF, formerly VictoryShares Core Plus Intermediate Bond ETF, formerly VictoryShares ESG Core Plus Bond ETF (Series ID: S000073698)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000230774 | VictoryShares Core Plus Bond ETF | UBND            |

## 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 II

- **b. Investment Company Act file number:** 811-22696

- **c. CIK number of Registrant:** 0001547580

- **d. LEI of Registrant:** 5493002SUQLUY3T5P040

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

  - **Street Address 1:** 15935 La Cantera Parkway 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:** VictoryShares Core Plus Bond ETF

- **b. EDGAR series identifier (if any):** S000073698

- **c. LEI of Series:** 549300H4LTQRRZ6YWC27

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

- **a. Date of fiscal year-end:** 2026-06-30

- **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:** $1847613485.79

**Total Liabilities:** $35558734.54

**Net Assets:** $1812054751.25

**Cash Not Reported:** $3830884.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3507.22927255 | **1-Year:** -64757.68599619 | **5-Year:** -171163.95288585 | **10-Year:** -258298.19331143 | **30-Year:** -51282.20029791

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

- **3-Month:** -538.79739665 | **1-Year:** -18060.50214023 | **5-Year:** -42817.88913740 | **10-Year:** -8674.76036324 | **30-Year:** -978.75361672

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230774 | 0.24%                | 1.47%                | -1.70%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-27026.95               | $-2194204.50                               |
| Month 2  | $490072.28               | $16843374.62                               |
| Month 3  | $-2264156.12             | $-34962489.87                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384KED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1106937 | PA      | $1116456.82   | 0.06%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico, S.A.B. de C.V.                                                               | GRUPO AEROMEXICO SAB DE CV                         | CUSIP: 40054JAD1<br>LEI: 529900BECKHBL62WD126 | Long             | DBT              | CORP              | MX        |      1000 | PA      | $963.90       | 0.00%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DUNKIN BRANDS                                                                                  | DB MASTER FINANCE LLC                              | CUSIP: 233046AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1292625 | PA      | $1212089.17   | 0.07%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CXR79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    711611 | PA      | $716948.05    | 0.04%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC.                                                                                    | ZOETIS INC                                         | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    835000 | PA      | $828073.27    | 0.05%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617F8RF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    398677 | PA      | $385383.36    | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST                                                                   | ATRIUM HOTEL PORTFOLIO TRUST 2025 ATRM             | CUSIP: 049917AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407813 | PA      | $403353.98    | 0.02%             | 2030-08-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9366000 | PA      | $9124532.81   | 0.50%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2CS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832139 | PA      | $825129.00    | 0.05%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST 2020 1MW                            | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165544 | PA      | $157854.13    | 0.01%             | 2040-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                       | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    423000 | PA      | $400558.92    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 B   | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    916611 | PA      | $915927.68    | 0.05%             | 2033-09-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BNAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396730 | PA      | $393726.19    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10023.33     | 0.00%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS SC STORM FUNDING LLC                                                      | DUKE ENERGY PROGRESS SC STORM FUNDING LLC          | CUSIP: 26445CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168182 | PA      | $171358.24    | 0.01%             | 2046-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    494975 | PA      | $456957.84    | 0.03%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9DC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180229 | PA      | $183114.13    | 0.01%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NQDM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707787 | PA      | $724138.79    | 0.04%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 1                       | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502717.47    | 0.03%             | 2032-10-14      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| KKR & CO. INC.                                                                                 | KKR CO INC                                         | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    768000 | PA      | $742131.93    | 0.04%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242000 | PA      | $250572.19    | 0.01%             | 2031-08-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| AIR CANADA                                                                                     | AIR CANADA                                         | CUSIP: C0102MAS4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1500000 | PA      | $1485630.00   | 0.08%             | 2031-03-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                                          | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5032389 | NS      | $5032388.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427PTH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1188262 | PA      | $1175540.62   | 0.06%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2026 1                    | CUSIP: 05330WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    716000 | PA      | $707184.52    | 0.04%             | 2031-10-14      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPSX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    252004 | PA      | $249301.73    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                                     | CONSTELLATION BRANDS INC                           | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    638000 | PA      | $616158.59    | 0.03%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542000 | PA      | $540831.87    | 0.03%             | 2035-08-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    209624 | PA      | $204157.43    | 0.01%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    335000 | PA      | $333908.62    | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34173000 | PA      | $36148626.56  | 1.99%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY CO., INC.                                               | AMERICAN BUILDERS CONTRACTORS SUPPLY CO INC        | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1143805.23   | 0.06%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC                                   | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2761607.75   | 0.15%             | 2056-03-15      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GVFJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14666478 | PA      | $14212942.33  | 0.78%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                       | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC            | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1296840.29   | 0.07%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    688000 | PA      | $690997.13    | 0.04%             | 2029-10-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                           | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812U7J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $325705.57    | 0.02%             | 2039-10-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3040000 | PA      | $2955925.00   | 0.16%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    465250 | PA      | $415374.87    | 0.02%             | 2053-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                                      | ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203ME31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250592.42    | 0.01%             | 2039-10-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    292847 | PA      | $291941.75    | 0.02%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP, INC.                                                                             | COSTAR GROUP INC                                   | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    701000 | PA      | $634073.28    | 0.03%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1902401.43   | 0.10%             | 2029-05-21      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0GU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5844863 | PA      | $5795391.45   | 0.32%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH, INC.                                                                           | ORLANDO HEALTH OBLIGATED GROUP                     | CUSIP: 686514AP5<br>LEI: 549300TMK1PZT9ZBF098 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1728619.48   | 0.10%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                                                                       | GROUP 1 AUTOMOTIVE INC                             | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    189000 | PA      | $190675.05    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UEP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $337300.63    | 0.02%             | 2044-07-01      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2792233 | PA      | $2833012.87   | 0.16%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS N.V.                                                                                       | JBS NV JBS USA FOODS GROUP HOLDINGS INC            | CUSIP: 472140AH5<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | CORP              | NL        |    541000 | PA      | $529433.42    | 0.03%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492106.64    | 0.03%             | 2028-07-21      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                         | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677000 | PA      | $568260.53    | 0.03%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    116710 | PA      | $100387.72    | 0.01%             | 2053-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                      | MGM RESORTS INTERNATIONAL                          | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505002.61    | 0.03%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                              | MORGAN STANLEY PRIVATE BANK NA                     | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    651000 | PA      | $648773.58    | 0.04%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| WESTERN FUNDING AUTO LOAN TRUST                                                                | WESTERN FUNDING AUTO LOAN TRUST 2025 1             | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1009000 | PA      | $997447.26    | 0.06%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                                   | FLUTTER TREASURY DAC                               | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   4145000 | PA      | $4100109.96   | 0.23%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ROBLOX CORPORATION                                                                             | ROBLOX CORP                                        | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2126614.68   | 0.12%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 113 CLO LTD                                 | CUSIP: 26253EBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1722510 | PA      | $1720041.64   | 0.09%             | 2037-10-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 2 LLC              | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92000 | PA      | $94145.78     | 0.01%             | 2030-12-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 97415CAE8<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |    991000 | PA      | $989240.06    | 0.05%             | 2033-09-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JDB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1332000 | PA      | $1324325.42   | 0.07%             | 2029-10-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $250683.59    | 0.01%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 1                      | CUSIP: 16144BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211000 | PA      | $217137.50    | 0.01%             | 2031-06-25      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W34J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4874626 | PA      | $4909321.38   | 0.27%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2024 A             | CUSIP: 14319FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $717882.34    | 0.04%             | 2030-12-16      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1178242 | PA      | $1122915.81   | 0.06%             | 2032-08-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2024 1 LLC                                   | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200652 | PA      | $201700.56    | 0.01%             | 2028-08-21      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                                             | ALLIANT HOLDINGS INTERMEDIATE LLC                  | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   2549000 | PA      | $2515887.65   | 0.14%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2025 A         | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333000 | PA      | $1316569.94   | 0.07%             | 2032-02-17      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4748797 | PA      | $4716813.84   | 0.26%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2026 1 LLC              | CUSIP: 704583AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1549000 | PA      | $1546269.64   | 0.09%             | 2033-07-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YKQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1649591 | PA      | $1601000.03   | 0.09%             | 2053-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                                                                    | GECU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 36169EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19000 | PA      | $19536.74     | 0.00%             | 2030-04-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $204818.39    | 0.01%             | 2030-06-20      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| LATAM Airlines Group S.A.                                                                      | LATAM AIRLINES GROUP SA                            | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    555000 | PA      | $560062.92    | 0.03%             | 2031-01-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                                  | ACRISURE LLC ACRISURE FINANCE INC                  | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    411000 | PA      | $411117.72    | 0.02%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 49 CLO LTD                                 | CUSIP: 922972AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100032 | PA      | $99991.61     | 0.01%             | 2037-04-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC        | CUSIP: 03237CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1412000 | PA      | $1429884.26   | 0.08%             | 2031-01-21      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KUKX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4867578 | PA      | $4766528.61   | 0.26%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $295495.51    | 0.02%             | 2030-09-25      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4972276 | PA      | $4935546.54   | 0.27%             | 2046-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                                                 | TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KRS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    740000 | PA      | $754228.76    | 0.04%             | 2040-07-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 2                  | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    777212 | PA      | $797404.44    | 0.04%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                                   | MASSMUTUAL GLOBAL FUNDING II                       | CUSIP: 57629TBZ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   2798000 | PA      | $2748175.75   | 0.15%             | 2035-08-26      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1339000 | PA      | $1337221.60   | 0.07%             | 2042-07-15      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX, INC.                                                                                  | NETFLIX INC                                        | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    416000 | PA      | $402487.65    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHARLESTON CNTY S C ARPT DIST ARPT SYS REV                                                     | CHARLESTON COUNTY AIRPORT DISTRICT                 | CUSIP: 160070FL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $750554.75    | 0.04%             | 2033-07-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Becle, S.A.B. de C.V.                                                                          | BECLE SAB DE CV                                    | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   2374000 | PA      | $2029909.62   | 0.11%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                                                   | CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775HT45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $330346.46    | 0.02%             | 2039-11-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| PORT SEATTLE WASH REV                                                                          | PORT OF SEATTLE WA                                 | CUSIP: 7353894K1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $742674.47    | 0.04%             | 2032-09-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KULU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15638601 | PA      | $15313947.18  | 0.85%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $247819.73    | 0.01%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025 P1      | CUSIP: 96043LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008453.25   | 0.06%             | 2030-05-15      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666000 | PA      | $664552.36    | 0.04%             | 2042-07-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| HUBBELL INCORPORATED                                                                           | HUBBELL INC                                        | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    301000 | PA      | $293090.31    | 0.02%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                   | UBS GROUP AG                                       | CUSIP: 225401BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    725000 | PA      | $707475.31    | 0.04%             | 2037-08-10      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                               | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $847712.65    | 0.05%             | 2038-11-05      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3039375.00   | 0.17%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                                                    | CAESARS ENTERTAINMENT INC                          | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    391000 | PA      | $359899.67    | 0.02%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| AMRIZE FINANCE US LLC                                                                          | AMRIZE FINANCE US LLC                              | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    506000 | PA      | $514745.46    | 0.03%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                      | O REILLY AUTOMOTIVE INC                            | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    953000 | PA      | $943724.02    | 0.05%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687670 | PA      | $686385.38    | 0.04%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERSHING SQUARE HOLDINGS, LTD.                                                                 | PERSHING SQUARE HOLDINGS LTD FUND                  | CUSIP: 71531QAG6<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | RF                | GG        |   3000000 | PA      | $2968923.00   | 0.16%             | 2032-10-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                    | NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY       | CUSIP: 64972JHE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $228493.50    | 0.01%             | 2036-05-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                          | AVENTURA MALL TRUST                                | CUSIP: 05359AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97188.49     | 0.01%             | 2040-07-05      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UGH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $92050.21     | 0.01%             | 2039-08-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                           | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812XUL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1511148.03   | 0.08%             | 2041-07-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2207000 | PA      | $2229342.37   | 0.12%             | 2033-05-12      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| NEVADA HSG DIV SINGLE FAMILY MTG REV                                                           | NEVADA HOUSING DIVISION                            | CUSIP: 641279B37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $166461.49    | 0.01%             | 2039-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WISCONSIN HSG & ECONOMIC DEV AUTH HOME OWNERSHIP REV                                           | WISCONSIN HOUSING ECONOMIC DEVELOPMENT AUTHORITY   | CUSIP: 97689QYF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $683961.93    | 0.04%             | 2040-09-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BVW61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3816893 | PA      | $3838550.56   | 0.21%             | 2054-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP REV                                                              | MARYLAND ECONOMIC DEVELOPMENT CORP                 | CUSIP: 574205JC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66024.84     | 0.00%             | 2034-11-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1078726 | PA      | $1045667.03   | 0.06%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37729.28     | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| TEXTRON INC.                                                                                   | TEXTRON INC                                        | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    701000 | PA      | $682080.13    | 0.04%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                    | ONEOK INC                                          | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    203000 | PA      | $180042.28    | 0.01%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384P7L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    997307 | PA      | $924162.74    | 0.05%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137F3PB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2222107 | PA      | $2180370.62   | 0.12%             | 2047-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST                                     | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4138698 | PA      | $3987582.40   | 0.22%             | 2040-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                          | DELTA AIR LINES 2020 A                             | CUSIP: 247361ZW1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     80484 | PA      | $77371.02     | 0.00%             | 2029-12-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124000 | PA      | $126037.50    | 0.01%             | 2030-06-17      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EAGLE MATERIALS INC.                                                                           | EAGLE MATERIALS INC                                | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   2742000 | PA      | $2623008.35   | 0.14%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HLW65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1462667 | PA      | $1477705.37   | 0.08%             | 2039-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                    | SBNA AUTO RECEIVABLES TRUST 2024 A                 | CUSIP: 78437PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203000 | PA      | $204983.40    | 0.01%             | 2029-09-17      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC.                                                                                | BOMBARDIER INC                                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $209608.69    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12965468.75  | 0.72%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP ILL                                                              | SALES TAX SECURITIZATION CORP                      | CUSIP: 79467BJL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $175160.11    | 0.01%             | 2039-01-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    984880 | PA      | $984376.49    | 0.05%             | 2033-09-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48794 | PA      | $50410.71     | 0.00%             | 2030-04-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    478533 | PA      | $479513.07    | 0.03%             | 2032-08-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                            | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VCB3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    817000 | PA      | $811690.89    | 0.04%             | 2035-03-13      | Fixed         | 5.05%                 | 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        |   1412906 | PA      | $1411286.54   | 0.08%             | 2041-09-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    330472 | PA      | $337764.25    | 0.02%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AFG ABS I, LLC                                                                                 | AFG ABS I LLC                                      | CUSIP: 00111LAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    999990 | PA      | $1029648.18   | 0.06%             | 2030-09-16      | Fixed         | 9.40%                 | Yes           |                  2 | On Loan: No      |
| EZCORP, INC.                                                                                   | EZCORP INC                                         | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521527.85    | 0.03%             | 2032-04-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1566307 | PA      | $1568761.47   | 0.09%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    763000 | PA      | $612307.50    | 0.03%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST                                                                  | MAD COMMERCIAL MORTGAGE TRUST 2025 11MD            | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3900000 | PA      | $3881110.76   | 0.21%             | 2042-10-15      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| KEYCORP                                                                                        | KEYCORP                                            | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    298000 | PA      | $316038.35    | 0.02%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W37J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    603479 | PA      | $583057.32    | 0.03%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1797525 | PA      | $1815354.27   | 0.10%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  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        |    241628 | PA      | $242915.60    | 0.01%             | 2033-01-18      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPQQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    708632 | PA      | $671170.59    | 0.04%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II, L.P.                                                                   | TPG OPERATING GROUP II LP                          | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1087941.03   | 0.06%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                                                      | CRH AMERICA FINANCE INC                            | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1145630.10   | 0.06%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57000 | PA      | $57815.25     | 0.00%             | 2031-12-12      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DPKU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6409167 | PA      | $5884676.63   | 0.32%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226365 | PA      | $234898.63    | 0.01%             | 2031-11-17      | Fixed         | 7.34%                 | Yes           |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                                                                   | ZIMMER BIOMET HOLDINGS INC                         | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    760000 | PA      | $759127.56    | 0.04%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $299144.16    | 0.02%             | 2032-07-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                            | ONCOR ELECTRIC DELIVERY CO LLC                     | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1401801.86   | 0.08%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    627333 | PA      | $635442.31    | 0.04%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RLJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299000 | PA      | $292106.30    | 0.02%             | 2032-08-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| TEXAS ST                                                                                       | TEXAS ST                                           | CUSIP: 8827244F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $403735.58    | 0.02%             | 2041-10-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                             | ENERGY TRANSFER LP                                 | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    972000 | PA      | $965783.40    | 0.05%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST                                                                            | DBWF 2024 LCRS MORTGAGE TRUST                      | CUSIP: 23307KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249063.93    | 0.01%             | 2034-04-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582000 | PA      | $582756.68    | 0.03%             | 2031-04-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                                                      | DLLAD 2025 1 LLC                                   | CUSIP: 23347BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502762.27    | 0.03%             | 2032-10-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| THE KROGER CO.                                                                                 | KROGER CO THE                                      | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    572000 | PA      | $531428.04    | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633759 | PA      | $536260.28    | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                                                                | ACADIA HEALTHCARE CO INC                           | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35894.47     | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2024 3                     | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134000 | PA      | $135402.82    | 0.01%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MONTANA FAC FIN AUTH REV                                                                       | MONTANA FACILITY FINANCE AUTHORITY                 | CUSIP: 61204KPG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $223197.86    | 0.01%             | 2031-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS LLC                                                                 | REYNOLDS CONSUMER PRODUCTS LLC                     | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |    233548 | PA      | $234190.64    | 0.01%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                                                     | LIGHTPATH FIBER ISSUER LLC                         | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1093755 | PA      | $1094453.03   | 0.06%             | 2056-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101307.04    | 0.01%             | 2033-03-28      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 3                  | CUSIP: 50168BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214000 | PA      | $215023.97    | 0.01%             | 2028-06-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST                                                                   | ATRIUM HOTEL PORTFOLIO TRUST 2025 ATRM             | CUSIP: 049917AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1298635 | PA      | $1276685.48   | 0.07%             | 2030-08-15      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 2 LLC                                | CUSIP: 252153AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $477385.86    | 0.03%             | 2036-10-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 2 LLC              | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31507 | PA      | $31618.98     | 0.00%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                        | CF HIPPOLYTA ISSUER LLC                            | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322219 | PA      | $269970.89    | 0.01%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| 1301 TRUST                                                                                     | 1301 TRUST 2025 AOA                                | CUSIP: 682461AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1193783 | PA      | $1193871.36   | 0.07%             | 2030-08-11      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2026 1                 | CUSIP: 30343XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    509000 | PA      | $502452.89    | 0.03%             | 2032-10-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| HAWAII ST                                                                                      | STATE OF HAWAII                                    | CUSIP: 419792Q41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $342705.43    | 0.02%             | 2034-10-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                                                                       | EW SCRIPPS CO THE                                  | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |   1537902 | PA      | $1544637.89   | 0.09%             | 2028-06-30      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS, INC.                                                                             | TKC HOLDINGS INC                                   | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1896984.78   | 0.10%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    689000 | PA      | $678409.09    | 0.04%             | 2034-05-15      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| XPO, INC.                                                                                      | XPO INC                                            | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    840000 | PA      | $850335.29    | 0.05%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    212643 | PA      | $217063.61    | 0.01%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                            | UNITED AIRLINES INC                                | CUSIP: BL5485877<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $995630.00    | 0.05%             | 2031-02-24      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    213124 | PA      | $216166.38    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                                    | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021 M | CUSIP: 03881VAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $912207.71    | 0.05%             | 2054-06-15      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384BM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    216438 | PA      | $220249.13    | 0.01%             | 2046-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XLD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    540879 | PA      | $483049.23    | 0.03%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0U37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3209761 | PA      | $3231751.55   | 0.18%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUWG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4834166 | PA      | $4684350.93   | 0.26%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622AB4W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    185802 | PA      | $179590.50    | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                | VANTAGE DATA CENTERS LLC                           | CUSIP: 92212KAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2401000 | PA      | $2366734.51   | 0.13%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    219283 | PA      | $222248.46    | 0.01%             | 2054-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $447274.35    | 0.02%             | 2056-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594000 | PA      | $597851.79    | 0.03%             | 2031-10-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331806 | PA      | $323119.05    | 0.02%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP.                                                                             | CI FINANCIAL CORP                                  | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1718000 | PA      | $1533886.36   | 0.08%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                                           | MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GP66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $141648.02    | 0.01%             | 2039-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DF8<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    223000 | PA      | $226327.33    | 0.01%             | 2036-05-15      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST STORM FUNDING I, LLC                                                      | EVERGY MISSOURI WEST STORM FUNDING I LLC           | CUSIP: 30037HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197913 | PA      | $202304.38    | 0.01%             | 2040-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC.                                                                                   | TRIMBLE INC                                        | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    455000 | PA      | $476412.78    | 0.03%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427NPL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4847021 | PA      | $4708176.02   | 0.26%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                             | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    252000 | PA      | $216096.62    | 0.01%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                                                      | CRH AMERICA FINANCE INC                            | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    405000 | PA      | $402522.72    | 0.02%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                                                  | PAYCHEX INC                                        | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2697000 | PA      | $2709292.11   | 0.15%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Performance Food Group, Inc.                                                                   | PERFORMANCE FOOD GROUP INC                         | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120178.22    | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133D0PM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1185391 | PA      | $1198354.69   | 0.07%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                                                         | CITADEL SECURITIES GLOBAL HOLDINGS LLC             | CUSIP: 17289RAF3<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $787147.20    | 0.04%             | 2036-03-27      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $489912.27    | 0.03%             | 2037-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                                   | NEW YORK LIFE GLOBAL FUNDING                       | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1151034.22   | 0.06%             | 2031-08-01      | Fixed         | 1.85%                 | 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        |       220 | NC      | $-811815.40   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HOWDEN UK REFINANCE PLC                                                                        | HOWDEN UK REFINANCE PLC                            | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $626004.73    | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    390065 | PA      | $348250.47    | 0.02%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER LLC                                                                     | UNITI FIBER ABS ISSUER LLC                         | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426488 | PA      | $434538.06    | 0.02%             | 2055-04-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AFG ABS I, LLC                                                                                 | AFG ABS I LLC                                      | CUSIP: 00111LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3266969 | PA      | $3358070.78   | 0.19%             | 2030-09-16      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRPW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2923408 | PA      | $2684172.50   | 0.15%             | 2053-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                          | AIR LEASE CORP                                     | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33757.93     | 0.00%             | 2199-12-31      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY HOUSTON TEX UNIV REVS                                                               | UNIVERSITY OF HOUSTON                              | CUSIP: 914302MS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25074.35     | 0.00%             | 2037-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2022 4 LLC              | CUSIP: 29374GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251058.55    | 0.01%             | 2029-10-22      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2FM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4813856 | PA      | $4773111.41   | 0.26%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17517000 | PA      | $17454048.28  | 0.96%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                              | HEICO CORP                                         | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    297000 | PA      | $301993.43    | 0.02%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104000 | PA      | $107630.43    | 0.01%             | 2032-10-21      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476000 | PA      | $482789.84    | 0.03%             | 2037-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                                                    | HOUSTON GALLERIA MALL TRUST 2025 HGLR              | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    939473 | PA      | $958574.91    | 0.05%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    589966 | PA      | $586990.51    | 0.03%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                                                      | ALCON FINANCE CORP                                 | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    501000 | PA      | $489654.27    | 0.03%             | 2052-12-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    309474 | PA      | $285906.98    | 0.02%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                               | DEUTSCHE BANK AG NEW YORK NY                       | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34752.19     | 0.00%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $225026.95    | 0.01%             | 2029-07-16      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                         | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366000 | PA      | $230353.23    | 0.01%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| CLARUS CAPITAL FUNDING LLC                                                                     | CLARUS CAPITAL FUNDING 2024 1 LLC                  | CUSIP: 18271JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $70055.61     | 0.00%             | 2032-08-20      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187713 | PA      | $186144.40    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | 5 YEAR US TREASURY NOTE FUTURE JUN26               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       140 | NC      | $-189557.55   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975743 | PA      | $968938.09    | 0.05%             | 2044-12-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140BHHV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1507419 | PA      | $1514979.87   | 0.08%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KY6U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3245721 | PA      | $3175342.00   | 0.18%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS, INC.                                                                             | VAIL RESORTS INC                                   | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    717000 | PA      | $725130.80    | 0.04%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2094594.45   | 0.12%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                                                    | OCP CLO 2025 48 LTD                                | CUSIP: 67122YAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2077872 | PA      | $2057508.85   | 0.11%             | 2038-12-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                      | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    469000 | PA      | $458476.21    | 0.03%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427NF95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2367061 | PA      | $2347025.95   | 0.13%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219273 | PA      | $219611.41    | 0.01%             | 2027-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                            | BLOCK FINANCIAL LLC                                | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1748955.93   | 0.10%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| JBS N.V.                                                                                       | JBS NV JBS USA FOODS GROUP HOLDINGS INC            | CUSIP: 46590XBA3<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | CORP              | NL        |    713000 | PA      | $715231.69    | 0.04%             | 2037-03-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4132374.09   | 0.23%             | 2029-09-17      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1508325 | PA      | $1499517.41   | 0.08%             | 2044-12-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                                                                | CARLISLE COS INC                                   | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1008846.48   | 0.06%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                             | CREDIT AGRICOLE SA                                 | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $311039.08    | 0.02%             | 2035-01-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7281652 | PA      | $6263596.54   | 0.35%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2024 A             | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $259447.61    | 0.01%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                 | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    583000 | PA      | $579103.17    | 0.03%             | 2199-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                                                       | FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M8E4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $43507.08     | 0.00%             | 2039-07-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                             | BOEING CO THE                                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3582000 | PA      | $3938838.84   | 0.22%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Limited                                                                           | GGAM FINANCE LTD                                   | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199764.17    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152357 | PA      | $149537.50    | 0.01%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                                                         | VERISK ANALYTICS INC                               | CUSIP: 92345YAQ9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1024441.95   | 0.06%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LP                                                                       | VIPER ENERGY PARTNERS LLC OLD                      | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    553000 | PA      | $557638.88    | 0.03%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                               | AMERICAN NATIONAL GLOBAL FUNDING                   | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    168000 | PA      | $169932.00    | 0.01%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                                        | COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19648GMW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $123243.12    | 0.01%             | 2039-11-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE LLC                                                                 | CAPTERIS EQUIPMENT FINANCE 2026 1 LLC              | CUSIP: 14077FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    716000 | PA      | $712464.98    | 0.04%             | 2033-09-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267503 | PA      | $259210.11    | 0.01%             | 2054-10-15      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| LKQ CORPORATION                                                                                | LKQ CORP                                           | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75169.26     | 0.00%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMMK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650073 | PA      | $602017.37    | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC.                                                                                      | MSCI INC                                           | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1344654.38   | 0.07%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1765427 | PA      | $1781071.28   | 0.10%             | 2034-09-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1013860 | PA      | $1020406.08   | 0.06%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                              | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    724000 | PA      | $727876.63    | 0.04%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     99404 | PA      | $101478.19    | 0.01%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1001000 | PA      | $1050527.48   | 0.06%             | 2034-05-15      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                             | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP   | CUSIP: 72650RBP6<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    694000 | PA      | $709289.44    | 0.04%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                    | AKER BP ASA                                        | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    523000 | PA      | $510665.10    | 0.03%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133B3ES2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172936 | PA      | $152981.94    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                                                          | ONE BRYANT PARK                                    | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8198000 | PA      | $7574765.69   | 0.42%             | 2049-09-13      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                                                           | NCL CORP LTD                                       | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1065000 | PA      | $1034281.87   | 0.06%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OVINTIV INC.                                                                                   | OVINTIV INC                                        | CUSIP: 69047KD10<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |   6300000 | PA      | $6299264.79   | 0.35%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486000 | PA      | $491921.01    | 0.03%             | 2031-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427PAA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6231201 | PA      | $5902276.57   | 0.33%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                      | REGAL REXNORD CORP                                 | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51752.61     | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                                           | ONTARIO TEACHERS CADILLAC FAIRVIEW PROP            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    555000 | PA      | $490720.08    | 0.03%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $252144.82    | 0.01%             | 2039-06-21      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EM80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208968 | PA      | $211397.43    | 0.01%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE N C CTFS PARTN                                                                       | CITY OF CHARLOTTE NC                               | CUSIP: 1610376K7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    790000 | PA      | $804209.72    | 0.04%             | 2040-06-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $102968.75    | 0.01%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                                                                  | BARINGS EQUIPMENT FINANCE LLC 2025 A               | CUSIP: 06764MAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1031000 | PA      | $1053938.31   | 0.06%             | 2050-06-13      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| MILE TRUST                                                                                     | MILE TRUST 2025 STNE                               | CUSIP: 59918AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362500 | PA      | $358414.32    | 0.02%             | 2030-07-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    575000 | PA      | $497873.48    | 0.03%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                                        | COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19648GA85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $511432.09    | 0.03%             | 2043-11-01      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK AUTO CREDIT-LINKED NOTES                                                           | TRUIST BANK AUTO CREDIT LINKED NOTES SERIES 2025 1 | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645360 | PA      | $645408.24    | 0.04%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025 HI      | CUSIP: 949933AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $402850.34    | 0.02%             | 2042-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                 | VAR ENERGI ASA                                     | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    442000 | PA      | $466573.52    | 0.03%             | 2035-05-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO 2022 I LTD                            | CUSIP: 81785AAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442000 | PA      | $442442.00    | 0.02%             | 2038-01-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50048.01     | 0.00%             | 2029-04-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| GESTION D'ASSURANCES JONES DESLAURIERS INC                                                     | JONES DESLAURIERS INSURANCE MANAGEMENT INC         | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1566000 | PA      | $1595892.02   | 0.09%             | 2030-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD.                                                                        | AS MILEAGE PLAN IP LTD                             | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    500000 | PA      | $489643.84    | 0.03%             | 2031-10-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: —       |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2318000 | PA      | $1919543.28   | 0.11%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18255 | PA      | $18505.68     | 0.00%             | 2031-01-13      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                       | STATE STREET CORP                                  | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    579000 | PA      | $611974.11    | 0.03%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2019 55HY MORTGAGE TRUST              | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2455000 | PA      | $2297461.36   | 0.13%             | 2041-12-10      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC.                                                                         | ELLUCIAN HOLDINGS INC                              | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1051007.63   | 0.06%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                                   | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2099000 | PA      | $1995746.95   | 0.11%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1022805 | PA      | $1033500.98   | 0.06%             | 2051-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORPORATION                                                                     | MERITAGE HOMES CORP                                | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    592000 | PA      | $591026.83    | 0.03%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                                                     | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2025 HY | CUSIP: 05942CAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $195499.83    | 0.01%             | 2042-12-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                                                           | MOZART DEBT MERGER SUB INC                         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  10429000 | PA      | $10335572.48  | 0.57%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                        | BOARDWALK PIPELINES LP                             | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    360000 | PA      | $354277.29    | 0.02%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL                                                                                    | CITY OF CHICAGO IL                                 | CUSIP: 1674862F5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $440359.96    | 0.02%             | 2033-01-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                                            | KILROY REALTY LP                                   | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    387000 | PA      | $382584.33    | 0.02%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VN30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14932644 | PA      | $13359233.88  | 0.74%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LIMITED                                                                 | ARDONAGH GROUP FINANCE                             | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   4323000 | PA      | $4196807.61   | 0.23%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ALLEGHENY CNTY PA ARPT AUTH ARPT REV                                                           | ALLEGHENY COUNTY AIRPORT AUTHORITY                 | CUSIP: 01728LJY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $313692.59    | 0.02%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE                                                                            | ELARA HGV TIMESHARE ISSUER 2019 A LLC              | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67888 | PA      | $67795.02     | 0.00%             | 2034-01-25      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429952 | PA      | $442095.90    | 0.02%             | 2030-04-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9L93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196297 | PA      | $191408.68    | 0.01%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2022 REV1             | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $948122.65    | 0.05%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                                  | NYC COMMERCIAL MORTGAGE TRUST 2026 1PARK           | CUSIP: 62979QAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496250.00    | 0.03%             | 2043-02-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                                                          | ALEXANDRIA REAL ESTATE EQUITIES INC                | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1077924.57   | 0.06%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                    | WESTPAC BANKING CORP                               | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $357538.28    | 0.02%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                           | DENTSPLY SIRONA INC                                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57969.17     | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8F28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219366 | PA      | $184913.29    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    894000 | PA      | $901003.08    | 0.05%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427QXP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9945836 | PA      | $9833190.03   | 0.54%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE. LTD.                                                      | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD            | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    250000 | PA      | $262107.34    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42277 | PA      | $42462.76     | 0.00%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                                                | STWD TRUST                                         | CUSIP: 85236WCL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $759528.92    | 0.04%             | 2036-11-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316000 | PA      | $315676.90    | 0.02%             | 2033-10-17      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72000 | PA      | $72839.67     | 0.00%             | 2031-03-26      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32787 | PA      | $29543.09     | 0.00%             | 2032-04-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141000 | PA      | $145723.73    | 0.01%             | 2030-12-16      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FLAGSHIP CREDIT AUTO TRUST 2021 4                  | CUSIP: 33845AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70269 | PA      | $70096.07     | 0.00%             | 2027-12-15      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                                                                 | TEXAS CAPITAL BANCSHARES                           | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497459.82    | 0.03%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM, INC.                                                                             | DT MIDSTREAM INC                                   | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $513001.76    | 0.03%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1105000 | PA      | $1118760.90   | 0.06%             | 2030-04-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ADLA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    587828 | PA      | $519823.58    | 0.03%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS, INC.                                                                           | OSAIC HOLDINGS INC                                 | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   1774000 | PA      | $1771899.72   | 0.10%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                                                  | ASBURY AUTOMOTIVE GROUP INC                        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473874.97    | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915000 | PA      | $940242.78    | 0.05%             | 2033-05-12      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 B LLC                            | CUSIP: 62919WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6572000 | PA      | $6575012.24   | 0.36%             | 2033-01-18      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                                                                 | APOLLO GLOBAL MANAGEMENT INC                       | CUSIP: 03769MAG1<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    712000 | PA      | $712491.28    | 0.04%             | 2036-03-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $915834.80    | 0.05%             | 2052-02-15      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                                               | STACK INFRASTRUCTURE ISSUER LLC                    | CUSIP: 85236KAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    567874 | PA      | $549234.91    | 0.03%             | 2056-03-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                                                                  | RAYMOND JAMES FINANCIAL INC                        | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    585000 | PA      | $570088.35    | 0.03%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES ISSUER TRUST 20 | CUSIP: 02650VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $298575.49    | 0.02%             | 2031-06-16      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                  | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2869000 | PA      | $2968788.01   | 0.16%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1444821 | PA      | $1368782.07   | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $77278.80     | 0.00%             | 2029-09-25      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING, LLC                                                               | PERMIAN RESOURCES OPERATING LLC                    | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2216000 | PA      | $2256572.25   | 0.12%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8712000 | PA      | $8560901.25   | 0.47%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1005536.21   | 0.06%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                          | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    846000 | PA      | $884791.24    | 0.05%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181000 | PA      | $184909.42    | 0.01%             | 2038-08-18      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168000 | PA      | $169994.93    | 0.01%             | 2029-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UHS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $464368.48    | 0.03%             | 2039-07-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6857000 | PA      | $6608433.75   | 0.36%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $289021.44    | 0.02%             | 2029-06-20      | Fixed         | 7.24%                 | Yes           |                  2 | On Loan: No      |
| THE CARLYLE GROUP INC.                                                                         | CARLYLE GROUP INC THE                              | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    909000 | PA      | $879112.96    | 0.05%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2025 2                  | CUSIP: 505912AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $972578.38    | 0.05%             | 2032-08-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ADEZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    261566 | PA      | $229937.10    | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $220657.03    | 0.01%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST                              | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265066 | PA      | $266652.49    | 0.01%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                            | SOCIETE GENERALE SA                                | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    687000 | PA      | $671720.55    | 0.04%             | 2036-10-03      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| BJ'S WHOLESALE CLUB, INC.                                                                      | BJ S WHOLESALE CLUB INC                            | CUSIP: 09179FAX0<br>LEI: 549300H2XDOGOSR9L398 | Long             | LON              | CORP              | US        |    165000 | PA      | $165825.00    | 0.01%             | 2029-02-05      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY                                                   | FLUTTER FINANCING BV                               | CUSIP: N3313EAJ9<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |   1492500 | PA      | $1473843.75   | 0.08%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2024 LEAF1 NOTES                     | CUSIP: 55376YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $272668.37    | 0.02%             | 2031-08-18      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    613823 | PA      | $611441.15    | 0.03%             | 2044-12-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                                                                    | JETBLUE AIRWAYS CORP JETBLUE LOYALTY LP            | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    456000 | PA      | $430947.93    | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                                                       | ADVANCE AUTO PARTS INC                             | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505275.65    | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| AMC NETWORKS INC.                                                                              | AMC NETWORKS INC                                   | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    933000 | PA      | $920937.88    | 0.05%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC         | CUSIP: 03238BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007869.43   | 0.06%             | 2031-07-21      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1530026.86   | 0.08%             | 2052-02-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| VOYAGER PARENT, LLC                                                                            | VOYAGER PARENT LLC                                 | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   1639000 | PA      | $1706570.16   | 0.09%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MASTEC, INC.                                                                                   | MASTEC INC                                         | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    132000 | PA      | $136325.15    | 0.01%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| THE HERSHEY COMPANY                                                                            | HERSHEY CO THE                                     | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    531000 | PA      | $542118.32    | 0.03%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    245513 | PA      | $244274.95    | 0.01%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $126312.77    | 0.01%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74472 | PA      | $75772.38     | 0.00%             | 2029-11-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0BF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5921697 | PA      | $5884807.08   | 0.32%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535714 | PA      | $534955.30    | 0.03%             | 2034-01-16      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 4                  | CUSIP: 50571AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303568 | PA      | $314119.51    | 0.02%             | 2031-04-15      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION                         | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    906000 | PA      | $873302.28    | 0.05%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MBX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212000 | PA      | $216636.00    | 0.01%             | 2029-09-25      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CY8<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    196000 | PA      | $196500.17    | 0.01%             | 2035-05-15      | Fixed         | 6.69%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                                      | ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MN49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $347402.49    | 0.02%             | 2041-10-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                              | TELUS CORP                                         | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    762000 | PA      | $753209.53    | 0.04%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 1           | CUSIP: 37988XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $96696.63     | 0.01%             | 2030-03-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $901778.82    | 0.05%             | 2041-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                             | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    471000 | PA      | $476817.49    | 0.03%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                                                    | WEST VIRGINIA HOUSING DEVELOPMENT FUND             | CUSIP: 95662NQW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $118270.10    | 0.01%             | 2039-11-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                                                          | JEFFERIES FINANCE LLC JFIN                         | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    526000 | PA      | $500608.82    | 0.03%             | 2031-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2017 GM                                  | CUSIP: 05607TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $431237.40    | 0.02%             | 2044-01-15      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                            | GENERAL MOTORS                                     | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1009191 | PA      | $1031062.68   | 0.06%             | 2031-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                        | DUKE ENERGY CORP                                   | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $962194.63    | 0.05%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                       | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92431.57     | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                               | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1752000 | PA      | $1742456.28   | 0.10%             | 2038-11-05      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2023 1           | CUSIP: 36266XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1943000 | PA      | $1973226.74   | 0.11%             | 2029-01-16      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST                                                                            | DBWF 2024 LCRS MORTGAGE TRUST                      | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232143 | PA      | $231273.80    | 0.01%             | 2034-04-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| GESTION D'ASSURANCES JONES DESLAURIERS INC                                                     | JONES DESLAURIERS INSURANCE MANAGEMENT INC         | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   2232000 | PA      | $2039842.98   | 0.11%             | 2033-10-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6362 | PA      | $6362.48      | 0.00%             | 2028-03-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7514000 | PA      | $7421249.06   | 0.41%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACJB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    238433 | PA      | $237626.53    | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                  | BROADCOM INC                                       | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    297000 | PA      | $293394.42    | 0.02%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                                                       | SGH2 LLC                                           | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    237437 | PA      | $232984.98    | 0.01%             | 2032-08-18      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44500.20     | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                                                      | ARTHUR J GALLAGHER CO                              | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    702000 | PA      | $696673.31    | 0.04%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                   | TRUIST FINANCIAL CORP                              | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    696000 | PA      | $674173.44    | 0.04%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| CARS DB                                                                                        | CARS DB7 LP                                        | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197285 | PA      | $198142.78    | 0.01%             | 2053-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2026 CSMO             | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2130000 | PA      | $2127804.16   | 0.12%             | 2042-02-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                                                 | MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654YK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $369128.43    | 0.02%             | 2039-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    239434 | PA      | $238932.16    | 0.01%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2024 1 LLC                   | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3050574.87   | 0.17%             | 2032-01-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31425UWD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1275253 | PA      | $1283989.59   | 0.07%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2021 601L                                | CUSIP: 05607TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2742000 | PA      | $2389675.30   | 0.13%             | 2044-01-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                        | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    455000 | PA      | $427145.14    | 0.02%             | 2054-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                                             | INTERSTATE POWER AND LIGHT CO                      | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    356000 | PA      | $365030.67    | 0.02%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383HHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    151857 | PA      | $133344.98    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LIMITED                                                                         | ARDONAGH FINCO LTD                                 | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   2186000 | PA      | $2208355.45   | 0.12%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W3N88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10567751 | PA      | $10459254.81  | 0.58%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                           | USB AUTO OWNER TRUST 2025 1                        | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1807000 | PA      | $1816476.91   | 0.10%             | 2032-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| RXO, INC.                                                                                      | RXO INC                                            | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    761000 | PA      | $731763.12    | 0.04%             | 2031-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RJA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $330315.66    | 0.02%             | 2030-06-20      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                  | ALPHABET INC                                       | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    875000 | PA      | $846343.75    | 0.05%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL, INC.                                                           | LIGHT WONDER INTERNATIONAL INC                     | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    241348 | PA      | $241147.74    | 0.01%             | 2029-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    135992 | PA      | $138992.55    | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FTL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11823470 | PA      | $11567094.98  | 0.64%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                                                           | CONSTELLATION ENERGY GENERATION LLC                | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    749000 | PA      | $751091.56    | 0.04%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                  | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1305401.93   | 0.07%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                                                     | ROGERS COMMUNICATIONS INC                          | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    873000 | PA      | $815031.62    | 0.04%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $197500.00    | 0.01%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                                  | NYC COMMERCIAL MORTGAGE TRUST 2025 300P            | CUSIP: 67121TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638501 | PA      | $634842.34    | 0.04%             | 2042-07-13      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                   | TRUIST FINANCIAL CORP                              | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7999.94      | 0.00%             | 2199-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST                                                                 | COMMERCIAL MORTGAGE PASS THROUGH                   | CUSIP: 449653AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $671857.55    | 0.04%             | 2032-03-15      | Variable      | 3.95%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    927770 | PA      | $942214.56    | 0.05%             | 2032-04-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 1   | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126000 | PA      | $128036.59    | 0.01%             | 2032-01-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC.                                                                        | TAKEOFF MERGER SUB INC                             | CUSIP: 873923AG1<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1160559.11   | 0.06%             | 2036-03-24      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                             | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   6504000 | PA      | $4712038.13   | 0.26%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                   | UBS GROUP AG                                       | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    846000 | PA      | $816940.66    | 0.05%             | 2037-03-23      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV                                                     | IDAHO HOUSING FINANCE ASSOCIATION                  | CUSIP: 45130BEM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1409213.25   | 0.08%             | 2040-07-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025 1           | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $4388947.15   | 0.24%             | 2035-07-16      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                                                                  | FOCUS FINANCIAL PARTNERS LLC                       | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   2911000 | PA      | $2895764.38   | 0.16%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP, INC.                                                                             | TRINET GROUP INC                                   | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   2158000 | PA      | $2093625.76   | 0.12%             | 2031-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 1           | CUSIP: 224927AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    558040 | PA      | $559645.13    | 0.03%             | 2033-05-16      | Fixed         | 7.02%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 97 CLO LTD                                  | CUSIP: 26248XAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1604228 | PA      | $1597111.64   | 0.09%             | 2038-10-20      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                          | BANCO SANTANDER SA                                 | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $431580.39    | 0.02%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                                                  | ALIMENTATION COUCHE TARD INC                       | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    932000 | PA      | $921347.62    | 0.05%             | 2035-09-29      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    561832 | PA      | $531735.51    | 0.03%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS, INC.                                                                        | QNITY ELECTRONICS INC                              | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507273.95    | 0.03%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                               | MARSH MCLENNAN COS INC                             | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    556000 | PA      | $521350.36    | 0.03%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS, INC.                                                               | AMC ENTERTAINMENT HOLDINGS INC                     | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |   4115635 | PA      | $4050813.91   | 0.22%             | 2029-01-04      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2025 SPRL MORTGAGE TRUST              | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $280226.40    | 0.02%             | 2040-01-13      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845000 | PA      | $867045.40    | 0.05%             | 2030-01-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251369.17    | 0.01%             | 2031-05-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                           | DENTSPLY SIRONA INC                                | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2175763.41   | 0.12%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    773831 | PA      | $691154.90    | 0.04%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                            | SOCIETE GENERALE SA                                | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1069000 | PA      | $1034276.21   | 0.06%             | 2037-04-10      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2DU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4305757 | PA      | $4366451.61   | 0.24%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                                                 | PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QXK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $198888.93    | 0.01%             | 2039-10-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618H9GQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2468351 | PA      | $2455581.23   | 0.14%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MTP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1058766 | PA      | $1079504.16   | 0.06%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                                                           | HSBC US GOVT MMKT-I                                | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5032389 | NS      | $5032388.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2026 1 LLC                                   | CUSIP: 23347JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    914924 | PA      | $914684.70    | 0.05%             | 2033-09-20      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2023 4                     | CUSIP: 14318XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $195793.04    | 0.01%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53000 | PA      | $53911.94     | 0.00%             | 2033-04-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                       | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9992994 | PA      | $378242.02    | 0.02%             | 2055-07-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4HN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9933683 | PA      | $9597532.47   | 0.53%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    590000 | PA      | $579826.60    | 0.03%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    770180 | PA      | $728922.30    | 0.04%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEX TRUST                                                                                      | LEX TRUST 2026 450                                 | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    654432 | PA      | $651622.87    | 0.04%             | 2028-03-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                               | SLG OFFICE TRUST 2021 OVA                          | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1585000 | PA      | $1410194.94   | 0.08%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVJF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1320057 | PA      | $1311833.43   | 0.07%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                                                   | CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775JGT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $999600.83    | 0.06%             | 2041-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                           | USB AUTO OWNER TRUST 2025 1                        | CUSIP: 90367VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1499000 | PA      | $1505213.30   | 0.08%             | 2031-03-17      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                                   | NEW YORK LIFE GLOBAL FUNDING                       | CUSIP: 64952WFM0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2213000 | PA      | $2258297.58   | 0.12%             | 2035-01-23      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 2                  | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198627 | PA      | $201213.87    | 0.01%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $407004.82    | 0.02%             | 2035-04-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15601000 | PA      | $14901392.66  | 0.82%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                                        | COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19648G2V3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1985499.42   | 0.11%             | 2042-11-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSF22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    823150 | PA      | $830813.73    | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2025 1                    | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1939000 | PA      | $1963675.34   | 0.11%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                                       | RETAINED VANTAGE DATA CENTERS ISSUER LLC           | CUSIP: 76134KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106679 | PA      | $104513.53    | 0.01%             | 2049-09-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                           | VICI PROPERTIES LP                                 | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1121945.00   | 0.06%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2175000 | PA      | $2250378.54   | 0.12%             | 2033-03-15      | Fixed         | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKQD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248473 | PA      | $249576.73    | 0.01%             | 2055-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                                                | MARTIN MARIETTA MATERIALS INC                      | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    363000 | PA      | $363166.77    | 0.02%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO, INC.                                                                      | OAK EAGLE ACQUIRECO INC                            | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    498000 | PA      | $515975.03    | 0.03%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CLECO POWER LLC                                                                                | CLECO POWER LLC                                    | CUSIP: 185508AJ7<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |    698000 | PA      | $692825.21    | 0.04%             | 2036-01-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                                                      | WILLIS NORTH AMERICA INC                           | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2809391.71   | 0.16%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPFH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15448886 | PA      | $14631590.65  | 0.81%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                                                                         | COLOSSUS ACQUIRECO LLC                             | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1489935.83   | 0.08%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800573 | PA      | $794576.53    | 0.04%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751151 | PA      | $765549.19    | 0.04%             | 2029-12-20      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL USA, INC.                                                                           | MURPHY OIL USA INC                                 | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464022.49    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                                           | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1850004.10   | 0.10%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                                            | NEW JERSEY HOUSING MORTGAGE FINANCE AGENCY         | CUSIP: 64613AKJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31344.47     | 0.00%             | 2034-10-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                               | FIRST INVESTORS AUTO OWNER TRUST 2022 2            | CUSIP: 32058KAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323000 | PA      | $330303.50    | 0.02%             | 2028-10-16      | Fixed         | 8.71%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                                                                      | DLLAA 2025 1 LLC                                   | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1068828 | PA      | $1090981.11   | 0.06%             | 2033-04-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106773 | PA      | $107925.92    | 0.01%             | 2030-09-16      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85635 | PA      | $86438.80     | 0.00%             | 2033-12-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| SCG COMMERCIAL MORTGAGE TRUST                                                                  | SCG COMMERCIAL MORTGAGE TRUST 2025 FLWR            | CUSIP: 78438AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997582.59    | 0.06%             | 2030-08-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2023 2           | CUSIP: 36269EAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $322584.53    | 0.02%             | 2030-01-15      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                                                                  | ADVANCED DRAINAGE SYSTEMS INC                      | CUSIP: BL5553740<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1003130.00   | 0.06%             | 2033-02-12      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                                                    | KIOXIA HOLDINGS CORP                               | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    289000 | PA      | $296218.65    | 0.02%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2TH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4800788 | PA      | $4752805.51   | 0.26%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                            | ALLY FINANCIAL INC                                 | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1708000 | PA      | $1691329.36   | 0.09%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                            | SOCIETE GENERALE SA                                | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $186652.40    | 0.01%             | 2043-01-21      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                             | LPL HOLDINGS INC                                   | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    751000 | PA      | $747595.69    | 0.04%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEBRASKA INVT FIN AUTH SINGLE FAMILY HSG REV                                                   | NEBRASKA INVESTMENT FINANCE AUTHORITY              | CUSIP: 63968M7L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $192608.89    | 0.01%             | 2043-03-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                               | PUBLIC STORAGE OPERATING CO                        | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1116768.41   | 0.06%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AVENTURA MALL VENTURE                                                                          | AVENTURA MALL TRUST                                | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $779405.09    | 0.04%             | 2040-07-05      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                                                | BARINGS CLO LTD 2025 V                             | CUSIP: 06765BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940072 | PA      | $939900.91    | 0.05%             | 2038-10-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196000 | PA      | $200128.60    | 0.01%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BONDS                                 | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17943600 | PA      | $18282846.19  | 1.01%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    173310 | PA      | $172818.86    | 0.01%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC.                                                                        | MINERVA MERGER SUB INC                             | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $4932122.91   | 0.27%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $404610.50    | 0.02%             | 2030-01-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2025 1                | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109000 | PA      | $110512.25    | 0.01%             | 2031-08-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2025 A             | CUSIP: 14319UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1815000 | PA      | $1846420.83   | 0.10%             | 2031-07-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ARIA                                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    907000 | PA      | $911996.51    | 0.05%             | 2042-12-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251000 | PA      | $259570.60    | 0.01%             | 2029-12-20      | Fixed         | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Asplundh Tree Expert, LLC                                                                      | ASPLUNDH TREE EXPERT LLC                           | CUSIP: 04538FAE9<br>LEI: 549300R0YQTCFHYAL481 | Long             | LON              | CORP              | US        |    146506 | PA      | $146761.94    | 0.01%             | 2031-05-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45918 | PA      | $46903.60     | 0.00%             | 2030-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                                       | RETAINED VANTAGE DATA CENTERS ISSUER LLC           | CUSIP: 76134KAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $974847.41    | 0.05%             | 2050-08-15      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6174000 | PA      | $5827677.19   | 0.32%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                                                           | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    450000 | PA      | $471511.99    | 0.03%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                                     | ALLIANZ SE                                         | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $310655.31    | 0.02%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622ACS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    192571 | PA      | $199028.71    | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                                | CYRUSONE DATA CENTERS ISSUER I LLC                 | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441125 | PA      | $443086.23    | 0.02%             | 2050-02-20      | Variable      | 5.91%                 | 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        |   1555000 | PA      | $1516653.70   | 0.08%             | 2031-01-22      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2025 2                  | CUSIP: 505912AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $989159.59    | 0.05%             | 2032-12-15      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST SERIES 2025 2                 | CUSIP: 92348KDX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1905958 | PA      | $1943564.02   | 0.11%             | 2033-01-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                      | KRAFT HEINZ FOODS CO                               | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2176000 | PA      | $2356334.42   | 0.13%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                   | FORD CREDIT AUTO LEASE TRUST 2023 B                | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82565 | PA      | $82622.38     | 0.00%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384EYV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    135523 | PA      | $136649.23    | 0.01%             | 2048-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2025 COPT             | CUSIP: 05618XAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93972 | PA      | $93781.48     | 0.01%             | 2042-09-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2024 A                  | CUSIP: 55318CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485929 | PA      | $497137.86    | 0.03%             | 2049-07-13      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DURA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1574544 | PA      | $1596987.92   | 0.09%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    218163 | PA      | $222780.63    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC.                                                                         | GENESEE WYOMING INC                                | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202266.40    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140N4P35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128720 | PA      | $130017.39    | 0.01%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORPORATION                                                                                | AON CORP                                           | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1246402.23   | 0.07%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES, INC.                                                                             | GETTY IMAGES INC                                   | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451466.94    | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                                                  | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    383000 | PA      | $337821.08    | 0.02%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4411000 | PA      | $4525410.31   | 0.25%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPQJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1011607 | PA      | $1023001.77   | 0.06%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                                                   | NORTH CAROLINA HOUSING FINANCE AGENCY              | CUSIP: 65820BCF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $191931.50    | 0.01%             | 2050-07-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CRSNT TRUST                                                                                    | CRSNT TRUST 2026 MOON                              | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1491492 | PA      | $1483621.43   | 0.08%             | 2031-02-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DB7<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    119000 | PA      | $120119.91    | 0.01%             | 2035-10-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFNP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396173 | PA      | $394409.26    | 0.02%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                        | BPCE SA                                            | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $214509.74    | 0.01%             | 2036-01-14      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $105476.01    | 0.01%             | 2031-05-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410529 | PA      | $412922.52    | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2021 REV2             | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $738173.57    | 0.04%             | 2034-05-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                                  | ACRISURE LLC ACRISURE FINANCE INC                  | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   2617000 | PA      | $2589191.50   | 0.14%             | 2029-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                                              | VIKING OCEAN CRUISES SHIP VII LTD                  | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2536000 | PA      | $2530810.18   | 0.14%             | 2029-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 48 CLO LTD                                 | CUSIP: 92340YAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $627987.15    | 0.03%             | 2036-10-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| NORTH DAKOTA ST HSG FIN AGY                                                                    | NORTH DAKOTA HOUSING FINANCE AGENCY                | CUSIP: 65889BDG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1040140.23   | 0.06%             | 2040-07-01      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST                                                                 | CAMB COMMERCIAL MORTGAGE TRUST                     | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $217781.03    | 0.01%             | 2046-11-10      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1470076.05   | 0.08%             | 2052-02-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                                                    | WEST VIRGINIA HOUSING DEVELOPMENT FUND             | CUSIP: 95662NQX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $132488.84    | 0.01%             | 2044-11-01      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XIV LLC                           | CUSIP: 68784HAD3<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |    370350 | PA      | $367380.72    | 0.02%             | 2029-04-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP.                                                                              | LAMAR MEDIA CORP                                   | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $146631.81    | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $402447.61    | 0.02%             | 2035-04-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                                                                      | HUB INTERNATIONAL LTD                              | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   3259000 | PA      | $3324340.99   | 0.18%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2022 3                     | CUSIP: 14318MAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201207.30    | 0.01%             | 2029-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO LIMITED                                                                      | CENT CLO                                           | CUSIP: 19737TAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248500.00    | 0.01%             | 2034-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XHV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    661719 | PA      | $590782.60    | 0.03%             | 2052-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7487000 | PA      | $7691608.14   | 0.42%             | 2030-07-22      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                        | ROYAL BANK OF CANADA                               | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    447000 | PA      | $456941.08    | 0.03%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5078000 | PA      | $4547983.75   | 0.25%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                         | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    922000 | PA      | $924017.99    | 0.05%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    636000 | PA      | $645664.83    | 0.04%             | 2029-04-16      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                                        | BLACK HILLS CORP                                   | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    311000 | PA      | $322715.43    | 0.02%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 2 LLC                                | CUSIP: 252153AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854000 | PA      | $844774.89    | 0.05%             | 2036-04-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING LLC                     | CUSIP: 96328GBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341000 | PA      | $345852.20    | 0.02%             | 2039-02-18      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST                                                                          | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325735 | PA      | $328409.62    | 0.02%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                       | TRICON RESIDENTIAL 2024 SFR4 TRUST                 | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217293 | PA      | $213036.23    | 0.01%             | 2029-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC.                                                                 | JH NORTH AMERICA HOLDINGS INC                      | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2887000 | PA      | $2883028.39   | 0.16%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GCC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345742 | PA      | $348229.47    | 0.02%             | 2039-09-19      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249648.44    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING COMPANY OF AMERICA, INC.                                                        | ROLLER BEARING CO OF AMERICA INC                   | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    424000 | PA      | $411619.35    | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622ACJK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    215818 | PA      | $219711.72    | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEBRASKA INVT FIN AUTH SINGLE FAMILY HSG REV                                                   | NEBRASKA INVESTMENT FINANCE AUTHORITY              | CUSIP: 63968XFE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $750951.58    | 0.04%             | 2041-09-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188562 | PA      | $189350.67    | 0.01%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2022 1           | CUSIP: 36263XAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430000 | PA      | $1431471.53   | 0.08%             | 2029-05-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                            | CBRE SERVICES INC                                  | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    241000 | PA      | $243165.78    | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                                                    | CAESARS ENTERTAINMENT INC                          | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98901.15     | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                                       | GOLDEN CREDIT CARD TRUST                           | CUSIP: 380881FD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $197417.05    | 0.01%             | 2028-08-15      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                             | T MOBILE USA INC                                   | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    589000 | PA      | $559873.95    | 0.03%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GQ5H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    476618 | PA      | $489645.84    | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KLPT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1018330 | PA      | $895787.92    | 0.05%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL COMMERCIAL MORTGAGE TRUST                                                                 | INT COMMERCIAL MORTGAGE TRUST 2025 PLAZA           | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1661000 | PA      | $1656911.33   | 0.09%             | 2037-11-05      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 2                  | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52000 | PA      | $52797.37     | 0.00%             | 2031-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| SWEPCO STORM RECOVERY FUNDING LLC                                                              | SWEPCO STORM RECOVERY FUNDING LLC                  | CUSIP: 870696AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477649 | PA      | $477186.94    | 0.03%             | 2041-09-01      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2024 1                       | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411000 | PA      | $414993.84    | 0.02%             | 2031-12-22      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2022 REV1             | CUSIP: 34528EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102000 | PA      | $101970.06    | 0.01%             | 2034-11-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1609765.63   | 0.09%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2024 B   | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196950 | PA      | $197993.52    | 0.01%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132E0SD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9892235 | PA      | $9576887.49   | 0.53%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1460982.54   | 0.08%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    180357 | PA      | $161403.54    | 0.01%             | 2053-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                                            | NEW JERSEY HOUSING MORTGAGE FINANCE AGENCY         | CUSIP: 64613AKL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41716.05     | 0.00%             | 2035-10-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL                                                                                    | CHICAGO IL                                         | CUSIP: 167486Y78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $246442.15    | 0.01%             | 2035-01-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                                                         | HILCORP ENERGY                                     | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    470250 | PA      | $469662.19    | 0.03%             | 2030-02-05      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                               | SALESFORCE INC                                     | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3694000 | PA      | $3719330.75   | 0.21%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                                        | MICRON TECHNOLOGY INC                              | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    178000 | PA      | $191991.79    | 0.01%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638000 | PA      | $646759.58    | 0.04%             | 2028-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                                                       | LG ENERGY SOLUTION LTD                             | CUSIP: 50205MAN9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    797000 | PA      | $790344.95    | 0.04%             | 2036-04-02      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                                                                | AFFILIATED MANAGERS GROUP INC                      | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3629350.65   | 0.20%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                                                          | UNITED AIRLINES 2024 1 CLASS A PASS THROUGH TRUST  | CUSIP: 90932WAB9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    124986 | PA      | $125669.68    | 0.01%             | 2038-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| M.S.D. INVESTMENT CORP.                                                                        | MSD INVESTMENT CORP                                | CUSIP: 55354LAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3117000 | PA      | $3021060.73   | 0.17%             | 2031-02-05      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CX0<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |     64000 | PA      | $64118.90     | 0.00%             | 2035-05-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY, INC.                                                            | FEDEX FREIGHT HOLDING CO INC                       | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    430000 | PA      | $415694.10    | 0.02%             | 2036-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EM4H2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    795000 | PA      | $620298.75    | 0.03%             | 2036-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LER82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501193 | PA      | $430024.58    | 0.02%             | 2034-01-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| IOWA FIN AUTH SINGLE FAMILY MTG REV                                                            | IOWA FINANCE AUTHORITY                             | CUSIP: 46247EHQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $516601.79    | 0.03%             | 2037-07-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BBSV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204979 | PA      | $182045.02    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                       | DOW CHEMICAL CO THE                                | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   3286000 | PA      | $3252889.10   | 0.18%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV2             | CUSIP: 34535CAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $201189.92    | 0.01%             | 2036-02-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| ASPEN INSURANCE HOLDINGS LIMITED                                                               | ASPEN INSURANCE HOLDINGS LTD                       | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    244000 | PA      | $251758.58    | 0.01%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4JR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9637130 | PA      | $9142825.56   | 0.50%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353117.26    | 0.02%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y7Q50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17731921 | PA      | $17489279.40  | 0.97%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA, INC.                                                                                   | ARCOSA INC                                         | CUSIP: 03965EAH9<br>LEI: 549300WFHLTCZV7D6V29 | Long             | LON              | CORP              | US        |    114964 | PA      | $114725.13    | 0.01%             | 2032-06-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    654000 | PA      | $562605.21    | 0.03%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2YU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1761476 | PA      | $1750491.64   | 0.10%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174000 | PA      | $174509.69    | 0.01%             | 2027-06-25      | Fixed         | 6.91%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2026 A LLC                            | CUSIP: 62919FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    693000 | PA      | $686606.54    | 0.04%             | 2034-02-15      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $491801.31    | 0.03%             | 2038-12-17      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| BLOCK, INC.                                                                                    | BLOCK INC                                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2028000 | PA      | $1994846.93   | 0.11%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CLOUD CAPITAL DATA CENTERS                                                                     | CLOUD CAPITAL HOLDCO LP                            | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604160 | PA      | $602860.73    | 0.03%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                            | CITADEL FINANCE LLC                                | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    693000 | PA      | $677059.69    | 0.04%             | 2031-02-14      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CRC INSURANCE GROUP, LLC                                                                       | TIH INSURANCE HOLDINGS LLC                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275806 | PA      | $271583.85    | 0.01%             | 2031-05-06      | Floating      | 6.45%                 | 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        |     31325 | PA      | $31401.02     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W1FZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5185605 | PA      | $4911084.41   | 0.27%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                    | BANK OF AMERICA CORP                               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    693000 | PA      | $598662.46    | 0.03%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    978000 | PA      | $956761.53    | 0.05%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                   | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST       | CUSIP: 02582JKF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3238000 | PA      | $3338561.85   | 0.18%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38382KLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1913822 | PA      | $1477011.80   | 0.08%             | 2050-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7767000 | PA      | $7928407.97   | 0.44%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                             | METROPOLITAN LIFE GLOBAL FUNDING I                 | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1012357.68   | 0.06%             | 2032-01-11      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                          | DOMINION ENERGY INC                                | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    708000 | PA      | $749014.11    | 0.04%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140M7LP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    838921 | PA      | $847739.48    | 0.05%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                                      | ORANGE SA                                          | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    753000 | PA      | $739379.77    | 0.04%             | 2036-01-13      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996000 | PA      | $1005109.18   | 0.06%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1627135 | PA      | $1480292.25   | 0.08%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147653 | PA      | $148522.29    | 0.01%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                                      | AT T INC                                           | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1469226.68   | 0.08%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180215 | PA      | $184428.55    | 0.01%             | 2055-06-20      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $303789.53    | 0.02%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                                        | UNITED AUTO CREDIT SECURITIZATION TRUST 2025 1     | CUSIP: 90945JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250071.25    | 0.01%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                                                      | SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY         | CUSIP: 83756LDP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    768000 | PA      | $789846.09    | 0.04%             | 2040-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329346 | PA      | $345295.74    | 0.02%             | 2031-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                                   | FLUTTER TREASURY DESIGNATED ACTIVITY CO            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1238000 | PA      | $1258616.62   | 0.07%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                                                   | SHERWIN WILLIAMS CO THE                            | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    723000 | PA      | $725331.73    | 0.04%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                                        | COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19648GJU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $613656.28    | 0.03%             | 2039-11-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC.                                                                    | AMYNTA AGENCY BORROWER INC AND AMYNTA WARRANTY     | CUSIP: 03238AAA3<br>LEI: 5493000GP6HBRVTWBO85 | Long             | DBT              | CORP              | US        |   2451000 | PA      | $2321571.97   | 0.13%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    750000 | PA      | $698748.47    | 0.04%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 3                  | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224000 | PA      | $224047.99    | 0.01%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2025 SPRL MORTGAGE TRUST              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    766000 | PA      | $784421.73    | 0.04%             | 2040-01-13      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $106057.14    | 0.01%             | 2030-06-17      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0HF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5112302 | PA      | $4836127.34   | 0.27%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303054 | PA      | $307779.96    | 0.02%             | 2052-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                                   | TESLA ELECTRIC VEHICLE TRUST 2023 1                | CUSIP: 881943AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $203817.38    | 0.01%             | 2031-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376000 | PA      | $378668.27    | 0.02%             | 2032-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BONDS                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33362000 | PA      | $32507098.75  | 1.79%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1931256.31   | 0.11%             | 2031-12-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| STONEBRIAR ABF ISSUER LLC                                                                      | STONEBRIAR ABF ISSUER LLC                          | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $239120.12    | 0.01%             | 2030-12-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV                                                     | IDAHO HOUSING FINANCE ASSOCIATION                  | CUSIP: 45129Y7X8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $460036.30    | 0.03%             | 2045-01-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 5           | CUSIP: 22535PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207446 | PA      | $208327.00    | 0.01%             | 2033-12-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                                                 | SWCH COMMERCIAL MORTGAGE TRUST 2025 DATA           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1714649 | PA      | $1691895.57   | 0.09%             | 2042-03-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON COAT FACTORY WAREHOUSE CORPORATION                                                  | BURLINGTON COAT FACTORY WAREHOUSE CORP             | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |    123438 | PA      | $123128.91    | 0.01%             | 2031-09-19      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Limited                                                                           | GGAM FINANCE LTD                                   | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $511670.98    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    365189 | PA      | $355439.43    | 0.02%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                                      | BAXTER INTERNATIONAL INC                           | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    629000 | PA      | $614572.28    | 0.03%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                                                          | SBNA AUTO LEASE 2024 B                             | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132657 | PA      | $133798.23    | 0.01%             | 2028-12-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES FUNDING LLC       | CUSIP: 39154GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    698171 | PA      | $703173.28    | 0.04%             | 2033-01-18      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    403910 | PA      | $391535.12    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105672 | PA      | $107123.44    | 0.01%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                                                           | NCL CORP LTD                                       | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   4422000 | PA      | $4388259.52   | 0.24%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION COMPANY, LLC                                                          | FLORIDA GAS TRANSMISSION CO LLC                    | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312179.09    | 0.02%             | 2035-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH GROUP FINCO PTY LTD                                                                   | ARDONAGH GROUP FINCO PTY LTD                       | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1188019 | PA      | $1159066.61   | 0.06%             | 2031-03-07      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                             | HARBOUR ENERGY PLC                                 | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   1104000 | PA      | $1128876.44   | 0.06%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD.                                                                        | AS MILEAGE PLAN IP LTD                             | CUSIP: G0541TAC9<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    121949 | PA      | $121135.41    | 0.01%             | 2031-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112779 | PA      | $114462.63    | 0.01%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63788 | PA      | $63991.84     | 0.00%             | 2032-04-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| OREGON ST                                                                                      | STATE OF OREGON                                    | CUSIP: 68609UKC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $194876.36    | 0.01%             | 2039-05-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                 | ING GROEP NV                                       | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    882000 | PA      | $930309.58    | 0.05%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST                                           | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3238386.01   | 0.18%             | 2030-12-30      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                                                    | CITGO PETROLEUM CORP                               | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1075668.25   | 0.06%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2024 1 LLC                   | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $514852.32    | 0.03%             | 2033-06-21      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2025 A                       | CUSIP: 04033CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135417 | PA      | $135189.49    | 0.01%             | 2034-01-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                          | BOSTON PROPERTIES LP                               | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    615000 | PA      | $496645.07    | 0.03%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| THE TIMKEN COMPANY                                                                             | TIMKEN CO THE                                      | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1063029.63   | 0.06%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2450000 | PA      | $2370375.00   | 0.13%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2017 GM                                  | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1024414.71   | 0.06%             | 2044-01-15      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJ3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257291 | PA      | $237216.39    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                     | AMGEN INC                                          | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1024289.65   | 0.06%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 4                      | CUSIP: 16144YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $204335.97    | 0.01%             | 2030-07-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2024 1                | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92000 | PA      | $93046.33     | 0.01%             | 2030-09-23      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                    | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $983502.08    | 0.05%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124094 | PA      | $126602.95    | 0.01%             | 2031-07-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS                                       | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $106369.94    | 0.01%             | 2039-07-10      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140ARD31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4818220 | PA      | $4756956.21   | 0.26%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $250878.91    | 0.01%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APTARGROUP, INC.                                                                               | APTARGROUP INC                                     | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    539000 | PA      | $500483.79    | 0.03%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C4BY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239208 | PA      | $236967.57    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023 1   | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167000 | PA      | $170127.27    | 0.01%             | 2031-02-20      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $973264.17    | 0.05%             | 2028-06-26      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO IV LTD                                | CUSIP: 81785BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $184797.06    | 0.01%             | 2037-04-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BLUELINX HOLDINGS INC.                                                                         | BLUELINX HOLDINGS INC                              | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    867000 | PA      | $841188.71    | 0.05%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| D.R. HORTON, INC.                                                                              | DR HORTON INC                                      | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    227000 | PA      | $230372.55    | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 45 CLO LTD                                 | CUSIP: 92326GBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1365229 | PA      | $1351288.65   | 0.07%             | 2035-07-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                                                | RHODE ISLAND HOUSING MORTGAGE FINANCE CORP         | CUSIP: 76221SCV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $330048.14    | 0.02%             | 2044-10-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AT6Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589580 | PA      | $593239.11    | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                                                | RHODE ISLAND HOUSING MORTGAGE FINANCE CORP         | CUSIP: 76221SFY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $258881.49    | 0.01%             | 2039-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    308941 | PA      | $314722.92    | 0.02%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DC5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $186537.40    | 0.01%             | 2035-10-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                                                   | NORTH CAROLINA HOUSING FINANCE AGENCY              | CUSIP: 6582078R9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $321562.35    | 0.02%             | 2044-07-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CINCINNATI OHIO GEN RCPTS                                                           | UNIVERSITY OF CINCINNATI                           | CUSIP: 9141195D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66313.22     | 0.00%             | 2040-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                                             | NUMERICABLE US LLC                                 | CUSIP: BL5258944<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493225 | PA      | $493535.33    | 0.03%             | 2031-05-15      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79034 | PA      | $79999.45     | 0.00%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                                      | VERSANT MEDIA GROUP INC                            | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511437.08    | 0.03%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                          | DELTA AIR LINES INC                                | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    339000 | PA      | $341594.55    | 0.02%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO VII LTD                               | CUSIP: 81800WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299880.00    | 0.02%             | 2037-04-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224000 | PA      | $229581.91    | 0.01%             | 2034-05-15      | Fixed         | 6.93%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV                                                | CALIFORNIA INFRASTRUCTURE ECONOMIC DEVELOPMENT B   | CUSIP: 13034A5T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $111342.10    | 0.01%             | 2038-07-01      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11482000 | PA      | $11446118.75  | 0.63%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TPJ8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2022000 | PA      | $1973057.41   | 0.11%             | 2036-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760476 | PA      | $762337.86    | 0.04%             | 2034-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    467000 | PA      | $468942.96    | 0.03%             | 2028-10-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HAWAII ST                                                                                      | STATE OF HAWAII                                    | CUSIP: 419792R57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $305715.03    | 0.02%             | 2043-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381314 | PA      | $369521.39    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    244099 | PA      | $242806.57    | 0.01%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1076569.60   | 0.06%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 1                  | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207000 | PA      | $210481.13    | 0.01%             | 2029-06-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                              | GLP CAPITAL LP GLP FINANCING II INC                | CUSIP: 361841AX7<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1128148.89   | 0.06%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221597 | PA      | $222652.94    | 0.01%             | 2031-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                                                               | DELTA 2 LUX SARL                                   | CUSIP: L2465BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    250000 | PA      | $249250.00    | 0.01%             | 2031-09-19      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                                  | ACRISURE LLC ACRISURE FINANCE INC                  | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   2241000 | PA      | $2154291.75   | 0.12%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XNYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192801 | PA      | $194654.78    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWSX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4835345 | PA      | $4795695.47   | 0.26%             | 2053-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2023 2           | CUSIP: 36269EAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $128082.95    | 0.01%             | 2031-02-18      | Fixed         | 8.22%                 | Yes           |                  2 | On Loan: No      |
| MONEYGRAM INTERNATIONAL, INC.                                                                  | MOBIUS MERGER SUB INC                              | CUSIP: 606950AA1<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1274886.45   | 0.07%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                      | SAUDI ARABIAN OIL CO                               | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              |  | SA        |   2375000 | PA      | $2278780.23   | 0.13%             | 2036-02-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                            | AVIANCA MIDCO 2 PLC                                | CUSIP: 05369YAD1<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |   1581000 | PA      | $1454650.15   | 0.08%             | 2031-01-28      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 3                  | CUSIP: 50168BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198000 | PA      | $202952.18    | 0.01%             | 2030-12-16      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 2                  | CUSIP: 505713AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200832.74    | 0.01%             | 2028-09-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                                                          | FRONTIER COMMUNICATIONS CORP                       | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6001000 | PA      | $6016628.57   | 0.33%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMYL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569445 | PA      | $523944.21    | 0.03%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BV5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    507000 | PA      | $533698.10    | 0.03%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| COTY INC.                                                                                      | COTY INC HFC PRESTIGE PRODUCTS INC                 | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1558349.35   | 0.09%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 3                | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373000 | PA      | $374211.79    | 0.02%             | 2029-10-22      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKP95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163088 | PA      | $155855.63    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                                             | NEW YORK CITY HOUSING DEVELOPMENT CORP             | CUSIP: 64972KDL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $273394.73    | 0.02%             | 2039-11-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| OREGON ST HSG & CMNTY SVCS DEPT MTG REV                                                        | STATE OF OREGON HOUSING COMMUNITY SERVICES DEPAR   | CUSIP: 68609NBA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1110850.11   | 0.06%             | 2041-07-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1167598.06   | 0.06%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1128802 | PA      | $1098866.58   | 0.06%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4250000 | PA      | $2419179.69   | 0.13%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147000 | PA      | $148472.09    | 0.01%             | 2033-03-25      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                           | M T BANK CORP                                      | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    508000 | PA      | $506369.32    | 0.03%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                                                                     | PICARD MIDCO INC                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1817710.76   | 0.10%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MSS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1128567 | PA      | $1152753.47   | 0.06%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QTB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4800660 | PA      | $4762545.91   | 0.26%             | 2051-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC.                                                               | SOLSTICE ADVANCED MATERIALS INC                    | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |    500000 | PA      | $502085.00    | 0.03%             | 2032-10-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                                                | UNIVERSAL HEALTH SERVICES INC                      | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    482000 | PA      | $461000.18    | 0.03%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST UNIV REVS                                                                           | ARIZONA BOARD OF REGENTS                           | CUSIP: 040664PG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $554210.64    | 0.03%             | 2035-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC.                                                                | GE HEALTHCARE TECHNOLOGIES INC                     | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    289000 | PA      | $283697.96    | 0.02%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ENJA9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    309000 | PA      | $260894.88    | 0.01%             | 2034-12-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133CUCX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    366262 | PA      | $376459.98    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COTY INC.                                                                                      | COTY INC HFC PRESTIGE PRODUCTS INC                 | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    872000 | PA      | $843346.36    | 0.05%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2024 LEAF1 NOTES                     | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67172 | PA      | $67318.28     | 0.00%             | 2031-08-18      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                 | MORGAN STANLEY CAPITAL I TRUST 2021 PLZA           | CUSIP: 61773PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $424052.87    | 0.02%             | 2031-11-09      | Variable      | 2.90%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                                   | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    881000 | PA      | $891159.65    | 0.05%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                                                           | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264817.22    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2025 2                      | CUSIP: 16144MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473687 | PA      | $470339.60    | 0.03%             | 2031-04-25      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| BIMBO BAKERIES USA, INC.                                                                       | BIMBO BAKERIES USA INC                             | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1180459.73   | 0.07%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE 2 PLC                                                                      | HOWDEN UK REFINANCE PLC                            | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |   4462000 | PA      | $4184826.73   | 0.23%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER LLC                                                                     | UNITI FIBER ABS ISSUER LLC                         | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177000 | PA      | $180664.28    | 0.01%             | 2055-04-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303955 | PA      | $311453.07    | 0.02%             | 2052-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GFH MORTGAGE TRUST                                                                             | GFH 2025 IND MORTGAGE TRUST                        | CUSIP: 36171JAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $953916.41    | 0.05%             | 2033-06-15      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    498000 | PA      | $478617.33    | 0.03%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                                                      | J M SMUCKER CO THE                                 | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    488000 | PA      | $506626.52    | 0.03%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                            | GENERAL MOTORS                                     | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200403 | PA      | $200970.33    | 0.01%             | 2028-06-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST                                           | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1620000 | PA      | $1529449.82   | 0.08%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2021 2           | CUSIP: 36261XAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2029331 | PA      | $2009087.34   | 0.11%             | 2028-05-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| LSEG US FIN CORP.                                                                              | LSEG US FIN CORP                                   | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    775000 | PA      | $767569.79    | 0.04%             | 2036-03-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                                                     | LIGHTPATH FIBER ISSUER LLC                         | CUSIP: 53229YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1151322 | PA      | $1141009.88   | 0.06%             | 2056-03-25      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                          | ESSEX PORTFOLIO LP                                 | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1077543.52   | 0.06%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    412000 | PA      | $416922.77    | 0.02%             | 2032-07-20      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1920793.30   | 0.11%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 121 CLO LTD                                 | CUSIP: 26253VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428083 | PA      | $428767.93    | 0.02%             | 2037-01-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST                                                                  | BLP COMMERCIAL MORTGAGE TRUST 2025 IND             | CUSIP: 05625BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285867 | PA      | $283901.55    | 0.02%             | 2042-03-15      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                         | CVS HEALTH CORP                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65610.58     | 0.00%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNAS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1104461 | PA      | $1012552.71   | 0.06%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2015 A LLC                            | CUSIP: 62890QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207000 | PA      | $209355.14    | 0.01%             | 2030-06-17      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| ALLEGHENY CNTY PA ARPT AUTH ARPT REV                                                           | ALLEGHENY COUNTY AIRPORT AUTHORITY                 | CUSIP: 01728LJZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $262760.00    | 0.01%             | 2037-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    256218 | PA      | $238140.36    | 0.01%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97000 | PA      | $97245.70     | 0.01%             | 2033-04-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W22H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4908247 | PA      | $4746255.66   | 0.26%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA, INC.                                                                        | AON NORTH AMERICA INC                              | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $534503.87    | 0.03%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                                                   | PETSMART INC PETSMART FINANCE CORP                 | CUSIP: 71677KAC2<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |    288000 | PA      | $290357.90    | 0.02%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                    | SBNA AUTO RECEIVABLES TRUST 2025 SF1               | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277000 | PA      | $279498.23    | 0.02%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1974980 | PA      | $1905034.96   | 0.11%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NYAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1232487 | PA      | $1221480.24   | 0.07%             | 2035-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 93 CLO LTD                                  | CUSIP: 26190TAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171000 | PA      | $171085.50    | 0.01%             | 2038-01-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    529432 | PA      | $501070.51    | 0.03%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO US MIDCO III LP                                                                        | CHICAGO US MIDCO III LP                            | CUSIP: 16825PAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1210835 | PA      | $1196837.41   | 0.07%             | 2032-10-29      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    217863 | PA      | $187394.70    | 0.01%             | 2053-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOUSTON TEX HOTEL OCCUPANCY TAX & SPL REV                                                      | CITY OF HOUSTON TX HOTEL OCCUPANCY TAX SPECIAL R   | CUSIP: 44237NNU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $245026.34    | 0.01%             | 2041-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198000 | PA      | $201475.42    | 0.01%             | 2030-01-25      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1528314 | PA      | $1545027.91   | 0.09%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUCORDIA INSURANCE HOLDINGS, LLC                                                              | TRUCORDIA INSURANCE HOLDINGS                       | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |    500000 | PA      | $460000.00    | 0.03%             | 2032-06-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC.                                                                                    | ECOLAB INC                                         | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    667000 | PA      | $667918.10    | 0.04%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                                                   | NORTH CAROLINA HOUSING FINANCE AGENCY              | CUSIP: 65820BDH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2785000 | PA      | $2853571.11   | 0.16%             | 2040-07-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381PVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2204731 | PA      | $2191260.68   | 0.12%             | 2051-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1784730 | PA      | $1805864.62   | 0.10%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                                            | NEW JERSEY HOUSING MORTGAGE FINANCE AGENCY         | CUSIP: 64613AMT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1465000 | PA      | $1502481.83   | 0.08%             | 2040-10-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEVADA HSG DIV SINGLE FAMILY MTG REV                                                           | NEVADA HOUSING DIVISION                            | CUSIP: 641279F33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $676921.02    | 0.04%             | 2045-10-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                                                                        | ONEDIGITAL BORROWER LLC                            | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    123125 | PA      | $118777.46    | 0.01%             | 2031-07-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                                                              | PERRIGO FINANCE UNLIMITED CO                       | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    588000 | PA      | $536697.95    | 0.03%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                                              | INDIANA HOUSING COMMUNITY DEVELOPMENT AUTHORITY    | CUSIP: 45505T7Q8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $355769.57    | 0.02%             | 2045-07-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XVII LLC                          | CUSIP: 68784BAC8<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |    241000 | PA      | $241482.38    | 0.01%             | 2029-03-12      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    909485 | PA      | $909894.95    | 0.05%             | 2030-06-15      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                                                      | CRH AMERICA FINANCE INC                            | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    821000 | PA      | $838319.33    | 0.05%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corporation                                                                      | BAUSCH LOMB ESCROW CORP                            | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $517399.85    | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SCG COMMERCIAL MORTGAGE TRUST                                                                  | SCG COMMERCIAL MORTGAGE TRUST 2025 FLWR            | CUSIP: 78438AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667000 | PA      | $665728.97    | 0.04%             | 2030-08-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133CV3P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154621 | PA      | $156451.85    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRV TRUST                                                                                      | IRV TRUST 2025 200P                                | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2185000 | PA      | $2203404.95   | 0.12%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C5HN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134415 | PA      | $135823.31    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDICOR, LLC                                                                                   | INDICOR LLC                                        | CUSIP: 77669LAL7<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    433347 | PA      | $432926.51    | 0.02%             | 2029-11-23      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP, LLC                                                                             | HEALTHPEAK OP LLC                                  | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    347000 | PA      | $348124.03    | 0.02%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224000 | PA      | $225805.57    | 0.01%             | 2029-08-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426771 | PA      | $429308.23    | 0.02%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RGL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    972000 | PA      | $977205.50    | 0.05%             | 2027-10-20      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2026 1                  | CUSIP: 505708AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $797754.98    | 0.04%             | 2033-08-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                       | TRICON RESIDENTIAL 2022 SFR2 TRUST                 | CUSIP: 89616TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198943.26    | 0.01%             | 2040-07-17      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                                                      | ARTHUR J GALLAGHER CO                              | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1594655.84   | 0.09%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                               | BANK OF MONTREAL                                   | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |   1247000 | PA      | $1107269.74   | 0.06%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QJG0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $231187.45    | 0.01%             | 2031-04-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31426BRV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4724474 | PA      | $4752712.82   | 0.26%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H8BK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    814859 | PA      | $754919.34    | 0.04%             | 2032-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318376 | PA      | $323153.11    | 0.02%             | 2039-09-19      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                             | T MOBILE USA INC                                   | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1560126.32   | 0.09%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2022 A                      | CUSIP: 16144JAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201621.63    | 0.01%             | 2030-06-25      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPYE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    420144 | PA      | $425165.90    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                                                               | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY           | CUSIP: 57585BTH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    335000 | PA      | $341776.11    | 0.02%             | 2035-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427Q5E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9954602 | PA      | $9609519.27   | 0.53%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H REV                                                                      | NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY           | CUSIP: 63607YCF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $313714.29    | 0.02%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                                 | JEFFERIES FINANCIAL GROUP INC                      | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    324000 | PA      | $310735.19    | 0.02%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 1                       | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133000 | PA      | $133985.04    | 0.01%             | 2032-10-14      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GXO LOGISTICS, INC.                                                                            | GXO LOGISTICS INC                                  | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    177000 | PA      | $185673.92    | 0.01%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179X5B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    385272 | PA      | $331390.64    | 0.02%             | 2053-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47000 | PA      | $48154.74     | 0.00%             | 2031-01-13      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| ATLANTA GA ARPT CUSTOMER FAC CHARGE REV                                                        | CITY OF ATLANTA GA AIRPORT PASSENGER FACILITY CHAR | CUSIP: 047773AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1670628.78   | 0.09%             | 2040-07-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1517106 | PA      | $1537623.71   | 0.08%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                               | SALESFORCE INC                                     | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $1997674.00   | 0.11%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179YRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1013834 | PA      | $946174.03    | 0.05%             | 2054-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                                                | MARTIN MARIETTA MATERIALS INC                      | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    783000 | PA      | $738001.16    | 0.04%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                        | KEYCORP                                            | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141798.03    | 0.01%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                               | MARSH MCLENNAN COS INC                             | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1780606.29   | 0.10%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                                   | SCIENTIFIC GAMES HOLDINGS LP                       | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    594000 | PA      | $513463.82    | 0.03%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232699 | PA      | $234580.45    | 0.01%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                      | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC          | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80472.96     | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                                               | AMERITEX HOLDCO INTERMEDIATE LLC                   | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $515691.09    | 0.03%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1146942.29   | 0.06%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2026 ALOHA            | CUSIP: 12434HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $585000.00    | 0.03%             | 2043-04-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2023 A                  | CUSIP: 55317WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152000 | PA      | $154922.02    | 0.01%             | 2038-12-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 5                      | CUSIP: 16144QAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122000 | PA      | $122887.95    | 0.01%             | 2032-01-26      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1021885.71   | 0.06%             | 2032-04-14      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                                                | BOFA AUTO TRUST 2024 1                             | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105303 | PA      | $105926.03    | 0.01%             | 2028-11-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP, LLC                                                                      | GREAT AMERICAN OUTDOORS                            | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    535335 | PA      | $533729.19    | 0.03%             | 2032-03-05      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0QZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4774945 | PA      | $4823436.31   | 0.27%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    648000 | PA      | $634672.20    | 0.04%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BMG66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204376 | PA      | $202667.61    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                                                     | NORTHERN TRUST CORP                                | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   2091000 | PA      | $2037529.81   | 0.11%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BSEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524241 | PA      | $527634.45    | 0.03%             | 2048-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YRG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1516671 | PA      | $1507886.22   | 0.08%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                         | J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T  | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $304998.93    | 0.02%             | 2039-06-05      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJZZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    998451 | PA      | $998876.70    | 0.06%             | 2029-11-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3098672 | PA      | $3139917.83   | 0.17%             | 2034-09-20      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2023 LEAF1 NOTES                     | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38685 | PA      | $38842.36     | 0.00%             | 2030-07-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0RB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2298394 | PA      | $2273787.11   | 0.13%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV                                              | GREENVILLE SPARTANBURG AIRPORT DISTRICT            | CUSIP: 396613DU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15261.26     | 0.00%             | 2034-07-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST                                                                 | CAMB COMMERCIAL MORTGAGE TRUST 2021 CX2            | CUSIP: 12477BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $125121.32    | 0.01%             | 2046-11-10      | Variable      | 2.86%                 | Yes           |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                | MVW 2019 2 LLC                                     | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480949 | PA      | $480254.25    | 0.03%             | 2038-10-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                                    | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    860000 | PA      | $861654.01    | 0.05%             | 2036-07-14      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                                             | NEW YORK CITY HOUSING DEVELOPMENT CORP             | CUSIP: 64972KDM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $230375.47    | 0.01%             | 2044-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                                                 | PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QF57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $156635.64    | 0.01%             | 2044-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                                  | NYC COMMERCIAL MORTGAGE TRUST 2025 300             | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $486564.98    | 0.03%             | 2042-07-13      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| IOWA FIN AUTH SINGLE FAMILY MTG REV                                                            | IOWA FINANCE AUTHORITY                             | CUSIP: 46247EEF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1005864.64   | 0.06%             | 2039-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                             | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1094080.53   | 0.06%             | 2036-03-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | 10 YEAR US TREASURY NOTE FUTURE JUN26              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       360 | NC      | $-723719.88   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORPORATION                                                                           | ECHOSTAR CORP                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2121018 | PA      | $2290700.25   | 0.13%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER, LLC                                                                     | PANTHER ESCROW ISSUER LLC                          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5039000 | PA      | $5047030.19   | 0.28%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GATX CORPORATION                                                                               | GATX CORP                                          | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705597.92    | 0.04%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Minera Mexico, S.A. de C.V.                                                                    | MINERA MEXICO SA DE CV                             | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    588000 | PA      | $593842.92    | 0.03%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2546606 | PA      | $2306562.43   | 0.13%             | 2032-05-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36489 | PA      | $36862.81     | 0.00%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $491635.23    | 0.03%             | 2028-02-10      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4C70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4821652 | PA      | $4870818.95   | 0.27%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY, LLC                                                                            | RYAN SPECIALTY LLC                                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   8184000 | PA      | $8098829.33   | 0.45%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $338291.97    | 0.02%             | 2039-06-21      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| SHR TRUST                                                                                      | SHR TRUST 2024 LXRY                                | CUSIP: 784234AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303000 | PA      | $302354.30    | 0.02%             | 2041-10-15      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     62700 | PA      | $64175.30     | 0.00%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 4           | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191000 | PA      | $191276.41    | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                 | HYUNDAI AUTO RECEIVABLES TRUST 2024 C              | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109000 | PA      | $109421.05    | 0.01%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2328453 | PA      | $2328941.46   | 0.13%             | 2030-06-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| JW COMMERCIAL MORTGAGE TRUST                                                                   | JW COMMERCIAL MORTGAGE TRUST 2024 MRCO             | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2661627 | PA      | $2659399.83   | 0.15%             | 2039-06-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| JANUS INTERNATIONAL GROUP, LLC                                                                 | JANUS INTERNATIONAL GROUP LLC                      | CUSIP: 47102DAP4<br>LEI: 549300EG57ZJJG8NC776 | Long             | LON              | CORP              | US        |     44080 | PA      | $43928.36     | 0.00%             | 2030-08-05      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                             | MARS INC                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1307785.77   | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                                                               | PACKAGING CORP OF AMERICA                          | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    384000 | PA      | $381067.63    | 0.02%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY                                                   | FLUTTER ENTERTAINMENT                              | CUSIP: N3313EAG5<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |    691939 | PA      | $683290.16    | 0.04%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| THE HOWARD HUGHES CORPORATION                                                                  | HOWARD HUGHES CORP THE                             | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $1136086.14   | 0.06%             | 2034-03-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110994 | PA      | $108931.46    | 0.01%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2154425 | PA      | $1988027.98   | 0.11%             | 2032-06-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                                                       | ROPER TECHNOLOGIES INC                             | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $1047513.48   | 0.06%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                                                    | OCP CLO LTD                                        | CUSIP: 671026BA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2780043 | PA      | $2769200.83   | 0.15%             | 2039-01-17      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                                            | UTAH HOUSING CORP                                  | CUSIP: 917437KT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $262147.09    | 0.01%             | 2039-07-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                                  | ACRISURE LLC ACRISURE FINANCE INC                  | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   4851000 | PA      | $4555898.47   | 0.25%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $229865.98    | 0.01%             | 2030-03-25      | Fixed         | 7.51%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2021 4           | CUSIP: 36263DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1760000 | PA      | $1746530.95   | 0.10%             | 2028-10-16      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                                   | BLUE OWL ASSET LEASING TRUST 2024 1 LLC            | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254000 | PA      | $255405.37    | 0.01%             | 2030-03-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                           | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812XSE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1545000 | PA      | $1537114.10   | 0.08%             | 2040-07-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                                                 | PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QYS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65713.76     | 0.00%             | 2039-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                                                                 | APOLLO GLOBAL MANAGEMENT INC                       | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    607000 | PA      | $588371.17    | 0.03%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                                            | UTAH HOUSING CORP                                  | CUSIP: 917437VD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1249792.03   | 0.07%             | 2040-07-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59000 | PA      | $61239.79     | 0.00%             | 2031-12-12      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 80620BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    536000 | PA      | $537488.51    | 0.03%             | 2032-02-17      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KY6Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11873404 | PA      | $11615946.96  | 0.64%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                                              | SUMITOMO MITSUI TRUST GROUP INC                    | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | CORP              | JP        |   1421000 | PA      | $1395900.74   | 0.08%             | 2036-09-11      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1513595 | PA      | $1524440.21   | 0.08%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                                          | INDIANA HOUSING COMMUNITY DEVELOPMENT AUTHORITY    | CUSIP: 45505WDH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    960000 | PA      | $967936.16    | 0.05%             | 2040-07-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                                   | MARRIOTT INTERNATIONAL INC MD                      | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    815000 | PA      | $774547.55    | 0.04%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM 2024 277P MORTGAGE TRUST                      | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    661611 | PA      | $689833.67    | 0.04%             | 2044-08-10      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| THE HOWARD HUGHES CORPORATION                                                                  | HOWARD HUGHES CORP THE                             | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    787000 | PA      | $757018.84    | 0.04%             | 2032-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750896 | PA      | $755555.21    | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST                                             | CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $461004.89    | 0.03%             | 2030-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS, INC.                                                              | SYNOVUS FINANCIAL CORP                             | CUSIP: 87161CAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    958000 | PA      | $987862.41    | 0.05%             | 2029-02-07      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                                 | 7 ELEVEN INC                                       | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    604000 | PA      | $523366.00    | 0.03%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381NQK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    781269 | PA      | $781794.79    | 0.04%             | 2065-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC.                                                                                 | BOYNE USA INC                                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    594000 | PA      | $576796.23    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                                                 | PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QR96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2230000 | PA      | $2306046.31   | 0.13%             | 2040-10-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427QJA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10984785 | PA      | $10655578.89  | 0.59%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                                     | VMWARE INC                                         | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    550000 | PA      | $483197.79    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1981378.68   | 0.11%             | 2030-02-20      | Fixed         | 7.34%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                           | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812XDB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $298305.73    | 0.02%             | 2039-10-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                                  | PEPSICO INC                                        | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    699000 | PA      | $499561.32    | 0.03%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC         | CUSIP: 03238BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2560000 | PA      | $2588747.00   | 0.14%             | 2031-07-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1194945 | PA      | $1072256.85   | 0.06%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS ARTFI MASTER TRUST                                                                    | SOTHEBY S ARTFI MASTER TRUST                       | CUSIP: 83589DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    946000 | PA      | $943899.88    | 0.05%             | 2033-06-20      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GCN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $468079.53    | 0.03%             | 2040-05-18      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS, INC.                                                                           | OSAIC HOLDINGS INC                                 | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1882963.00   | 0.10%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133GGY31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    417311 | PA      | $375463.09    | 0.02%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                                    | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020 M | CUSIP: 03882LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $465180.37    | 0.03%             | 2054-12-15      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                                            | UTAH HOUSING CORP                                  | CUSIP: 917437KS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $84170.39     | 0.00%             | 2036-07-01      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $819782.74    | 0.05%             | 2029-10-26      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| 180 MEDICAL, INC.                                                                              | 180 MEDICAL INC                                    | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440109.64    | 0.02%             | 2035-10-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1091884.97   | 0.06%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FTM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4466663 | PA      | $4457554.96   | 0.25%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $91447.61     | 0.01%             | 2033-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                         | SOUTHWEST AIRLINES CO                              | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   2306000 | PA      | $2164210.42   | 0.12%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC          | CUSIP: 03237FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2014000 | PA      | $2040516.90   | 0.11%             | 2032-01-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615166 | PA      | $616770.46    | 0.03%             | 2032-04-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                                           | ECHOSTAR CORP                                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   3180503 | PA      | $3215320.02   | 0.18%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEVADA HSG DIV SINGLE FAMILY MTG REV                                                           | NEVADA HOUSING DIVISION                            | CUSIP: 641279YM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $268778.58    | 0.01%             | 2035-10-01      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                                                            | CNT HOLDINGS I CORP                                | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    463989 | PA      | $463455.89    | 0.03%             | 2032-11-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SODEXO, INC.                                                                                   | SODEXO INC                                         | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1643755.69   | 0.09%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209287.33    | 0.01%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                         | LOWE S COS INC                                     | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    354000 | PA      | $344740.16    | 0.02%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPRK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1419207 | PA      | $1428839.30   | 0.08%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU LTD                                                                              | TRIMARAN CAVU LLC                                  | CUSIP: 89624GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $748425.00    | 0.04%             | 2035-01-18      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                                                                   | COCA COLA CONSOLIDATED INC                         | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    783000 | PA      | $803306.03    | 0.04%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                            | AVIANCA MIDCO 2 PLC                                | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |    477000 | PA      | $444370.02    | 0.02%             | 2030-02-14      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| TEXAS WTR DEV BRD REV                                                                          | TEXAS WATER DEVELOPMENT BOARD                      | CUSIP: 88285AGN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $147696.77    | 0.01%             | 2034-10-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP.                                                                              | LAMAR MEDIA CORP                                   | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $185410.33    | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 A   | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1292268 | PA      | $1294276.32   | 0.07%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                          | WELLS FARGO CO                                     | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1070657.47   | 0.06%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                                     | AMERICAN AIRLINES INC AADVAN                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1508534 | PA      | $1496785.07   | 0.08%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                 | BNP PARIBAS SA                                     | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    520000 | PA      | $533374.21    | 0.03%             | 2035-02-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS NC STORM FUNDING LLC                                                     | DUKE ENERGY CAROLINAS SC STORM FUNDING LLC         | CUSIP: 26443YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $384222.61    | 0.02%             | 2046-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                                           | BA CREDIT CARD TRUST                               | CUSIP: 05522RDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232000 | PA      | $234510.39    | 0.01%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION                         | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55282 | PA      | $55992.72     | 0.00%             | 2031-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QT2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    682266 | PA      | $676229.59    | 0.04%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31425U3X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2141801 | PA      | $2024865.43   | 0.11%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2TL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5717210 | PA      | $5789676.61   | 0.32%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                                | BACARDI LTD BACARDI MARTINI BV                     | CUSIP: 05635JAB6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     54000 | PA      | $53537.83     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| VOYAGER PARENT, LLC                                                                            | VOYAGER PARENT LLC                                 | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   1770562 | PA      | $1756539.64   | 0.10%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189000 | PA      | $189660.15    | 0.01%             | 2030-03-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                         | LOWE S COS INC                                     | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2793000 | PA      | $1966092.95   | 0.11%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                                               | NRG ENERGY INC                                     | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    315769 | PA      | $316113.23    | 0.02%             | 2031-04-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    468753 | PA      | $468096.18    | 0.03%             | 2030-06-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                                   | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1645000 | PA      | $1682440.20   | 0.09%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                           | META PLATFORMS INC                                 | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1593326.70   | 0.09%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                    | LOCKHEED MARTIN CORP                               | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    947000 | PA      | $954806.06    | 0.05%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2025 2                | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992000 | PA      | $990477.16    | 0.05%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                                                                  | MERIT 2020                                         | CUSIP: 55293DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399627.03    | 0.02%             | 2027-01-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                                        | COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19648GWB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $372523.91    | 0.02%             | 2044-05-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 1                       | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $366601.57    | 0.02%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                                   | MARRIOTT INTERNATIONAL INC MD                      | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9963.25      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                               | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169000 | PA      | $168112.57    | 0.01%             | 2038-11-05      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2FB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    708622 | PA      | $640594.05    | 0.04%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026 1   | CUSIP: 81885FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    699000 | PA      | $684722.73    | 0.04%             | 2033-11-21      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36900 | PA      | $36974.93     | 0.00%             | 2033-08-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| OEG BORROWER, LLC                                                                              | OEG BORROWER LLC                                   | CUSIP: 67115HAG8<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |     49375 | PA      | $49457.46     | 0.00%             | 2031-06-30      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B, LLC                                                                              | CPI HOLDCO B LLC                                   | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1244331 | PA      | $1234861.55   | 0.07%             | 2031-05-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV                                                     | IDAHO HOUSING FINANCE ASSOCIATION                  | CUSIP: 45130BDJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    740000 | PA      | $765324.08    | 0.04%             | 2040-07-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BLOCK, INC.                                                                                    | BLOCK INC                                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    462000 | PA      | $464592.19    | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LIMITED                                                                            | ASCOT GROUP LTD                                    | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    428000 | PA      | $438131.19    | 0.02%             | 2035-06-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV                                                     | IDAHO HOUSING FINANCE ASSOCIATION                  | CUSIP: 45129Y6Q4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $355745.55    | 0.02%             | 2039-07-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 3 LLC              | CUSIP: 29374LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151000 | PA      | $155104.82    | 0.01%             | 2030-06-20      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                                   | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    455000 | PA      | $475861.76    | 0.03%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| 1301 TRUST                                                                                     | 1301 TRUST 2025 AOA                                | CUSIP: 682461AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    478895 | PA      | $479003.60    | 0.03%             | 2030-08-11      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 78436RAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199759 | PA      | $202651.24    | 0.01%             | 2030-12-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United Airlines 2014-1 Pass Through Trusts                                                     | UNITED AIRLINES 2014 1 CLASS A                     | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    428050 | PA      | $427801.25    | 0.02%             | 2027-10-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC.                                                                            | COTERRA ENERGY INC                                 | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10036.33     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DSZU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    762707 | PA      | $767336.60    | 0.04%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                       | TRINITY RAIL LEASING 2022 LLC                      | CUSIP: 89656RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    439962 | PA      | $430875.07    | 0.02%             | 2052-05-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                           | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812XEC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $484908.14    | 0.03%             | 2039-07-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    873882 | PA      | $869277.06    | 0.05%             | 2030-03-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271384 | PA      | $249175.54    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1255001.88   | 0.07%             | 2035-08-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                           | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812XKR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1263078.21   | 0.07%             | 2040-07-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                                                | STWD TRUST                                         | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499513.15    | 0.03%             | 2036-11-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853BA7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    714000 | PA      | $715112.36    | 0.04%             | 2034-06-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                          | OPEN TEXT CORP                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   7432000 | PA      | $7629675.49   | 0.42%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| SHR TRUST                                                                                      | SHR TRUST 2024 LXRY                                | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376873 | PA      | $374990.98    | 0.02%             | 2041-10-15      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                  | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2026 1        | CUSIP: 92886FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472000 | PA      | $467527.84    | 0.03%             | 2033-01-17      | Fixed         | 4.04%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                 | MORGAN STANLEY CAPITAL I TRUST 2021 PLZA           | CUSIP: 61773PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $619829.74    | 0.03%             | 2031-11-09      | Variable      | 2.81%                 | Yes           |                  2 | On Loan: No      |
| THE BALDWIN INSURANCE GROUP HOLDINGS, LLC                                                      | BALDWIN INSURANCE GROUP HOLDINGS LLC               | CUSIP: 05825XAA7<br>LEI: 5493004GCDREAQPPYG20 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2431360.83   | 0.13%             | 2031-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                                  | NYC COMMERCIAL MORTGAGE TRUST 2026 1PARK           | CUSIP: 62979QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992500.00    | 0.05%             | 2043-02-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| 1261229 B.C. LTD.                                                                              | 1261229 BC LTD                                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    400000 | PA      | $407131.50    | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 A   | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1432659 | PA      | $1433477.81   | 0.08%             | 2033-06-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO US MIDCO III LP                                                                        | CHICAGO US MIDCO III LP                            | CUSIP: 16825PAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129310 | PA      | $127815.51    | 0.01%             | 2032-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222428 | PA      | $220744.32    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179V4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    875645 | PA      | $743133.46    | 0.04%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                                     | HUNTSMAN INTERNATIONAL LLC                         | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    341000 | PA      | $281341.90    | 0.02%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W3M63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3431894 | PA      | $3399462.28   | 0.19%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                                                          | REGENCY CENTERS LP                                 | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1557650.35   | 0.09%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Four Seasons Holdings Inc.                                                                     | FOUR SEASONS HOTELS                                | CUSIP: 35100DAW6<br>LEI: 549300KN76IMZYPMJC43 | Long             | LON              | CORP              | CA        |    595990 | PA      | $599220.10    | 0.03%             | 2032-09-13      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14807000 | PA      | $14614971.72  | 0.81%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CXBY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163072 | PA      | $167097.20    | 0.01%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650544 | PA      | $659456.79    | 0.04%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEX MORTGAGE TRUST                                                                             | LEX 2024 BBG MORTGAGE TRUST                        | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330875 | PA      | $329832.24    | 0.02%             | 2037-10-13      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| HARRIS CNTY TEX HOTEL OCCUPANCY TAX REV                                                        | COUNTY OF HARRIS TX HOTEL OCCUPANCY TAX REVENUE    | CUSIP: 414157BQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $157363.31    | 0.01%             | 2044-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 45 CLO LTD                                 | CUSIP: 92326GAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3302371 | PA      | $3294230.66   | 0.18%             | 2035-07-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO.                                                                                  | ORGANON CO ORGANON FOREIGN DEBT CO ISSUER BV       | CUSIP: 68622FAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $904340.11    | 0.05%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| GULFSTREAM NATURAL GAS SYSTEM, L.L.C.                                                          | GULFSTREAM NATURAL GAS SYSTEM LLC                  | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $279117.11    | 0.02%             | 2035-07-23      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                                               | MARYLAND DEPARTMENT OF HOUSING COMMUNITY DEVELOP   | CUSIP: 57419UVE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1028958.82   | 0.06%             | 2040-09-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378WAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535591 | PA      | $535353.08    | 0.03%             | 2033-03-25      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| NHP FOUNDATION (THE)                                                                           | NHP FOUNDATION THE                                 | CUSIP: 62925MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $189922.12    | 0.01%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    531000 | PA      | $539289.63    | 0.03%             | 2030-10-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CARNIVAL CORP                                      | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    712000 | PA      | $738594.14    | 0.04%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                            | BMW US CAPITAL LLC                                 | CUSIP: 05565EDD4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    776000 | PA      | $765557.83    | 0.04%             | 2035-08-11      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MASTERBRAND, INC.                                                                              | MASTERBRAND INC                                    | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489434.37    | 0.03%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111595 | PA      | $114359.57    | 0.01%             | 2033-01-18      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| FIDELIS INSURANCE HOLDINGS LIMITED                                                             | FIDELIS INSURANCE HOLDINGS LTD                     | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |    664000 | PA      | $698750.19    | 0.04%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                                                    | KEYSIGHT TECHNOLOGIES INC                          | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    283000 | PA      | $279974.54    | 0.02%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LBA TRUST                                                                                      | LBA TRUST 2024 7IND                                | CUSIP: 52109XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491074 | PA      | $490096.73    | 0.03%             | 2041-10-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CARNIVAL CORP                                      | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4268000 | PA      | $4307849.94   | 0.24%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                  | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024 1        | CUSIP: 92887QAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999636.81    | 0.06%             | 2031-07-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM 2024 277P MORTGAGE TRUST                      | CUSIP: 12654FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1533326 | PA      | $1622924.14   | 0.09%             | 2044-08-10      | Variable      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HNMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $7491792.86   | 0.41%             | 2035-08-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I, L.P.                                                                      | HARVEST MIDSTREAM I LP                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244809.08    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST SERIES 2024 4                 | CUSIP: 92348KCX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $80192.78     | 0.00%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4414143 | PA      | $4356233.01   | 0.24%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622AB3J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    561611 | PA      | $512008.55    | 0.03%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                                                   | NORTH CAROLINA HOUSING FINANCE AGENCY              | CUSIP: 6582078Q1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $130367.27    | 0.01%             | 2039-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST                                                                                     | 1301 TRUST 2025 AOA                                | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5253817 | PA      | $5249710.08   | 0.29%             | 2030-08-11      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                               | PARAMOUNT GLOBAL                                   | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2724000 | PA      | $1641945.48   | 0.09%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NDSP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198944 | PA      | $196837.83    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                                                           | BACARDI MARTINI BV                                 | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    559000 | PA      | $566187.74    | 0.03%             | 2035-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSN72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280151 | PA      | $265298.37    | 0.01%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                                                    | OCP CLO 2020 8R LTD                                | CUSIP: 670898BA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1443141.63   | 0.08%             | 2038-10-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| THE GEO GROUP, INC.                                                                            | GEO GROUP INC THE                                  | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    611000 | PA      | $651990.67    | 0.04%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                                          | TEXAS DEPARTMENT OF HOUSING COMMUNITY AFFAIRS      | CUSIP: 882750YU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65337.44     | 0.00%             | 2044-01-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| OAK EAGLE ACQUIRECO INC                                                                        | OAK EAGLE ACQUIRECO INC                            | CUSIP: BL5278413<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $745312.50    | 0.04%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1016496.08   | 0.06%             | 2030-07-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                               | SLG OFFICE TRUST 2021 OVA                          | CUSIP: 78449RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1324347.10   | 0.07%             | 2041-07-15      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                              | SYSCO CORP                                         | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1989000 | PA      | $1897231.89   | 0.10%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614000 | PA      | $606999.18    | 0.03%             | 2035-04-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                            | CENTENE CORP                                       | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    316000 | PA      | $264924.66    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                            | RESIDEO FUNDING INC                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    433000 | PA      | $427251.28    | 0.02%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  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        |    288962 | PA      | $290991.42    | 0.02%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                    | ONEOK INC                                          | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    424000 | PA      | $421337.87    | 0.02%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE, INC.                                                                          | ROCKET SOFTWARE INC                                | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   2077000 | PA      | $2073894.84   | 0.11%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 1 LLC              | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125907 | PA      | $126567.84    | 0.01%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2025 1                    | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3174000 | PA      | $3210300.93   | 0.18%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7000 | PA      | $7180.39      | 0.00%             | 2054-05-15      | Fixed         | 8.87%                 | Yes           |                  2 | On Loan: No      |
| X.AI LLC                                                                                       | X AI LLC                                           | CUSIP: 98402XAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1538462 | PA      | $1790000.00   | 0.10%             | 2030-06-28      | Floating      | 12.50%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D95B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    925992 | PA      | $906768.78    | 0.05%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                                               | BROOKFIELD ASSET MANAGEMENT LTD                    | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    645000 | PA      | $638079.15    | 0.04%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                     | CSMC SERIES 2019 UVIL                              | CUSIP: 12656DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352000 | PA      | $330330.16    | 0.02%             | 2041-12-15      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| PETSMART LLC                                                                                   | PETSMART LLC                                       | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1488375.00   | 0.08%             | 2032-08-09      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| NGC LTD                                                                                        | NGC 2024 I LTD                                     | CUSIP: 652927AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191579 | PA      | $191540.63    | 0.01%             | 2037-07-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ERMZ1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    333000 | PA      | $331281.72    | 0.02%             | 2039-08-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267000 | PA      | $267540.22    | 0.01%             | 2028-10-16      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2019 30HY MORTGAGE TRUST              | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    578789 | PA      | $550020.32    | 0.03%             | 2039-07-10      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| CARDS II TRUST                                                                                 | CARDS II TRUST                                     | CUSIP: 14161GCL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168000 | PA      | $168290.53    | 0.01%             | 2029-07-16      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                                                                  | BARINGS EQUIPMENT FINANCE LLC 2025 B               | CUSIP: 06764YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588241 | PA      | $582626.12    | 0.03%             | 2050-09-13      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2026 A                       | CUSIP: 04033DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1624690.86   | 0.09%             | 2034-11-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYS91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111490 | PA      | $104437.12    | 0.01%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN HSG & ECONOMIC DEV AUTH HOME OWNERSHIP REV                                           | WISCONSIN HOUSING ECONOMIC DEVELOPMENT AUTHORITY   | CUSIP: 97689QB62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $521981.95    | 0.03%             | 2041-09-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                                  | NY COMMERCIAL MORTGAGE TRUST 2025 299P             | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1632000 | PA      | $1691657.57   | 0.09%             | 2047-02-10      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25109 | PA      | $25124.84     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 4                      | CUSIP: 16144YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187000 | PA      | $192298.13    | 0.01%             | 2031-11-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MCB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38000 | PA      | $38341.90     | 0.00%             | 2028-02-25      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN GOVT NASHVILLE & DAVIDSON CNTY TENN SPORTS AUTH REV                               | METROPOLITAN GOVERNMENT NASHVILLE DAVIDSON COUNT   | CUSIP: 592090LX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $78662.56     | 0.00%             | 2035-07-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 97415AAE2<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |    108170 | PA      | $109556.65    | 0.01%             | 2032-09-20      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    653570 | PA      | $619070.27    | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESTORATION BOND COMPANY LLC                                                | CENTERPOINT ENERGY RESTORATION BOND CO III LLC     | CUSIP: 15202GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1135428.50   | 0.06%             | 2040-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DG6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    192000 | PA      | $194235.49    | 0.01%             | 2036-05-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                                       | VULCAN MATERIALS CO                                | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    490000 | PA      | $475260.81    | 0.03%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST                                                                 | ARES COMMERCIAL MORTGAGE TRUST 2026 GCP            | CUSIP: 04021QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1506000 | PA      | $1502248.51   | 0.08%             | 2043-02-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                            | FIFTH THIRD BANCORP                                | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1100568.78   | 0.06%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 47 CLO LTD                                 | CUSIP: 92330DAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001900.00   | 0.06%             | 2036-04-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 93 CLO LTD                                  | CUSIP: 26190TAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285600 | PA      | $285428.64    | 0.02%             | 2038-01-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                       | AMERICREDIT AUTOMOBILE RECEIVABLES                 | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161670 | PA      | $161123.61    | 0.01%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                                                               | CARPENTER TECHNOLOGY CORP                          | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2212830.53   | 0.12%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 5                      | CUSIP: 16144QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $274573.32    | 0.02%             | 2030-08-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5868000 | PA      | $5147336.25   | 0.28%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM MORTGAGE TRUST                                | CUSIP: 12656KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $157608.46    | 0.01%             | 2046-11-10      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| WEIR GROUP INC.                                                                                | WEIR GROUP PLC THE                                 | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1327851.01   | 0.07%             | 2030-05-06      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GFH MORTGAGE TRUST                                                                             | GFH 2025 IND MORTGAGE TRUST                        | CUSIP: 36171JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1266000 | PA      | $1260010.49   | 0.07%             | 2033-06-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OMNICOM GROUP INC.                                                                             | OMNICOM GROUP INC                                  | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1344994.30   | 0.07%             | 2036-06-02      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST                  | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237000 | PA      | $241402.45    | 0.01%             | 2034-07-17      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $71829.22     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3142000 | PA      | $2996191.56   | 0.17%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                            | CENTENE CORP                                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3328000 | PA      | $3159248.59   | 0.17%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206000 | PA      | $208968.16    | 0.01%             | 2035-08-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| KNIFE RIVER CORPORATION                                                                        | KNIFE RIVER                                        | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198500 | PA      | $198912.88    | 0.01%             | 2032-02-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RFW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83333 | PA      | $83447.48     | 0.00%             | 2027-04-20      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                                                         | HILTON DOMESTIC OPERATING CO INC                   | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468961.47    | 0.03%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89000 | PA      | $89972.01     | 0.00%             | 2033-08-22      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                                 | 7 ELEVEN INC                                       | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $87653.11     | 0.00%             | 2051-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                             | SUBWAY FUNDING LLC                                 | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4237362 | PA      | $4284202.82   | 0.24%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100975.25    | 0.01%             | 2036-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 2                       | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $980565.24    | 0.05%             | 2033-05-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130500 | PA      | $132744.41    | 0.01%             | 2030-12-16      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BFLD TRUST                                                                                     | BFLD COMMERCIAL MORTGAGE TRUST 2025 5MW            | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2925000 | PA      | $2901070.76   | 0.16%             | 2042-10-10      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74000 | PA      | $73849.68     | 0.00%             | 2035-06-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH ED LN REV                                                          | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY      | CUSIP: 57563RUF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1865000 | PA      | $1874685.56   | 0.10%             | 2050-07-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                            | BLOCK FINANCIAL LLC                                | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2786000 | PA      | $2699167.21   | 0.15%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, L.P.                                                                    | AMERICAN ASSETS TRUST LP                           | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    131000 | PA      | $129806.59    | 0.01%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 2                       | CUSIP: 12516XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    559000 | PA      | $559007.00    | 0.03%             | 2034-08-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164747 | PA      | $163342.24    | 0.01%             | 2030-03-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA AVIATION REV                                                               | COUNTY OF MIAMI DADE FL AVIATION REVENUE           | CUSIP: 593340AE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $760726.32    | 0.04%             | 2043-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UNJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $423302.17    | 0.02%             | 2044-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC.                                                                         | GILDAN ACTIVEWEAR INC                              | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    779000 | PA      | $761305.49    | 0.04%             | 2035-10-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4DA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5812114 | PA      | $5732581.76   | 0.32%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                 | CHARLES SCHWAB CORP THE                            | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    886000 | PA      | $861128.17    | 0.05%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2023 1 LLC                   | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37859 | PA      | $38008.79     | 0.00%             | 2032-05-20      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                          | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    194000 | PA      | $202132.48    | 0.01%             | 2039-01-25      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2017 GM                                  | CUSIP: 05607TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $210131.94    | 0.01%             | 2044-01-15      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2025 LEAF1 NOTES                     | CUSIP: 55340QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2172000 | PA      | $2196208.70   | 0.12%             | 2032-03-16      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                                               | BROOKFIELD ASSET MANAGEMENT LTD                    | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1376000 | PA      | $1341612.91   | 0.07%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRXP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3679517 | PA      | $3632731.50   | 0.20%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382789 | PA      | $386511.09    | 0.02%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                                                       | FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5Y3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $295413.85    | 0.02%             | 2039-07-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL                                                                                    | CITY OF CHICAGO IL                                 | CUSIP: 167486W21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $300670.98    | 0.02%             | 2032-01-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2023 1                       | CUSIP: 12512XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173174 | PA      | $174688.33    | 0.01%             | 2030-09-16      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO LTD                                                                                  | AIMCO CLO 17 LTD                                   | CUSIP: 00889JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193458 | PA      | $193419.21    | 0.01%             | 2037-07-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                | VANTAGE DATA CENTERS LLC                           | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    453000 | PA      | $432763.17    | 0.02%             | 2045-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                                             | ENSTAR FINANCE LLC                                 | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1616882.97   | 0.09%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                  | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    664000 | PA      | $688838.99    | 0.04%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76000 | PA      | $76636.19     | 0.00%             | 2030-10-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO 2022 I LTD                            | CUSIP: 81785AAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442000 | PA      | $442265.20    | 0.02%             | 2038-01-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| UKG INC.                                                                                       | UKG INC                                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   3423000 | PA      | $3355738.97   | 0.19%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82000 | PA      | $82084.88     | 0.00%             | 2029-04-25      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195188 | PA      | $200991.96    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720948 | PA      | $1726673.91   | 0.10%             | 2027-10-13      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461000 | PA      | $465396.84    | 0.03%             | 2033-05-12      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                           | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1115000 | PA      | $1141653.50   | 0.06%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    221435 | PA      | $224513.53    | 0.01%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $268318.03    | 0.01%             | 2031-12-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                                                     | OTIS WORLDWIDE CORP                                | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    680000 | PA      | $677873.77    | 0.04%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $226093.04    | 0.01%             | 2038-08-18      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                  | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    440000 | PA      | $430817.67    | 0.02%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS                                       | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1939210 | PA      | $1924711.42   | 0.11%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    568213 | PA      | $567895.16    | 0.03%             | 2031-12-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 2           | CUSIP: 22537EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1267000 | PA      | $1281686.07   | 0.07%             | 2033-09-15      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2S44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5963949 | PA      | $5788662.49   | 0.32%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 02008FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474000 | PA      | $479384.55    | 0.03%             | 2029-10-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC.                                                                             | HERC HOLDINGS INC                                  | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97538.67     | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $16397031.25  | 0.90%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                                                 | TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KNE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $194341.88    | 0.01%             | 2039-07-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GGP TRUST                                                                                      | GGP 2026 TY                                        | CUSIP: 373914AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1628430 | PA      | $1599374.99   | 0.09%             | 2043-03-05      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 2                  | CUSIP: 505920AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198627 | PA      | $201941.75    | 0.01%             | 2029-10-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140A04E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223029 | PA      | $229234.26    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST                             | CUSIP: 22767VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1517000 | PA      | $1521324.65   | 0.08%             | 2032-02-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                       | SYNCHRONY CARD ISSUANCE TRUST                      | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $242513.66    | 0.01%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                                 | GLDMN SCHS FIN SQ GV-FST                           | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5032389 | NS      | $5032388.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LYRA MUSIC ASSETS LP                                                                           | LYRA MUSIC ASSETS DELAWARE LP                      | CUSIP: 552339AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    926163 | PA      | $933335.72    | 0.05%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                                             | DIAMOND ISSUER                                     | CUSIP: 25267TAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    654000 | PA      | $633961.77    | 0.03%             | 2051-11-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                                          | TEXAS DEPARTMENT OF HOUSING COMMUNITY AFFAIRS      | CUSIP: 882750YT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66945.61     | 0.00%             | 2039-01-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1738000 | PA      | $1774516.97   | 0.10%             | 2029-11-15      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RFX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56667 | PA      | $56701.68     | 0.00%             | 2027-04-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GROUP, LLC                                                                         | JANE STREET GROUP JSG FINANCE INC                  | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   2709000 | PA      | $2749675.72   | 0.15%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y                                                                                   | CITY OF NEW YORK NY                                | CUSIP: 64966SSD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2986367.11   | 0.16%             | 2040-10-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST #1                                                                        | AMERICAN TOWER TRUST                               | CUSIP: 03027WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $262883.84    | 0.01%             | 2028-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W44R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12472167 | PA      | $12315776.34  | 0.68%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196598 | PA      | $186205.77    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                                   | VALLOUREC SACA                                     | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |   2213000 | PA      | $2321255.89   | 0.13%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 5           | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3411254 | PA      | $3485653.73   | 0.19%             | 2034-04-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| THE GEO GROUP, INC.                                                                            | GEO GROUP INC THE                                  | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    948000 | PA      | $984653.26    | 0.05%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    543855 | PA      | $509596.47    | 0.03%             | 2053-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING, INC.                                                                      | PPL CAPITAL FUNDING INC                            | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124933.55    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST 2020 1MW MORTGAGE TRUST             | CUSIP: 563136AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2762412 | PA      | $2664100.59   | 0.15%             | 2039-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XQLE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5136370 | PA      | $4863748.88   | 0.27%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294000 | PA      | $292323.26    | 0.02%             | 2039-01-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                | CIGNA GROUP THE                                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495717.63    | 0.03%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Limited                                                                         | AZORRA FINANCE LTD                                 | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   1443000 | PA      | $1343021.56   | 0.07%             | 2034-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                               | SLG OFFICE TRUST 2021 OVA                          | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2477000 | PA      | $2191422.42   | 0.12%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COMPANIES, INC.                                                                         | ROCKET COS INC                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $93970.80     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    533000 | PA      | $532515.22    | 0.03%             | 2042-07-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    201537 | PA      | $173360.27    | 0.01%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP, INC.                                                                        | VSP OPTICAL GROUP INC                              | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |   2089000 | PA      | $2046763.74   | 0.11%             | 2035-12-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    763000 | PA      | $776387.19    | 0.04%             | 2031-12-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                                       | RETAINED VANTAGE DATA CENTERS ISSUER LLC           | CUSIP: 76134KAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395744 | PA      | $388005.90    | 0.02%             | 2049-09-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES                   | CUSIP: 39154TCM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $66043.40     | 0.00%             | 2031-12-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                                                      | DLLAD 2024 1 LLC                                   | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128980 | PA      | $132667.38    | 0.01%             | 2031-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4190341 | PA      | $4190848.85   | 0.23%             | 2035-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV2             | CUSIP: 34535CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $451902.17    | 0.02%             | 2036-02-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                               | SLG OFFICE TRUST 2026 OMA                          | CUSIP: 78451FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2655000 | PA      | $2659159.67   | 0.15%             | 2041-04-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189000 | PA      | $195533.63    | 0.01%             | 2029-12-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QJR6<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |   1829000 | PA      | $1842691.29   | 0.10%             | 2031-09-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| HIGHTOWER HOLDING, LLC                                                                         | HIGHTOWER HOLDING LLC                              | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    179000 | PA      | $182485.80    | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $199299.02    | 0.01%             | 2038-08-18      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| ARCOSA, INC.                                                                                   | ARCOSA INC                                         | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512835.61    | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                                   | MIZUHO FINANCIAL GROUP INC                         | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    227000 | PA      | $233148.00    | 0.01%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                   | FORD CREDIT AUTO LEASE TRUST 2023 B                | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $130262.80    | 0.01%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103217.85    | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES TR                                                              | CORPORATE ONE AUTO RECEIVABLES TRUST 2026 1        | CUSIP: 22004UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301000 | PA      | $299752.29    | 0.02%             | 2031-04-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                                             | BURFORD CAPITAL GLOBAL FINANCE LLC                 | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1252849.90   | 0.07%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BALLYROCK CLO LTD                                                                              | BALLYROCK CLO 30 LTD                               | CUSIP: 05876UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995627.00    | 0.05%             | 2038-10-25      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD                                                                                    | OCP CLO 2024 31 LTD                                | CUSIP: 67570AAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1871815 | PA      | $1853899.86   | 0.10%             | 2039-04-20      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ADW46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    733048 | PA      | $642493.16    | 0.04%             | 2053-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC                                                                | CONSOLIDATED COMMUNICATIONS LLC FIDIUM FIBER FINAN | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365300 | PA      | $370811.93    | 0.02%             | 2055-05-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                                       | VULCAN MATERIALS CO                                | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    910000 | PA      | $924900.96    | 0.05%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORPORATION                                                                  | DIAGEO INVESTMENT CORP                             | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    625000 | PA      | $647112.08    | 0.04%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                           | BLUE OWL FINANCE LLC                               | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    709000 | PA      | $684105.31    | 0.04%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico                 | BBVA BANCOMER SA TEXAS                             | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    116000 | PA      | $124500.40    | 0.01%             | 2038-06-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                                               | ONEMAIN FINANCIAL ISSUANCE TRUST 2022 3            | CUSIP: 68269PAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065000 | PA      | $1072389.88   | 0.06%             | 2034-05-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| LOEWS CORPORATION                                                                              | LOEWS CORP                                         | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    806000 | PA      | $787631.15    | 0.04%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVS NON ST SUPPORTED DEBT                                               | NEW YORK STATE DORMITORY AUTHORITY                 | CUSIP: 64985SFE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1501143.81   | 0.08%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES, INC.                                                                        | AMERICAN AIRLINES INC                              | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    429000 | PA      | $427597.11    | 0.02%             | 2036-05-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                                                       | TEXAS ST                                           | CUSIP: 8827244E4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1541727.68   | 0.09%             | 2040-10-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                       | HYATT HOTELS CORP                                  | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    509000 | PA      | $498659.68    | 0.03%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $106150.14    | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DELAWARE ST HSG AUTH REV                                                                       | DELAWARE STATE HOUSING AUTHORITY                   | CUSIP: 246395V20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2033457.34   | 0.11%             | 2040-07-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C7AE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    887824 | PA      | $859392.37    | 0.05%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYENSQO FINANCE (AMERICA), LLC                                                                 | SOLVAY FINANCE AMERICA LLC                         | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    945000 | PA      | $961780.12    | 0.05%             | 2034-06-04      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293000 | PA      | $297236.27    | 0.02%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                                                       | FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5Z0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $195459.96    | 0.01%             | 2044-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C15G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185635 | PA      | $187221.06    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WW4Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    428166 | PA      | $437401.31    | 0.02%             | 2040-07-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST                                                                   | ATRIUM HOTEL PORTFOLIO TRUST 2025 ATRM             | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $732648.08    | 0.04%             | 2030-08-15      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2021 3           | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1109269.57   | 0.06%             | 2028-10-16      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico                 | BBVA BANCOMER SA TEXAS                             | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    294000 | PA      | $303986.61    | 0.02%             | 2035-02-11      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BBGJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5864770 | PA      | $5384829.95   | 0.30%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORPORATION                                                                          | NCR CORP                                           | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479095.73    | 0.03%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $285808.34    | 0.02%             | 2032-10-21      | Fixed         | 7.53%                 | Yes           |                  2 | On Loan: No      |
| CHARLESTON CNTY S C SPL SOURCE REV                                                             | COUNTY OF CHARLESTON SC                            | CUSIP: 160130BR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $231090.97    | 0.01%             | 2029-12-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $601718.50    | 0.03%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                                                 | CHENIERE ENERGY PARTNERS LP                        | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108724.31    | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC        | CUSIP: 03237CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119000 | PA      | $120159.61    | 0.01%             | 2031-01-21      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                       | BENCHMARK 2020 B19 MORTGAGE TRUST                  | CUSIP: 08162WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $841436.36    | 0.05%             | 2053-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 50 CLO LTD                                 | CUSIP: 92333CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199500 | PA      | $199480.05    | 0.01%             | 2037-10-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C9JX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338012 | PA      | $345941.95    | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604147 | PA      | $608115.07    | 0.03%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| CHARLESTON CNTY S C ARPT DIST ARPT SYS REV                                                     | CHARLESTON COUNTY AIRPORT DISTRICT                 | CUSIP: 160070FM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $728393.99    | 0.04%             | 2034-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES TR                                                              | CORPORATE ONE AUTO RECEIVABLES TRUST 2026 1        | CUSIP: 22004UAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212000 | PA      | $212037.58    | 0.01%             | 2034-07-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427QNB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17563122 | PA      | $17004481.46  | 0.94%             | 2055-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                                     | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5032389 | NS      | $5032388.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2920781.25   | 0.16%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    429000 | PA      | $324093.14    | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYYE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335074 | PA      | $338569.01    | 0.02%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10650000 | PA      | $7120523.44   | 0.39%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    928003 | PA      | $798219.88    | 0.04%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339693 | PA      | $343382.82    | 0.02%             | 2055-03-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MZ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1721668 | PA      | $1636324.94   | 0.09%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     83772 | PA      | $85588.47     | 0.00%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $737375.51    | 0.04%             | 2038-12-17      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                               | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1136000 | PA      | $1132132.66   | 0.06%             | 2038-11-05      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13827000 | PA      | $13833481.41  | 0.76%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659000 | PA      | $663916.04    | 0.04%             | 2037-04-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2275000 | PA      | $1900335.94   | 0.10%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING, LLC                                                                         | HIGHTOWER HOLDING LLC                              | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    407000 | PA      | $398613.83    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CW2<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |     57000 | PA      | $57099.77     | 0.00%             | 2035-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101157.93    | 0.01%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    130097 | PA      | $126421.78    | 0.01%             | 2053-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRX24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1080681 | PA      | $1106525.33   | 0.06%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                                                      | NORTHWESTERN MUTUAL LIFE INSURANCE CO THE          | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    931000 | PA      | $956137.00    | 0.05%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV2             | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218711 | PA      | $223686.23    | 0.01%             | 2036-02-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                             | LPL HOLDINGS INC                                   | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    407000 | PA      | $403601.42    | 0.02%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MMP CAPITAL LLC                                                                                | MMP CAPITAL 2025 A LLC                             | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345487 | PA      | $347139.36    | 0.02%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W1MZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5688499 | PA      | $5729603.28   | 0.32%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| nVent Finance S.a r.l.                                                                         | NVENT FINANCE SARL                                 | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    808000 | PA      | $829867.00    | 0.05%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3154000 | PA      | $3095177.90   | 0.17%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS, LLC                                                                           | SHIFT4 PAYMENTS LLC                                | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    477000 | PA      | $469419.85    | 0.03%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INTL COMMERCIAL MORTGAGE TRUST                                                                 | INT COMMERCIAL MORTGAGE TRUST 2025 PLAZA           | CUSIP: 44989YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497793.28    | 0.03%             | 2037-11-05      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC                                   | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    671000 | PA      | $659287.63    | 0.04%             | 2056-03-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORPORATION                                                                        | BOYD GAMING CORP                                   | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477033.36    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                                   | BLUE OWL ASSET LEASING TRUST 2024 1 LLC            | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $789361.33    | 0.04%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399467.91    | 0.02%             | 2042-07-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    259966 | PA      | $261091.97    | 0.01%             | 2065-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                                   | TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025 A | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    744000 | PA      | $747153.05    | 0.04%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| KELLANOVA                                                                                      | KELLANOVA                                          | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    311000 | PA      | $263781.07    | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP.                                                                    | TOLL BROTHERS FINANCE CORP                         | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    383000 | PA      | $390620.98    | 0.02%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2529000 | PA      | $2383221.45   | 0.13%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO 2023 II LTD                           | CUSIP: 817941AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1318676 | PA      | $1311916.47   | 0.07%             | 2038-10-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKV68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333552 | PA      | $335031.90    | 0.02%             | 2054-09-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144LAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $300599.24    | 0.02%             | 2030-02-28      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92500 | PA      | $93888.32     | 0.01%             | 2029-09-17      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1398353 | PA      | $1415457.51   | 0.08%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4HV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7883347 | PA      | $7238218.24   | 0.40%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2025 1           | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $252867.67    | 0.01%             | 2031-03-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2024 2                   | CUSIP: 50117DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129000 | PA      | $131317.87    | 0.01%             | 2030-05-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AUEX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196259 | PA      | $201149.60    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                                                       | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2021 1    | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246845.97    | 0.01%             | 2034-06-12      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966814.94    | 0.05%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93000 | PA      | $95914.52     | 0.01%             | 2032-04-14      | Fixed         | 7.18%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                                                         | ENTERGY LOUISIANA LLC                              | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    475000 | PA      | $479164.90    | 0.03%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST                                                                 | BSTN COMMERCIAL MORTGAGE TRUST 2025 1C             | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4568871 | PA      | $4647228.57   | 0.26%             | 2044-06-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC.                                                                             | NEXSTAR MEDIA INC                                  | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1195174.50   | 0.07%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico                 | BBVA BANCOMER SA TEXAS                             | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    288000 | PA      | $303000.14    | 0.02%             | 2039-01-08      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                 | SYNOPSYS INC                                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    338000 | PA      | $338611.95    | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $977912.72    | 0.05%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                          | DELTA AIR LINES INC                                | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    201000 | PA      | $193518.71    | 0.01%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP.                                                                    | MAPLE PARENT HOLDINGS CORP                         | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1634503.43   | 0.09%             | 2036-03-26      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10050000.00  | 0.55%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                                | CYRUSONE DATA CENTERS ISSUER I LLC                 | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $199373.21    | 0.01%             | 2049-05-20      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2025 1                      | CUSIP: 16145NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2454946 | PA      | $2490179.68   | 0.14%             | 2032-11-26      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKMB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1486379 | PA      | $1493708.78   | 0.08%             | 2055-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                                         | CMS ENERGY CORP                                    | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26127.22     | 0.00%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    921000 | PA      | $738382.97    | 0.04%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    257000 | PA      | $254436.71    | 0.01%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                                          | TD SYNNEX CORP                                     | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    568000 | PA      | $550201.73    | 0.03%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RELIANCE, INC.                                                                                 | RELIANCE INC                                       | CUSIP: 759509AB8<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    215000 | PA      | $237398.55    | 0.01%             | 2036-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2951555.77   | 0.16%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KY6P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4880930 | PA      | $4865870.60   | 0.27%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                                                     | OTIS WORLDWIDE CORP                                | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    703000 | PA      | $534040.92    | 0.03%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORPORATION                                                                           | WESTLAKE CORP                                      | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1143170.03   | 0.06%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BYCX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192707 | PA      | $190934.85    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST                                                                                     | 1345 TRUST 2025 AOA                                | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3900000 | PA      | $3896052.12   | 0.22%             | 2030-06-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL USA, INC.                                                                           | MURPHY USA INC                                     | CUSIP: 62675KAB5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | LON              | CORP              | US        |    199500 | PA      | $201058.10    | 0.01%             | 2032-04-07      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                                             | NEW YORK CITY HOUSING DEVELOPMENT CORP             | CUSIP: 64966WHC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $246659.83    | 0.01%             | 2029-01-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2023 3                     | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $224108.98    | 0.01%             | 2030-12-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    298467 | PA      | $303984.13    | 0.02%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico | BANCO SANTANDER MEXICO SA INSTITUCION              | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    167000 | PA      | $170723.57    | 0.01%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA ST BRD ADMIN FIN CORP REV                                                              | STATE BOARD OF ADMINISTRATION FINANCE CORP         | CUSIP: 341271AH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3430000 | PA      | $3588334.73   | 0.20%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2023 A LLC                            | CUSIP: 62890QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3241000 | PA      | $3336645.41   | 0.18%             | 2030-06-17      | Fixed         | 8.04%                 | Yes           |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                                    | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020 M | CUSIP: 03881BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1743000 | PA      | $1630956.24   | 0.09%             | 2053-05-15      | Variable      | 3.06%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47000 | PA      | $48174.19     | 0.00%             | 2031-12-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 1                       | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $967494.52    | 0.05%             | 2033-03-21      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025 B     | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232655 | PA      | $234650.59    | 0.01%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                          | SWITCH ABS ISSUER LLC                              | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500978 | PA      | $483566.37    | 0.03%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                                                          | THERMO FISHER SCIENTIFIC INC                       | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    649000 | PA      | $639728.43    | 0.04%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                                             | PUBLIC SERVICE CO OF OKLAHOMA                      | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1275197.01   | 0.07%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II, L.P.                                                                   | TPG OPERATING GROUP II LP                          | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    523000 | PA      | $512858.51    | 0.03%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  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        |     70000 | PA      | $70084.02     | 0.00%             | 2028-05-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3385000 | PA      | $3350092.19   | 0.18%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OAKTREE ABF EQUIPMENT ST, LLC                                                                  | OAKTREE ABF EQUIPMENT ST 2026 1 LLC                | CUSIP: 67403GAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    828000 | PA      | $826158.36    | 0.05%             | 2033-10-17      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                      | APOLLO DEBT SOLUTIONS BDC                          | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    372000 | PA      | $363577.92    | 0.02%             | 2031-01-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                                              | ALTICE FRANCE SA                                   | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     98973 | PA      | $100089.64    | 0.01%             | 2029-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV                                              | GREENVILLE SPARTANBURG AIRPORT DISTRICT            | CUSIP: 396613DV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20309.65     | 0.00%             | 2035-07-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| UKG INC.                                                                                       | UKG INC                                            | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     33291 | PA      | $31763.49     | 0.00%             | 2031-01-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179X2H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    393776 | PA      | $372681.34    | 0.02%             | 2053-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2026 VLT9             | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    701809 | PA      | $696513.76    | 0.04%             | 2045-03-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    120013 | PA      | $121052.10    | 0.01%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST                              | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141999 | PA      | $143875.64    | 0.01%             | 2032-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    422000 | PA      | $425725.51    | 0.02%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                                                      | ARTHUR J GALLAGHER CO                              | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    605000 | PA      | $614501.02    | 0.03%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYXY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167853 | PA      | $166332.31    | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC                                   | CUSIP: 91825HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    578000 | PA      | $568286.88    | 0.03%             | 2056-03-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| KANKAKEE ILL                                                                                   | CITY OF KANKAKEE IL                                | CUSIP: 484404B56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66139.88     | 0.00%             | 2036-12-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 4                  | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292497 | PA      | $299204.07    | 0.02%             | 2029-03-15      | Fixed         | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H74A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    354257 | PA      | $317916.04    | 0.02%             | 2032-03-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                                                      | STONEPEAK NILE PARENT LLC                          | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    652000 | PA      | $676788.78    | 0.04%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                             | ZEGONA FINANCE PLC                                 | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    368000 | PA      | $386315.94    | 0.02%             | 2029-07-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4280520 | PA      | $3821648.71   | 0.21%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                                                       | DISH NETWORK CORP                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1994000 | PA      | $2054258.17   | 0.11%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $214567.59    | 0.01%             | 2052-11-15      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2025 1                   | CUSIP: 50117FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399000 | PA      | $404662.47    | 0.02%             | 2030-07-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| METLIFE, INC.                                                                                  | METLIFE INC                                        | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     55000 | PA      | $64326.40     | 0.00%             | 2068-04-08      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 4                  | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182141 | PA      | $184231.25    | 0.01%             | 2028-10-16      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                                          | AXON ENTERPRISE INC                                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510332.50    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Breakwater Energy Holdings S.a r.l.                                                            | BREAKWATER ENERGY HOLDINGS SARL                    | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |   1478500 | PA      | $1563052.13   | 0.09%             | 2030-11-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                             | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    676000 | PA      | $660000.30    | 0.04%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP.                                                                             | CI FINANCIAL CORP                                  | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    274000 | PA      | $287025.97    | 0.02%             | 2029-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    956000 | PA      | $803782.16    | 0.04%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 A                       | CUSIP: 00218KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50575.67     | 0.00%             | 2032-11-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118000 | PA      | $119177.56    | 0.01%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| DRAFTKINGS INC.                                                                                | DK CROWN HOLDINGS INC                              | CUSIP: 23326SAB3<br>LEI: 2549006G33IUL6IVOD83 | Long             | LON              | CORP              | US        |    694750 | PA      | $693450.82    | 0.04%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                               | AUTONATION INC                                     | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102052.82    | 0.01%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GROUP, LLC                                                                | BROADSTREET PARTNERS GROUP LLC                     | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1053359.40   | 0.06%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2023 2                       | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251733.00    | 0.01%             | 2031-07-21      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 1           | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2493000 | PA      | $2531192.47   | 0.14%             | 2033-07-15      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97292 | PA      | $98396.93     | 0.01%             | 2047-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                    | IMPERIAL BRANDS FINANCE PLC                        | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1246000 | PA      | $1253026.81   | 0.07%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189603 | PA      | $183757.38    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                                                        | SONOCO PRODUCTS CO                                 | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1071800.16   | 0.06%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427PDH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3045888 | PA      | $3014755.25   | 0.17%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                             | DTE ENERGY CO                                      | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    878000 | PA      | $919857.49    | 0.05%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    528839 | PA      | $536953.93    | 0.03%             | 2054-05-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                             | BOEING CO THE                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $187035.70    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                                  | ACRISURE LLC                                       | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    500000 | PA      | $483625.00    | 0.03%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways 2019-1 Pass Through Trusts                                                     | JETBLUE 2019 1 CLASS AA PASS THROUGH TRUST         | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151108 | PA      | $133224.66    | 0.01%             | 2033-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1500775.80   | 0.08%             | 2035-04-20      | Fixed         | 7.66%                 | Yes           |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UDH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $177485.35    | 0.01%             | 2039-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486219 | PA      | $488746.13    | 0.03%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2985883 | PA      | $3020515.98   | 0.17%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78668 | PA      | $78727.36     | 0.00%             | 2028-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6564462 | PA      | $6551076.14   | 0.36%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                                                  | VISTAJET MALTA FINANCE PLC VISTA INC               | CUSIP: 92841HAA0<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |   1013000 | PA      | $990128.87    | 0.05%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| TKC HOLDINGS, INC.                                                                             | TKC HOLDINGS INC                                   | CUSIP: 87256FAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $992810.00    | 0.05%             | 2030-08-12      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| GENM Capital Labuan Limited                                                                    | GENM CAPITAL LABUAN LTD                            | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |     25000 | PA      | $22245.00     | 0.00%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                                                | BARINGS CLO LTD 2025 V                             | CUSIP: 06765BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1264043 | PA      | $1259047.50   | 0.07%             | 2038-10-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226000 | PA      | $228202.02    | 0.01%             | 2030-06-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                                                   | CADENCE DESIGN SYSTEMS INC                         | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    981000 | PA      | $963329.84    | 0.05%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312000 | PA      | $305825.86    | 0.02%             | 2028-07-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| SOTHEBYS ARTFI MASTER TRUST                                                                    | SOTHEBY S ARTFI MASTER TRUST                       | CUSIP: 83589DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499278.70    | 0.03%             | 2033-06-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQW85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246151 | PA      | $248482.39    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE LLC                                                                 | CAPTERIS EQUIPMENT FINANCE 2026 1 LLC              | CUSIP: 14077FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    716000 | PA      | $713251.73    | 0.04%             | 2033-09-20      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                                                  | US BANK NA                                         | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60689 | PA      | $61145.98     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    683786 | PA      | $664435.46    | 0.04%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                                          | STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YJ73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $258950.75    | 0.01%             | 2040-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UEN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $360235.77    | 0.02%             | 2039-07-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III, LLC                                                                      | WINDSOR HOLDINGS III LLC                           | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258937.10    | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                                              | EMRLD BORROWER LP EMERALD CO ISSUER INC            | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    488000 | PA      | $502562.51    | 0.03%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    699734 | PA      | $688110.83    | 0.04%             | 2038-12-17      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING, INC.                                                                   | ACUITY BRANDS LIGHTING                             | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8864.95      | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2024 1                | CUSIP: 24702GAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92000 | PA      | $92911.54     | 0.01%             | 2030-03-22      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP.                                                                          | WMG ACQUISITION CORP                               | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   1942000 | PA      | $1822574.93   | 0.10%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                              | AIRCASTLE LTD                                      | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    391000 | PA      | $389093.97    | 0.02%             | 2199-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SUMIT MORTGAGE TRUST                                                                           | SUMIT 2022 BVUE MORTGAGE TRUST                     | CUSIP: 865592AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       636 | PA      | $516.67       | 0.00%             | 2041-02-12      | Variable      | 2.99%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    960000 | PA      | $978742.03    | 0.05%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB, LLC                                                               | BCPE FLAVOR DEBT MERGER SUB LLC                    | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1617495.95   | 0.09%             | 2032-07-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| QNITY ELECTRONICS, INC.                                                                        | QNITY ELECTRONICS INC                              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    654000 | PA      | $654815.29    | 0.04%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KFB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502000 | PA      | $497987.68    | 0.03%             | 2033-10-20      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $761163.57    | 0.04%             | 2035-08-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FNS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343654 | PA      | $346230.71    | 0.02%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88000 | PA      | $90371.64     | 0.00%             | 2030-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    796000 | PA      | $705703.75    | 0.04%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ACE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582000 | PA      | $578502.99    | 0.03%             | 2030-09-26      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CARDS II TRUST                                                                                 | CARDS II TRUST                                     | CUSIP: 14161GCP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1349676.55   | 0.07%             | 2031-03-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73000 | PA      | $74217.38     | 0.00%             | 2030-02-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213000 | PA      | $214337.76    | 0.01%             | 2030-07-25      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                          | OPEN TEXT CORP                                     | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    257598 | PA      | $251709.15    | 0.01%             | 2030-01-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                                                | RHODE ISLAND HOUSING MORTGAGE FINANCE CORP         | CUSIP: 76221SCU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $202053.18    | 0.01%             | 2039-10-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025 P1      | CUSIP: 96043LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2522994.71   | 0.14%             | 2032-07-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA U.S. FINANCING, INC.                                                                    | TAKEDA US FINANCING INC                            | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    820000 | PA      | $819529.37    | 0.05%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    136194 | PA      | $124577.62    | 0.01%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO. L.L.C.                                                              | BLACKSTONE REG FINANCE CO LLC                      | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    567000 | PA      | $548311.68    | 0.03%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                                           | ERAC USA FINANCE LLC                               | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    788000 | PA      | $789548.03    | 0.04%             | 2033-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 97415CAD0<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $299688.39    | 0.02%             | 2033-09-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                      | TORONTO DOMINION BANK THE                          | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1259000 | PA      | $1261836.35   | 0.07%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                                    | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1313310.55   | 0.07%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CZ5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |     33334 | PA      | $33612.68     | 0.00%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Victory Portfolios II

**Signature:** Carol D. Trevino

**Name of Signer:** Carol D. Trevino

**Title:** Treasurer