# EDGAR Filing Document

**Accession Number:** 0001141819
**File Stem:** 0000894189-26-012159
**Filing Date:** 2026-4
**Character Count:** 743345
**Document Hash:** 6d4d423690f9babb1b034defaa89b435
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-012159.hdr.sgml**: 20260416

**ACCESSION NUMBER**: 0000894189-26-012159

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260416

**DATE AS OF CHANGE**: 20260416

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRUST FOR PROFESSIONAL MANAGERS
- **CENTRAL INDEX KEY:** 0001141819

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10401
- **FILM NUMBER:** 26866325

**BUSINESS ADDRESS:**
- **STREET 1:** U.S. BANCORP FUND SERVICES LLC
- **STREET 2:** 615 EAST MICHIGAN ST 2ND FLOOR
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4147655067

**MAIL ADDRESS:**
- **STREET 1:** U.S. BANCORP FUND SERVICES LLC
- **STREET 2:** 615 EAST MICHIGAN ST 2ND FLOOR
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ZODIAC TRUST
- **DATE OF NAME CHANGE:** 20010601

## Series and Classes Contracts Data

### Performance Trust Total Return Bond Fund (Series ID: S000029835)

| Class ID   | Class Name                                                     | Ticker Symbol   |
|:---|:---|:---|
| C000091754 | Performance Trust Total Return Bond Fund - Institutional Class | PTIAX           |
| C000207405 | Performance Trust Total Return Bond Fund - Class A             | PTAOX           |
| C000207406 | Performance Trust Total Return Bond Fund - Class C             | PTCOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Trust for Professional Managers

- **b. Investment Company Act file number:** 811-10401

- **c. CIK number of Registrant:** 0001141819

- **d. LEI of Registrant:** 549300O1N816L3GGRD45

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

  - **Street Address 1:** 615 East Michigan Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 513-520-5925

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

- **a. Name of Series:** Performance Trust Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000029835

- **c. LEI of Series:** 254900NYB6EW786MJS87

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $10553675706.73

**Total Liabilities:** $52983609.67

**Net Assets:** $10500692097.06

**Delayed Delivery Securities:** $41806562.97

**Cash Not Reported:** $5542805.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 282199.912766000000 | **1-Year:** 340350.301503000000 | **5-Year:** 1137486.833374000000 | **10-Year:** 1861385.786498000000 | **30-Year:** 1954632.189398000000

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

- **3-Month:** 229928.250151000000 | **1-Year:** 77627.929222000000 | **5-Year:** 65770.749521000000 | **10-Year:** 33492.944230000000 | **30-Year:** 6745.738705000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000091754 | -0.47%               | 0.31%                | 1.95%                |
| Class ID C000207405 | -0.45%               | 0.24%                | 1.98%                |
| Class ID C000207406 | -0.56%               | 0.20%                | 1.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1032611.28             | $-81829443.72                              |
| Month 2  | $-7296721.13             | $-1636778.18                               |
| Month 3  | $-661512.11              | $167314139.41                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                           | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Enterprise Fleet Financing LLC | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1066090 | PA      | $1069385.01   | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-5                                       | CUSIP: 30165BAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5265000 | PA      | $5519215.26   | 0.05%             | 2032-05-17      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2021-3                                       | CUSIP: 30166AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11250000 | PA      | $11223595.13  | 0.11%             | 2028-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2023-5                                       | CUSIP: 30168DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182083 | PA      | $182308.75    | 0.00%             | 2028-04-17      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132WXA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3305193 | PA      | $2818559.15   | 0.03%             | 2041-11-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLYL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 128452386 | PA      | $5700639.84   | 0.05%             | 2034-03-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMU26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 200206740 | PA      | $5124972.22   | 0.05%             | 2029-06-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  44015062 | PA      | $1166161.46   | 0.01%             | 2029-06-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137FQ7M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6621000 | PA      | $4808915.72   | 0.05%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  60632634 | PA      | $3035809.27   | 0.03%             | 2030-01-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  44272000 | PA      | $2816305.73   | 0.03%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  51000000 | PA      | $2381174.70   | 0.02%             | 2030-10-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 196733716 | PA      | $4150668.26   | 0.04%             | 2031-03-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H1YX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 142054661 | PA      | $6496727.85   | 0.06%             | 2031-06-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H1YZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  43372188 | PA      | $2552487.96   | 0.02%             | 2031-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 143587993 | PA      | $4821110.45   | 0.05%             | 2031-07-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H73H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 195000000 | PA      | $3628833.00   | 0.03%             | 2032-02-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $12404750.20  | 0.12%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                       | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        | 196500229 | NS      | $196500228.80 | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA2                     | CUSIP: 32051G2Z7<br>LEI: 549300C1T80OPZQ1IW57 | Long             | ABS-MBS          | CORP              | US        |   1363099 | PA      | $500336.46    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2007-AA1                     | CUSIP: 32053BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720873 | PA      | $1034511.83   | 0.01%             | 2037-05-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| FORT WORTH TX WTR & SWR REVENU | City of Fort Worth TX Water & Sewer System Revenue                               | CUSIP: 349515K21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2865000 | PA      | $2068363.26   | 0.02%             | 2044-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FOUNTAIN CO ELEC WTR & WSTWTR  | City of Fountain CO Electric Water & Wastewater Utility Enterprise Revenue       | CUSIP: 350686CQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2655000 | PA      | $2145220.09   | 0.02%             | 2043-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP        | Wintrust Financial Corp                                                          | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7180677.07   | 0.07%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES            | Abbott Laboratories                                                              | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15021027.30  | 0.14%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.        | Allegany Park CLO Ltd                                                            | CUSIP: 017154AW5<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10020470.00  | 0.10%             | 2035-01-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996326.92   | 0.02%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| AMER AGCREDIT FLCA/PCA         | American AGcredit FLCA / American AGcredit PCA                                   | CUSIP: 02369FAA5<br>LEI: N/A                  | Long             | SN               | CORP              | US        |  10000000 | PA      | $8487134.40   | 0.08%             | 2036-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-4                              | CUSIP: 024945AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3075000 | PA      | $3176163.20   | 0.03%             | 2032-04-12      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2025-3                              | CUSIP: 02528EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5064717.00   | 0.05%             | 2032-07-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investm | American Home Mortgage Investment Trust 2006-2                                   | CUSIP: 02660YAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2747648 | PA      | $337017.16    | 0.00%             | 2036-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XI                                                                    | CUSIP: 03763YCA2<br>LEI: 549300XIP4V1NMCICV93 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003945.00   | 0.01%             | 2034-04-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XXIII                                                                 | CUSIP: 03765YBN3<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5009140.00   | 0.05%             | 2033-04-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XXXIX Ltd                                                             | CUSIP: 03766HAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $3815136.00   | 0.04%             | 2038-10-21      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XXXII                                                                 | CUSIP: 03768RAU0<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   7160000 | PA      | $7177656.56   | 0.07%             | 2033-01-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | APIDOS CLO XLI Ltd                                                               | CUSIP: 03770EAG6<br>LEI: 213800RGMG7DPJTR8V62 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1930164.00   | 0.02%             | 2037-10-20      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2022-MF4                             | CUSIP: 03882LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10302000 | PA      | $9509009.73   | 0.09%             | 2055-02-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                                | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |  14773000 | PA      | $13002974.33  | 0.12%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7230567.32   | 0.07%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2014-R3 Trust                                            | CUSIP: 05990NAB6<br>LEI: 549300MRF4Q4NF7TRB58 | Long             | ABS-MBS          | CORP              | US        |    888528 | PA      | $901719.01    | 0.01%             | 2035-06-26      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2014-R3 Trust                                            | CUSIP: 05990NAD2<br>LEI: 549300MRF4Q4NF7TRB58 | Long             | ABS-MBS          | CORP              | US        |    801186 | PA      | $800974.68    | 0.01%             | 2035-06-26      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 Trust 2024-5YR6                                                            | CUSIP: 066043AX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 112625455 | PA      | $2469211.74   | 0.02%             | 2057-05-15      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE NC ARPT REVENUE      | City of Charlotte NC Airport Revenue                                             | CUSIP: 161036RV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15555000 | PA      | $12566735.17  | 0.12%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2006-S4                                      | CUSIP: 16162YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1226693 | PA      | $482452.44    | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GYQ5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   1221402 | PA      | $1168608.89   | 0.01%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                   | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5229354.65   | 0.05%             | 2046-03-14      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| COMPEER FIN FLCA / PCA         | Compeer Financial FLCA/Compeer Financial PCA                                     | CUSIP: 20454PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4858044.45   | 0.05%             | 2031-06-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                          | CUSIP: 23503CCG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1241331.95   | 0.01%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO BRD OF W | Board of Water Commissioners City & County of Denver/The                         | CUSIP: 24916PGY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2800000 | PA      | $2468868.08   | 0.02%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO BRD OF W | Board of Water Commissioners City & County of Denver/The                         | CUSIP: 24916PGZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1493428.60   | 0.01%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO SCH DIST | Denver City & County School District No 1                                        | CUSIP: 249174XY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2175473.50   | 0.02%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-AA7                     | CUSIP: 32051GSQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    788825 | PA      | $698353.79    | 0.01%             | 2035-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-FA8                     | CUSIP: 32051GYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1052880 | PA      | $459589.73    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2006-4                                 | CUSIP: 32052UAQ6<br>LEI: 549300YB0SYOI7JLTH61 | Long             | ABS-MBS          | CORP              | US        |    528944 | PA      | $121882.95    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2006-AR4                               | CUSIP: 32053AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720796 | PA      | $762696.93    | 0.01%             | 2037-01-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-AR4                                                 | CUSIP: 362341FQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74171 | PA      | $71692.60     | 0.00%             | 2035-07-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2018-GS10                                           | CUSIP: 36250SAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24049000 | PA      | $795033.49    | 0.01%             | 2051-07-10      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2021-1                                         | CUSIP: 36261AAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1774128 | PA      | $1773067.77   | 0.02%             | 2028-01-18      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-MM1                                     | CUSIP: 36264JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1412398.40   | 0.01%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Corp Trust 2022-PJ2                                | CUSIP: 36267ECC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1589581.80   | 0.02%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                 | Galaxy XXII CLO Ltd                                                              | CUSIP: 36320TBP7<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9968710.00   | 0.09%             | 2034-04-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH       | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |  14920000 | PA      | $11131748.44  | 0.11%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST BIOMEDICAL RESEA | Washington Biomedical Research Facilities 3                                      | CUSIP: 93730PAC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5220000 | PA      | $5790145.63   | 0.06%             | 2042-07-01      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41287342 | PA      | $1732615.04   | 0.02%             | 2058-05-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2025-3                              | CUSIP: 02528EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8997331 | PA      | $9019660.48   | 0.09%             | 2029-01-12      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XXXIV                                                                 | CUSIP: 03768WBL8<br>LEI: 5493001VH1Y9SEPJKZ47 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3944224.00   | 0.04%             | 2039-01-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2022-MF4                             | CUSIP: 03882LAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $897689.80    | 0.01%             | 2055-02-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LXI CLO Ltd                                                                 | CUSIP: 04019DAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5474000 | PA      | $5481055.99   | 0.05%             | 2037-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2023-C5 Mortgage Trust                                                       | CUSIP: 055988AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10305890.00  | 0.10%             | 2056-06-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3014235.00   | 0.03%             | 2053-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK32                                                                  | CUSIP: 06542BAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4099155.00   | 0.04%             | 2054-04-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  94540010 | PA      | $4043438.41   | 0.04%             | 2058-06-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 146998416 | PA      | $7611063.48   | 0.07%             | 2058-10-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10551347.00  | 0.10%             | 2058-08-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO XXIV Ltd                                             | CUSIP: 08182NAL6<br>LEI: 254900F6RDYGOMBGPF86 | Long             | ABS-CBDO         | CORP              | KY        |  19750000 | PA      | $19795760.75  | 0.19%             | 2034-10-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BEXAR CNTY TX REVENUE          | County of Bexar TX                                                               | CUSIP: 088518PG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6030000 | PA      | $4999285.47   | 0.05%             | 2041-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO 2018-1 Ltd                                                      | CUSIP: 09629TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9496770 | PA      | $9526456.90   | 0.09%             | 2030-07-30      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  27000000 | PA      | $27426059.46  | 0.26%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7444513.44   | 0.07%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3514875.32   | 0.03%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6                  | CUSIP: 251510JZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1036790 | PA      | $857236.74    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 80 CLO Ltd                                                                | CUSIP: 26245JBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10500000 | PA      | $10516065.00  | 0.10%             | 2033-01-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 86 CLO Ltd                                                                | CUSIP: 26245XBC0<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10019920.00  | 0.10%             | 2034-07-17      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                | Duke University                                                                  | CUSIP: 26442TAE7<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $2992395.44   | 0.03%             | 2046-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC | Enterprise Fleet Financing 2024-1 LLC                                            | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3173808 | PA      | $3197727.75   | 0.03%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FNB CORP                       | FNB Corp/PA                                                                      | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $8076036.43   | 0.08%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FIRST FINANCIAL BANCORP        | First Financial Bancorp                                                          | CUSIP: 320209AC3<br>LEI: 549300D3F5B3EZMY7P77 | Long             | DBT              | CORP              | US        |  13120000 | PA      | $13218400.00  | 0.13%             | 2035-12-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-FA11                    | CUSIP: 32051GM69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       698 | PA      | $0.01         | 0.00%             | 2500-12-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-AA5                     | CUSIP: 32051GPM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    743847 | PA      | $704147.27    | 0.01%             | 2035-07-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2005-AR3                               | CUSIP: 32051GQP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    607827 | PA      | $597713.46    | 0.01%             | 2035-08-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2020-4                                         | CUSIP: 36261EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2485406 | PA      | $2482420.44   | 0.02%             | 2027-10-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3979694.25   | 0.04%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7187331.90   | 0.07%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-2                                         | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3314999.35   | 0.03%             | 2030-02-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 15 Ltd                                         | CUSIP: 38139BBL2<br>LEI: 549300JGUKVX0EDNOJ93 | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1204610.00   | 0.01%             | 2038-10-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc    | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D                        | CUSIP: 59020UGG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204516 | PA      | $201384.05    | 0.00%             | 2029-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE   | Michigan Finance Authority                                                       | CUSIP: 59447TH97<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |  17425000 | PA      | $16850755.64  | 0.16%             | 2039-06-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | CUSIP: 61766RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21212500 | PA      | $120540.03    | 0.00%             | 2049-11-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 43 Ltd                                        | CUSIP: 64134AAL6<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |  14440000 | PA      | $14470959.36  | 0.14%             | 2036-07-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST  | New Jersey Transportation Trust Fund Authority                                   | CUSIP: 646136XQ9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |  20145000 | PA      | $11645351.09  | 0.11%             | 2040-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST  | New Jersey Transportation Trust Fund Authority                                   | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |  27965000 | PA      | $32133443.32  | 0.31%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST LIBERTY DEV CORP L | New York Liberty Development Corp                                                | CUSIP: 649519EN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12500000 | PA      | $9779977.50   | 0.09%             | 2044-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NICOLET BANKSHARES INC         | Nicolet Bankshares Inc                                                           | CUSIP: 65406EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3826853.12   | 0.04%             | 2031-07-15      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX NAV DIST DOCK | Port of Beaumont Navigation District                                             | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |   6500000 | PA      | $6514574.95   | 0.06%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC       | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8670000 | PA      | $8532070.70   | 0.08%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE     | Public Finance Authority                                                         | CUSIP: 74442PXM2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   5750000 | PA      | $5619471.55   | 0.05%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS17 Trust                                                      | CUSIP: 74922SAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240976 | PA      | $206199.36    | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S5 Trust                                                       | CUSIP: 74957EAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070198 | PA      | $931806.73    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2007-S1 Trust                                                       | CUSIP: 749581AP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336560 | PA      | $282230.01    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS13 Trust                                                      | CUSIP: 75115DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1511511 | PA      | $1238115.09   | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REGL TRANSPRTN DIST CO SALES T | Regional Transportation District Sales Tax Revenue                               | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  32520000 | PA      | $33872705.17  | 0.32%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| RENASANT CORP                  | Renasant Corp                                                                    | CUSIP: 75970EAD9<br>LEI: 549300OVE6OZHW2UUH81 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $9308174.54   | 0.09%             | 2035-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS1 Trust                                                       | CUSIP: 761118SB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126748 | PA      | $102139.00    | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SACRAMENTO CNTY CA SANTN DISTS | Northern California Sanitation Agencies Financing Authority                      | CUSIP: 786134RN8<br>LEI: 549300MSDPX3EYMUYV38 | Long             | DBT              | MUN               | US        |  13320000 | PA      | $14850926.21  | 0.14%             | 2040-08-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| SAN BERNARDINO CA CMNTY CLG DI | San Bernardino Community College District                                        | CUSIP: 796720GJ3<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |   1980000 | PA      | $2461761.13   | 0.02%             | 2039-08-01      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA R | San Francisco City & County Redevelopment Financing Authority                    | CUSIP: 79771PF67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5240000 | PA      | $3294328.79   | 0.03%             | 2036-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-7                                    | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9453249 | PA      | $9627097.55   | 0.09%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-4                                    | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    369695 | PA      | $370059.51    | 0.00%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-S2 Trust                     | CUSIP: 92922FQP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29493 | PA      | $29767.04     | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC2 Trust | CUSIP: 93936LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3111081 | PA      | $3024273.69   | 0.03%             | 2037-06-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| WSTRN MN MUNI PWR AGY          | Western Minnesota Municipal Power Agency                                         | CUSIP: 958697HP2<br>LEI: 549300LFJK9CQSN2NJ11 | Long             | DBT              | MUN               | US        |  17040000 | PA      | $19123564.30  | 0.18%             | 2046-01-01      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS       | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   5730000 | PA      | $5692577.37   | 0.05%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                   | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3964997.40   | 0.04%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                       | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008581.96   | 0.01%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALASKA ST MUNI BOND BANK AUTH  | Alaska Municipal Bond Bank Authority                                             | CUSIP: 01179RM75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4100000 | PA      | $3327997.88   | 0.03%             | 2041-12-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.        | Allegany Park CLO Ltd                                                            | CUSIP: 017154BA2<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4695697.25   | 0.04%             | 2035-01-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   5299000 | PA      | $5307130.79   | 0.05%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |  13782000 | PA      | $13097548.67  | 0.12%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                   | Alphabet Inc                                                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12001900.92  | 0.11%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-14CB                                                 | CUSIP: 021468AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2196297 | PA      | $1161750.85   | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALVORD CA UNIF SCH DIST        | Alvord Unified School District                                                   | CUSIP: 022555UN4<br>LEI: 549300Q9J0UCO75DL276 | Long             | DBT              | MUN               | US        |   2105000 | PA      | $2647898.02   | 0.03%             | 2046-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2025-1                              | CUSIP: 02528DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11875000 | PA      | $11987313.75  | 0.11%             | 2031-08-12      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH  | American Municipal Power Inc                                                     | CUSIP: 02765UCR3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |  13770000 | PA      | $14484197.57  | 0.14%             | 2043-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Annisa CLO Ltd                 | Annisa CLO Ltd 2016-2                                                            | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8947029 | PA      | $8950965.69   | 0.09%             | 2031-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2021-MF2                             | CUSIP: 03881VAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $3855266.05   | 0.04%             | 2054-06-15      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares XXXIV CLO Ltd                                                               | CUSIP: 04015GBM0<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   1910000 | PA      | $1818938.84   | 0.02%             | 2038-07-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | ARES LXXIX CLO Ltd                                                               | CUSIP: 04021UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005544.00   | 0.03%             | 2039-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP        | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4923898.00   | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2005-F Trust                                            | CUSIP: 05949CBZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422740 | PA      | $405552.79    | 0.00%             | 2035-07-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 132417000 | PA      | $3628146.35   | 0.03%             | 2053-11-15      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                 | Bardot CLO Ltd                                                                   | CUSIP: 06744NBU0<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   4275000 | PA      | $4172771.93   | 0.04%             | 2032-10-22      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  70467000 | PA      | $608813.74    | 0.01%             | 2053-02-15      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1634816.25   | 0.02%             | 2054-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8850000 | PA      | $7530232.25   | 0.07%             | 2054-06-15      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B31 Mortgage Trust                                                | CUSIP: 08163MAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 124409000 | PA      | $3056704.25   | 0.03%             | 2054-12-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V13 Mortgage Trust                                                | CUSIP: 08164ABA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 100000000 | PA      | $3014950.00   | 0.03%             | 2058-02-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V12 Mortgage Trust                                                | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6326424.00   | 0.06%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V12 Mortgage Trust                                                | CUSIP: 081915AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10488550.00  | 0.10%             | 2057-12-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-J6                                                   | CUSIP: 12667GVG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1813583 | PA      | $1442262.41   | 0.01%             | 2035-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-4                                           | CUSIP: 12669FRM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    424005 | PA      | $426014.19    | 0.00%             | 2034-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                | ChaseFlex Trust Series 2005-1                                                    | CUSIP: 16165TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192924 | PA      | $167044.40    | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL MET WTR RECLAMATION | Metropolitan Water Reclamation District of Greater Chicago                       | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |   2065000 | PA      | $2189429.67   | 0.02%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8508000 | PA      | $8473791.88   | 0.08%             | 2049-05-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-1                                 | CUSIP: 1729734V8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58624 | PA      | $55911.95     | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2006-AR7                                           | CUSIP: 172987AW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961989 | PA      | $832560.04    | 0.01%             | 2036-11-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc Mortgage Pass-Through Ctfs Series 2005-7       | CUSIP: 17307GA57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294516 | PA      | $275155.32    | 0.00%             | 2035-09-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GT40<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    837733 | PA      | $520472.37    | 0.00%             | 2035-12-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1240792 | PA      | $1182750.64   | 0.01%             | 2036-06-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 108 CLO Ltd                                                               | CUSIP: 26253NAG3<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | JE        |   3570000 | PA      | $3575312.16   | 0.03%             | 2037-07-18      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| ELGIN TX INDEP SCH DIST        | Elgin Independent School District                                                | CUSIP: 286533SM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3243233.60   | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3040546.50   | 0.03%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2021-1                                       | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245272 | PA      | $245048.41    | 0.00%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-2                                       | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1734177 | PA      | $1735524.48   | 0.02%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML10 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833JAE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  37962798 | PA      | $3936362.53   | 0.04%             | 2038-06-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| FRISCO TX                      | City of Frisco TX                                                                | CUSIP: 358776H54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4925000 | PA      | $3862182.05   | 0.04%             | 2040-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2006-15                                                   | CUSIP: 3622E8AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1925893 | PA      | $491954.25    | 0.00%             | 2036-09-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2006-2F                                                  | CUSIP: 362334BN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338846 | PA      | $303210.55    | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69039674 | PA      | $1671630.00   | 0.02%             | 2052-11-10      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-PJ10                                    | CUSIP: 36262PAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $15250512.00  | 0.15%             | 2052-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2021-4                                         | CUSIP: 36263DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10007970.00  | 0.10%             | 2028-10-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GAINESVILLE FL PENSN OBLG REVE | City of Gainesville FL                                                           | CUSIP: 362832BA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1276140.74   | 0.01%             | 2028-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-PJ5                                     | CUSIP: 362925BU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $3843197.05   | 0.04%             | 2052-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GEE AUTOMOTIVE HOLDINGS        | Gee Automotive Holdings LLC                                                      | CUSIP: 36846VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3307258.50   | 0.03%             | 2031-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC            | Gilead Sciences Inc                                                              | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2809730.16   | 0.03%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL        | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1616777.42   | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 11 Ltd                                         | CUSIP: 38138KAN0<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15036015.00  | 0.14%             | 2034-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  81978783 | PA      | $5330399.86   | 0.05%             | 2058-09-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C39                                                    | CUSIP: 05556YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5260886.00   | 0.05%             | 2058-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK35                                                                  | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 104693241 | PA      | $4112748.34   | 0.04%             | 2064-06-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK32                                                                  | CUSIP: 06542BBP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 152569000 | PA      | $1818393.63   | 0.02%             | 2054-04-15      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                 | Bardot CLO Ltd                                                                   | CUSIP: 06744NBS5<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |  10675000 | PA      | $10680935.30  | 0.10%             | 2032-10-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 128520066 | PA      | $6490661.74   | 0.06%             | 2058-07-15      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2007-3                                                | CUSIP: 12638PCQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330212 | PA      | $272862.98    | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2024-C                                                | CUSIP: 223920AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3711546 | PA      | $3724327.11   | 0.04%             | 2028-12-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2024-D                                                | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    651155 | PA      | $651661.68    | 0.01%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8                     | CUSIP: 22541SV70<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111589 | PA      | $110117.91    | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470EE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327811 | PA      | $231419.22    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470FM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811336 | PA      | $177146.79    | 0.00%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                          | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1660000 | PA      | $1214761.61   | 0.01%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA INCOME TAX SE | District of Columbia Income Tax Revenue                                          | CUSIP: 25477GPM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4298944.00   | 0.04%             | 2044-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOWNTOWN DALLAS TX DEV AUTH TA | Downtown Dallas Development Authority                                            | CUSIP: 261149BC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6730000 | PA      | $4170629.46   | 0.04%             | 2036-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-6                                       | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1907234 | PA      | $1910868.96   | 0.02%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 252071036 | PA      | $8603184.47   | 0.08%             | 2030-11-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F9ZA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 319598532 | PA      | $7663781.04   | 0.07%             | 2031-01-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FBU95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27007298 | PA      | $125060.00    | 0.00%             | 2027-09-25      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 106335644 | PA      | $5337039.16   | 0.05%             | 2030-07-25      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H13T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31700000 | PA      | $1757178.55   | 0.02%             | 2031-05-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HN4T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  41415539 | PA      | $1397778.59   | 0.01%             | 2030-05-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140NUFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1728831 | PA      | $1449753.87   | 0.01%             | 2041-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5240203.00   | 0.05%             | 2031-08-15      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 18 Ltd                                         | CUSIP: 38139JAG7<br>LEI: 549300NF42KVPC7ZHX42 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $969207.00    | 0.01%             | 2037-01-20      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |  14683000 | PA      | $13905865.52  | 0.13%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-16CB                                                 | CUSIP: 021460AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343696 | PA      | $178960.17    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74766589 | PA      | $3171404.31   | 0.03%             | 2058-08-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK47                                                                  | CUSIP: 06540GAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 220695000 | PA      | $6470247.73   | 0.06%             | 2057-06-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK34                                                                  | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  94584896 | PA      | $3346290.65   | 0.03%             | 2063-06-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2022-BNK40                                                                  | CUSIP: 06541LAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3955000 | PA      | $3073835.89   | 0.03%             | 2064-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK32                                                                  | CUSIP: 06542BCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $708337.76    | 0.01%             | 2054-04-15      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C33                                                   | CUSIP: 072924AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $15879780.00  | 0.15%             | 2058-03-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11500000 | PA      | $12006795.80  | 0.11%             | 2057-12-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-9CB                                                  | CUSIP: 12667GES8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7835870 | PA      | $3339359.43   | 0.03%             | 2035-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC           | ERAC USA Finance LLC                                                             | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |  11002000 | PA      | $12960848.56  | 0.12%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC           | ERAC USA Finance LLC                                                             | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   9695000 | PA      | $8699492.87   | 0.08%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-7F                                                  | CUSIP: 362341NB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13129 | PA      | $13304.00     | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-AR7                                                 | CUSIP: 362341XG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260130 | PA      | $228232.30    | 0.00%             | 2035-11-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-1F                                                  | CUSIP: 36242DVJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5077 | PA      | $4992.38      | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Harbor Park CLO Ltd            | Harbor Park CLO Ltd                                                              | CUSIP: 41154XAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12120000 | PA      | $12128811.24  | 0.12%             | 2031-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| HARRIS CNTY TX MET TRANSIT AUT | Metropolitan Transit Authority of Harris County Sales & Use Tax Revenue          | CUSIP: 41422EKX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  36610000 | PA      | $29992394.71  | 0.29%             | 2041-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                                               | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $2995064.82   | 0.03%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1758973.76   | 0.02%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                                | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3071402.34   | 0.03%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IRVING TX HOTEL OCCUPANCY TAX  | City of Irving TX                                                                | CUSIP: 463805BN0<br>LEI: 5493002R7BX8XPQ92O37 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3506911.45   | 0.03%             | 2044-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-14                                               | CUSIP: 46653QAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6082500 | PA      | $4324888.64   | 0.04%             | 2052-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC              | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   8772000 | PA      | $8483736.29   | 0.08%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LONG ISLAND NY PWR AUTH ELEC S | Long Island Power Authority                                                      | CUSIP: 542690W99<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   9250000 | PA      | $9613232.70   | 0.09%             | 2041-05-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA WSTWTR SYS REVE | City of Los Angeles CA Wastewater System Revenue                                 | CUSIP: 5446526F2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15110000 | PA      | $16456955.26  | 0.16%             | 2040-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXX LTD                                                     | CUSIP: 55821TAJ6<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2250765.00   | 0.02%             | 2037-07-16      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXII Ltd                                                              | CUSIP: 55953WAU4<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3374175.00   | 0.03%             | 2037-10-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | Commonwealth of Massachusetts                                                    | CUSIP: 57582RLK0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3480000 | PA      | $2799196.46   | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST PORT AUTH     | Massachusetts Port Authority                                                     | CUSIP: 575896WR2<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2400666.00   | 0.02%             | 2042-07-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH | Massachusetts School Building Authority                                          | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  37465000 | PA      | $39821945.63  | 0.38%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSPRTN FUN | Commonwealth of Massachusetts Transportation Fund Revenue                        | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15765000 | PA      | $16759110.95  | 0.16%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage | MASTR Adjustable Rate Mortgages Trust 2005-1                                     | CUSIP: 576433XE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66178 | PA      | $61676.38     | 0.00%             | 2035-02-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2005-2                                              | CUSIP: 576434K78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1917180.60   | 0.02%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MET PIER & EXPOSITION AUTH IL  | Metropolitan Pier & Exposition Authority                                         | CUSIP: 592248BC1<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |  29555000 | PA      | $12895230.72  | 0.12%             | 2045-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MET WASHINGTON DC ARPTS AUTH D | Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7400000 | PA      | $9048670.42   | 0.09%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST MUNI PWR AUTH      | Oklahoma Municipal Power Authority                                               | CUSIP: 67910HMT4<br>LEI: 54930074Q1M8747DCS20 | Long             | DBT              | MUN               | US        |    800000 | PA      | $871961.92    | 0.01%             | 2045-01-01      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable | OneMain Direct Auto Receivables Trust 2025-1                                     | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7849047.00   | 0.07%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4963281.50   | 0.05%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORANGE CNTY CA SANTN DIST WSTW | Orange County Sanitation District                                                | CUSIP: 68428TAB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1056867.80   | 0.01%             | 2040-02-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP         | Orlando Health Obligated Group                                                   | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5320550.00   | 0.05%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PENN STATE HEALTH              | Penn State Health                                                                | CUSIP: 707631AA5<br>LEI: 254900ZBDOI59F4TUB07 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $4319920.32   | 0.04%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI | Pennsylvania Turnpike Commission                                                 | CUSIP: 709225AY2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   9830000 | PA      | $8641328.88   | 0.08%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERRIS CA UNION HIGH SCH DIST  | Perris Union High School District/CA                                             | CUSIP: 714398LV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2301554.40   | 0.02%             | 2042-09-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-16CB                                                 | CUSIP: 021460AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900864 | PA      | $469074.24    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-24CB                                                 | CUSIP: 02146TAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2232166 | PA      | $1115568.11   | 0.01%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2022-2                                                       | CUSIP: 74938WAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3174176.70   | 0.03%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO XXIII Ltd                                                           | CUSIP: 87167NDN2<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8751732.50   | 0.08%             | 2034-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| TACOMA WA WTR REVENUE          | City of Tacoma WA Water Revenue                                                  | CUSIP: 873547HP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6865000 | PA      | $7216969.92   | 0.07%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM           | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1809609.71   | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-31CB                                                 | CUSIP: 02148HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191262 | PA      | $103985.46    | 0.00%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust            | CNH Equipment Trust 2023-B                                                       | CUSIP: 12666DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3676449 | PA      | $3732862.04   | 0.04%             | 2029-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5186360.00   | 0.05%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517563.00    | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 158000000 | PA      | $66014542.48  | 0.63%             | 2044-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR5 Trust                            | CUSIP: 94983RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    743039 | PA      | $739977.18    | 0.01%             | 2036-04-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-12CB                                                 | CUSIP: 12668BWY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    521190 | PA      | $245043.42    | 0.00%             | 2036-05-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-20                                          | CUSIP: 126694FN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82223 | PA      | $48115.05     | 0.00%             | 2027-12-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2006-A2                               | CUSIP: 17309CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285567 | PA      | $248661.84    | 0.00%             | 2036-05-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2007-AR4                                           | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    803093 | PA      | $700268.87    | 0.01%             | 2037-03-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7648000 | PA      | $6471637.41   | 0.06%             | 2054-04-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-4                                     | CUSIP: 96041AAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8060000 | PA      | $8195770.70   | 0.08%             | 2028-11-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  98663942 | PA      | $2793718.85   | 0.03%             | 2056-08-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2020-GC46                                    | CUSIP: 17328RBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  82465085 | PA      | $2607249.13   | 0.02%             | 2053-02-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-3                                     | CUSIP: 96041CAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1055362 | PA      | $1056956.87   | 0.01%             | 2028-09-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2025-1                                     | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6598338.50   | 0.06%             | 2030-10-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND         | Cleveland Clinic Foundation/The                                                  | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |  21636000 | PA      | $19130983.05  | 0.18%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CLIFTON NJ BRD OF EDU          | Clifton Board Of Education                                                       | CUSIP: 187099JJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4560000 | PA      | $3221340.86   | 0.03%             | 2044-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WESTWOOD TX INDEP SCH DIST     | Westwood Independent School District                                             | CUSIP: 961771BW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3565000 | PA      | $2854709.04   | 0.03%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLORADO ST COPS               | State of Colorado                                                                | CUSIP: 196711MA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3926079.15   | 0.04%             | 2045-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  41061255 | PA      | $4350797.21   | 0.04%             | 2035-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FVEE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15108192 | PA      | $716814.20    | 0.01%             | 2030-06-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXZ76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 186332000 | PA      | $4136607.67   | 0.04%             | 2031-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HDJK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 122874174 | PA      | $1596688.45   | 0.02%             | 2029-05-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HFP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 100000000 | PA      | $2622360.00   | 0.02%             | 2029-07-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HH6E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 250000000 | PA      | $3605275.00   | 0.03%             | 2029-09-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HHJ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 304798667 | PA      | $13782172.76  | 0.13%             | 2034-09-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HK2E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 198844719 | PA      | $4453783.67   | 0.04%             | 2034-12-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HLJC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 687738961 | PA      | $11984745.46  | 0.11%             | 2030-02-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HQDP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  79830000 | PA      | $1115624.25   | 0.01%             | 2031-01-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| FIRST BUSEY CORPORATION        | First Busey Corp                                                                 | CUSIP: 319383AE5<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4865349.90   | 0.05%             | 2032-06-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  14766000 | PA      | $15050024.01  | 0.14%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                  | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   4763000 | PA      | $4754514.24   | 0.05%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XLVI Ltd                                                    | CUSIP: 55822AAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750624.75   | 0.02%             | 2034-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XL Ltd                                                                 | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |   3900002 | PA      | $3910828.41   | 0.04%             | 2037-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2021-4                                                       | CUSIP: 74938VAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3574620.50   | 0.03%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-5                                    | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5290000 | PA      | $5347127.77   | 0.05%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-4                                    | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9020494.80   | 0.09%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC               | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |  10338000 | PA      | $10150134.76  | 0.10%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP        | Simon Property Group LP                                                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   8902000 | PA      | $10386439.48  | 0.10%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4771000 | PA      | $4660640.52   | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                    | Stratus Funding CLO 2025-1 Ltd                                                   | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5004885.00   | 0.05%             | 2033-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trus | Suntrust Alternative Loan Trust Series 2005-1F                                   | CUSIP: 86789MAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    896616 | PA      | $837405.28    | 0.01%             | 2035-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO XX Ltd                                                              | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2837967 | PA      | $2841878.09   | 0.03%             | 2032-01-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                   | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2759680.28   | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEMPLE TX JNR CLG DIST         | Temple College                                                                   | CUSIP: 880115DA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6035000 | PA      | $4827910.68   | 0.05%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PUBLIC FIN AUTH LEASE | Texas Public Finance Authority                                                   | CUSIP: 882669DF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1455000 | PA      | $1197894.95   | 0.01%             | 2041-02-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                       | State of Texas                                                                   | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |  39247333 | PA      | $41379444.72  | 0.39%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110000000 | PA      | $49842534.50  | 0.47%             | 2043-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2005-AR14 Trust                           | CUSIP: 94982DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290370 | PA      | $286800.97    | 0.00%             | 2035-08-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10554954.00  | 0.10%             | 2058-07-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2463000 | PA      | $2486620.66   | 0.02%             | 2058-10-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C65                                   | CUSIP: 95004WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10577264.00  | 0.10%             | 2058-10-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-3                                     | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6350000 | PA      | $6406650.26   | 0.06%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-1                                     | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3747487 | PA      | $3762683.01   | 0.04%             | 2028-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WILDFLOWER IMPROV ASSN         | Wildflower Improvement Association                                               | CUSIP: 96812GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2047182 | PA      | $2038778.59   | 0.02%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE           | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $6811068.96   | 0.06%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HAMPTON ROADS VA SANTN DIST WS | Hampton Roads Sanitation District                                                | CUSIP: 409327LQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1081099.11   | 0.01%             | 2039-02-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| HILLTOP HOLDINGS INC           | Hilltop Holdings Inc                                                             | CUSIP: 432748AE1<br>LEI: 54930010TA543US0PM65 | Long             | DBT              | CORP              | US        |  11750000 | PA      | $11691250.00  | 0.11%             | 2035-05-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI WSTWTR | City & County Honolulu HI Wastewater System Revenue                              | CUSIP: 4387012B9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3894718.50   | 0.04%             | 2041-07-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5270904.20   | 0.05%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd | Highbridge Loan Management 5-2015 Ltd                                            | CUSIP: 44331DAU3<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7506157.50   | 0.07%             | 2030-10-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR3                                        | CUSIP: 45660LFN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    646735 | PA      | $614202.92    | 0.01%             | 2035-04-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR9                                        | CUSIP: 45660LMV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2648310 | PA      | $1380294.07   | 0.01%             | 2035-07-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR31                                       | CUSIP: 45667QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3050694 | PA      | $2884743.73   | 0.03%             | 2036-11-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2994507.30   | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEA FL WTR & SWR REVENUE       | JEA Water & Sewer System Revenue                                                 | CUSIP: 46613PD37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1059166.30   | 0.01%             | 2040-10-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| JEA FL WTR & SWR REVENUE       | JEA Water & Sewer System Revenue                                                 | CUSIP: 46615SEU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5045000 | PA      | $4622301.14   | 0.04%             | 2041-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KANSAS ST DEV FIN AUTH REVENUE | Kansas Development Finance Authority                                             | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   2040000 | PA      | $2054247.36   | 0.02%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA HSG AUTH          | King County Housing Authority                                                    | CUSIP: 494762PA9<br>LEI: 549300TZU8KSWALVD392 | Long             | DBT              | MUN               | US        |   5900000 | PA      | $5276975.34   | 0.05%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                 | Eli Lilly & Co                                                                   | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10174150.50  | 0.10%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-BNK2                                         | CUSIP: 61690YBW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  58680000 | PA      | $211488.59    | 0.00%             | 2049-11-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YBN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2684358.60   | 0.03%             | 2054-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $6619083.75   | 0.06%             | 2054-06-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust   | Morgan Stanley Reremic Trust                                                     | CUSIP: 61761KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1511178 | PA      | $1357914.17   | 0.01%             | 2036-11-26      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10761778.00  | 0.10%             | 2058-08-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 63 Ltd                                        | CUSIP: 640981AJ5<br>LEI: 254900DDWWKSKL7QS113 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3506464.50   | 0.03%             | 2039-04-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 43 Ltd                                        | CUSIP: 64134AAQ5<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4920410.00   | 0.05%             | 2036-07-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU | New Jersey Turnpike Authority                                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |  20442000 | PA      | $25056035.37  | 0.24%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| NEW ORLEANS LA SEWAGE SVC REVE | City of New Orleans LA Sewerage Service Revenue                                  | CUSIP: 647719QM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1993440.00   | 0.02%             | 2041-06-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| NEW ORLEANS LA WTR REVENUE     | City of New Orleans LA Water System Revenue                                      | CUSIP: 647753MN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7140000 | PA      | $5604278.82   | 0.05%             | 2041-12-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY INDL DEV AGY  | New York City Industrial Development Agency                                      | CUSIP: 64971PLN3<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   5895000 | PA      | $4821140.86   | 0.05%             | 2036-01-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| N TEXAS ST MUNI WTR DIST WTR S | North Texas Municipal Water District Water System Revenue                        | CUSIP: 662903XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5705000 | PA      | $4914356.60   | 0.05%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX | Octagon Investment Partners XXII Ltd                                             | CUSIP: 67572YBW1<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1754040.75   | 0.02%             | 2030-01-22      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd           | OHA Loan Funding 2013-1 Ltd                                                      | CUSIP: 67706HCC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999927.00    | 0.01%             | 2037-04-23      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| OMAHA NE PUBLIC PWR DIST ELEC  | Omaha Public Power District                                                      | CUSIP: 682001GY2<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8152372.00   | 0.08%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2560635.61   | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506873.00   | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PORTLAND ME                    | City of Portland ME                                                              | CUSIP: 736560TN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1526621.89   | 0.01%             | 2039-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PORTLAND ME                    | City of Portland ME                                                              | CUSIP: 736560TP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1494750.93   | 0.01%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PORTLAND ME                    | City of Portland ME                                                              | CUSIP: 736560TQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1460043.55   | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S5 Trust                                                       | CUSIP: 74957EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124053 | PA      | $108011.60    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S7 Trust                                                       | CUSIP: 74958AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    864784 | PA      | $746268.27    | 0.01%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REGIONS BANKS                  | Regions Banks                                                                    | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |  15677000 | PA      | $17201635.28  | 0.16%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S4 Trust                                                       | CUSIP: 762010AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1456327 | PA      | $1184042.28   | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA UNIF SCH DIST     | San Diego Unified School District/CA                                             | CUSIP: 797355N34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8500000 | PA      | $4953308.70   | 0.05%             | 2041-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAN JOAQUIN HILLS CA TRANSPRTN | San Joaquin Hills Transportation Corridor Agency                                 | CUSIP: 798111HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20305000 | PA      | $16244166.50  | 0.15%             | 2050-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-2                                    | CUSIP: 80287JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222528 | PA      | $222769.18    | 0.00%             | 2028-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD         | Thompson Park CLO Ltd                                                            | CUSIP: 884886AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $2999165.00   | 0.03%             | 2034-04-15      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 170396000 | PA      | $1285228.87   | 0.01%             | 2050-12-15      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16442000 | PA      | $747205.05    | 0.01%             | 2051-10-15      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 250000000 | PA      | $256376952.50 | 2.44%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Unity-Peace Park CLO, Ltd.     | Unity-Peace Park CLO Ltd                                                         | CUSIP: 913318AN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4265000 | PA      | $4260398.07   | 0.04%             | 2035-04-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| UNIV OF PITTSBURGH PA OF THE C | University of Pittsburgh-of the Commonwealth System of Higher Education          | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |  31069000 | PA      | $20391647.26  | 0.19%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES    | University of California                                                         | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  22360000 | PA      | $19471736.44  | 0.19%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UNIV OF KENTUCKY KY GEN RECPTS | University of Kentucky                                                           | CUSIP: 914378CU6<br>LEI: 549300CXE3YQ1HXYCQ71 | Long             | DBT              | MUN               | US        |   6250000 | PA      | $6588196.88   | 0.06%             | 2039-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA       | University of Southern California                                                | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |  21972000 | PA      | $21321846.10  | 0.20%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LXII CLO Ltd                                                                | CUSIP: 00192WAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10012420.00  | 0.10%             | 2034-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                         | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3787872.19   | 0.04%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AURORA CO WTR REVENUE          | City of Aurora CO Water Revenue                                                  | CUSIP: 051595CG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2285000 | PA      | $1655409.15   | 0.02%             | 2046-08-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2019-1                                                   | CUSIP: 05683VBJ2<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4994605.00   | 0.05%             | 2034-04-19      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4221596.65   | 0.04%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-HY5                                         | CUSIP: 12544BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4945679 | PA      | $3880928.75   | 0.04%             | 2047-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML11 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 302610AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  32731815 | PA      | $1544614.35   | 0.01%             | 2038-03-25      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| FRENSHIP TX INDEP SCH DIST     | Frenship Independent School District                                             | CUSIP: 357866E32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $5662362.30   | 0.05%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-1                                         | CUSIP: 36269HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4930335 | PA      | $4943089.55   | 0.05%             | 2028-07-17      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| GDB DEBT RECOVERY AUTH OF CMWL | GDB Debt Recovery Authority of Puerto Rico                                       | CUSIP: 36829QAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6435472 | PA      | $6329558.93   | 0.06%             | 2040-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                         | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   8567000 | PA      | $8063301.61   | 0.08%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21976238 | PA      | $1213991.54   | 0.01%             | 2056-12-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15363500 | PA      | $572147.49    | 0.01%             | 2051-07-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                      | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   9500000 | PA      | $8821728.60   | 0.08%             | 2037-01-12      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK HOLDINGS         | National Bank Holdings Corp                                                      | CUSIP: 633707AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8271319.75   | 0.08%             | 2036-02-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya CLO 2021-1 Ltd                                                              | CUSIP: 92918QAQ3<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9991830.00   | 0.10%             | 2034-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust   | CUSIP: 92922FY85<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450760 | PA      | $410309.37    | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2016-C5 Commercial Mortgage Trust                                          | CUSIP: 12636LAJ9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |  46821000 | PA      | $5084.76      | 0.00%             | 2048-11-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-27                                          | CUSIP: 126694NT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    652508 | PA      | $486522.74    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-31                                          | CUSIP: 126694UT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572827 | PA      | $547765.63    | 0.01%             | 2036-01-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-1                                           | CUSIP: 170255AN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1894376 | PA      | $824539.42    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WARRENSVILLE HEIGHTS OH CITY S | Warrensville Heights City School District                                        | CUSIP: 936121JR4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2900000 | PA      | $2373095.52   | 0.02%             | 2045-12-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | CUSIP: 93936FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2957074 | PA      | $2737133.84   | 0.03%             | 2047-01-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR19 Trust                           | CUSIP: 949789AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    926253 | PA      | $869083.72    | 0.01%             | 2036-12-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C37                                   | CUSIP: 95000PAX2<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |   8200000 | PA      | $7448688.12   | 0.07%             | 2049-12-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223ZZ7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |  13490000 | PA      | $13603054.29  | 0.13%             | 2049-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| PINAL CNTY AZ REVENUE OBLGS    | County of Pinal AZ                                                               | CUSIP: 72205REN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14025000 | PA      | $11890848.01  | 0.11%             | 2044-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11065000 | PA      | $10922564.68  | 0.10%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-2                                     | CUSIP: 96042YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5086757.00   | 0.05%             | 2030-03-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021693.00   | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT       | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |  27078000 | PA      | $26984976.24  | 0.26%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9198219 | PA      | $9225023.21   | 0.09%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WHITE BEAR LAKE MN INDEP SCH D | White Bear Lake Independent School District No 624                               | CUSIP: 963439C51<br>LEI: 549300I7BXOUJLASQ618 | Long             | DBT              | MUN               | US        |   8330000 | PA      | $7075831.87   | 0.07%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK TN               | Pinnacle Bank/Nashville TN                                                       | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8898761.03   | 0.08%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 195000000 | PA      | $191922656.25 | 1.83%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wonder Lake Park CLO, Ltd.     | Wonder Lake Park CLO Ltd                                                         | CUSIP: 97816WAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3431767.50   | 0.03%             | 2038-07-24      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| YMCA OF GREATER NY             | YMCA of Greater New York                                                         | CUSIP: 98425BAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24750000 | PA      | $24684257.81  | 0.24%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $57234375.00  | 0.55%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG  | University of Massachusetts Building Authority                                   | CUSIP: 914440LJ9<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |  20500000 | PA      | $21474875.45  | 0.20%             | 2040-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNIV OK REVENUES               | University of Oklahoma/The                                                       | CUSIP: 91476PWW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1264551.60   | 0.01%             | 2041-07-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN       | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |  18984000 | PA      | $16059128.10  | 0.15%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH       | Virginia Housing Development Authority                                           | CUSIP: 92812WEE0<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   3155000 | PA      | $2777670.83   | 0.03%             | 2042-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust   | CUSIP: 92922FX86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171000 | PA      | $160936.38    | 0.00%             | 2035-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust                   | CUSIP: 92925GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830649 | PA      | $767559.14    | 0.01%             | 2036-12-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust   | CUSIP: 93934FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    734139 | PA      | $705825.53    | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust | CUSIP: 93936AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1338962 | PA      | $1068952.50   | 0.01%             | 2037-02-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST UNIV             | Washington State University                                                      | CUSIP: 9400932L0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4718615.60   | 0.04%             | 2041-04-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C40                                   | CUSIP: 95000YBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1924435.60   | 0.02%             | 2050-10-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36427311 | PA      | $929504.77    | 0.01%             | 2052-05-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 113763146 | PA      | $3890938.50   | 0.04%             | 2052-08-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14500000 | PA      | $15438057.20  | 0.15%             | 2058-02-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  87160069 | PA      | $4751522.46   | 0.05%             | 2058-10-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Whetstone Park CLO Ltd         | Whetstone Park CLO Ltd                                                           | CUSIP: 96329YAE7<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1307938.80   | 0.01%             | 2035-01-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C2                                      | CUSIP: 17291CBU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9403500 | PA      | $9304832.84   | 0.09%             | 2049-08-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2018-B2                                      | CUSIP: 17327FBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49202000 | PA      | $410457.84    | 0.00%             | 2051-03-10      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30318LAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  31447792 | PA      | $3582217.95   | 0.03%             | 2037-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML09 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30319NAA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  42329089 | PA      | $4482227.21   | 0.04%             | 2040-02-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                  | CUSIP: 3136BXL93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 149913400 | PA      | $7745335.78   | 0.07%             | 2035-10-25      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BUXA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  79423000 | PA      | $142627.82    | 0.00%             | 2026-12-25      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BXR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 114909980 | PA      | $534147.55    | 0.01%             | 2027-03-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F8ZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 108000000 | PA      | $4512866.40   | 0.04%             | 2030-12-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FJEK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 147853473 | PA      | $389860.04    | 0.00%             | 2028-08-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr | GLS Auto Select Receivables Trust 2023-1                                         | CUSIP: 36267FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $766003.88    | 0.01%             | 2029-03-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT | Golub Capital Partners CLO 72 B Ltd                                              | CUSIP: 381941AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1280000 | PA      | $1280875.52   | 0.01%             | 2037-04-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38382JE69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23757956 | PA      | $19239972.43  | 0.18%             | 2050-09-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPRTN CORP T | Grand Parkway Transportation Corp                                                | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9705000 | PA      | $10191566.97  | 0.10%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2077748.02   | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HAWAII ST                      | State of Hawaii                                                                  | CUSIP: 419792F27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3950000 | PA      | $3254358.00   | 0.03%             | 2039-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                | Impac CMB Trust Series 2005-5                                                    | CUSIP: 45254NPW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271329 | PA      | $263896.31    | 0.00%             | 2035-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR25                                       | CUSIP: 45661HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1822644 | PA      | $1144120.86   | 0.01%             | 2036-09-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2005-S3                                                 | CUSIP: 466247ZS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46266 | PA      | $20386.37     | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES        | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3344828.50   | 0.03%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT       | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  10230000 | PA      | $8758503.71   | 0.08%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XIX Ltd                                                                | CUSIP: 55954KAW5<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10014220.00  | 0.10%             | 2034-04-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XIX Ltd                                                                | CUSIP: 55954KBA2<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10026090.00  | 0.10%             | 2034-04-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.          | Marble Point CLO XV Ltd                                                          | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   3133273 | PA      | $3133589.95   | 0.03%             | 2032-07-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4097651.72   | 0.04%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST HLTH & HGR EDUCTNL | Maryland Health & Higher Educational Facilities Authority                        | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8143420.00   | 0.08%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2491847.50   | 0.02%             | 2032-08-08      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2022-4 Ltd                                            | CUSIP: 69702YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001608.00   | 0.02%             | 2031-07-24      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT CA UNIF SCH DIST     | Paramount Unified School District                                                | CUSIP: 699211PW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13425000 | PA      | $9780329.99   | 0.09%             | 2051-08-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC        | Piedmont Healthcare Inc                                                          | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |  12924000 | PA      | $9471592.62   | 0.09%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| POMONA CA UNIF SCH DIST        | Pomona Unified School District                                                   | CUSIP: 732098PS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $1892668.28   | 0.02%             | 2040-08-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| TOWNEBANK/PORTSMOUTH VA        | Towne Bank/Portsmouth VA                                                         | CUSIP: 89214PDD8<br>LEI: 54930039UO39UJGI7078 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $4974870.26   | 0.05%             | 2032-02-15      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| TRI-CNTY MET TRANSPRTN DIST OR | Tri-County Metropolitan Transportation District of Oregon                        | CUSIP: 89546RRU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3750000 | PA      | $3227575.88   | 0.03%             | 2044-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C6                                            | CUSIP: 90276UBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  63420500 | PA      | $546621.29    | 0.01%             | 2050-12-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| UJA FEDERATION NEW YORK        | United Jewish Appeal-Federation of Jewish Philanthropies of New York Inc         | CUSIP: 910751AK2<br>LEI: 549300KFOHUQO5KVF916 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $4202337.41   | 0.04%             | 2031-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UTAH ST TRANSIT AUTH SALES TAX | Utah Transit Authority                                                           | CUSIP: 917567EW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18350000 | PA      | $15641538.17  | 0.15%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURA CNTY CA PUBLIC FING AU | Ventura County Public Financing Authority                                        | CUSIP: 923078DK2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8179713.00   | 0.08%             | 2043-11-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH       | Virginia Housing Development Authority                                           | CUSIP: 92812VK62<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   1205000 | PA      | $906475.47    | 0.01%             | 2045-09-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP              | Vornado Realty LP                                                                | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4263887.17   | 0.04%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya CLO 2022-4 Ltd                                                              | CUSIP: 92920LAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3754440.00   | 0.04%             | 2037-04-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY          | Washington University/The                                                        | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |  25246000 | PA      | $19895590.23  | 0.19%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                 | Alinea CLO 2018-1 Ltd                                                            | CUSIP: 016269AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3003009.00   | 0.03%             | 2031-07-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR5 Trust                            | CUSIP: 94983RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1903373 | PA      | $1927712.22   | 0.02%             | 2036-04-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2007-AR3 Trust                            | CUSIP: 94983UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358513 | PA      | $320106.10    | 0.00%             | 2037-04-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1771217.00   | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-30T1                                                 | CUSIP: 02146VAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8384527 | PA      | $2513684.62   | 0.02%             | 2036-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-26CB                                                 | CUSIP: 02147WAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5303304 | PA      | $2450318.95   | 0.02%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-4CB                                                  | CUSIP: 02148FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    853890 | PA      | $721076.17    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-C63                                   | CUSIP: 94990FAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 147039000 | PA      | $4831319.24   | 0.05%             | 2057-08-15      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C53                                   | CUSIP: 95002BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $4882656.48   | 0.05%             | 2052-10-15      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4003189 | PA      | $1830816.57   | 0.02%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust     | BMO 2022-C1 Mortgage Trust                                                       | CUSIP: 05609MAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30550000 | PA      | $2793950.25   | 0.03%             | 2055-02-17      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C47                                   | CUSIP: 95002DBN8<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        | 164144000 | PA      | $770688.91    | 0.01%             | 2061-09-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C57                                   | CUSIP: 95002XBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74972000 | PA      | $2207692.99   | 0.02%             | 2053-08-15      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust     | BMO 2022-C1 Mortgage Trust                                                       | CUSIP: 05609MCF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7523845.60   | 0.07%             | 2055-02-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 131105703 | PA      | $10365466.02  | 0.10%             | 2058-02-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C61                                   | CUSIP: 95003QCN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9132000 | PA      | $621347.67    | 0.01%             | 2054-11-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10909000 | PA      | $1668887.18   | 0.02%             | 2058-02-15      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI | Bay Area Toll Authority                                                          | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |  12010000 | PA      | $13053260.66  | 0.12%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI | Bay Area Toll Authority                                                          | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   7130000 | PA      | $8352006.42   | 0.08%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust       | Bear Stearns ALT-A Trust 2006-6                                                  | CUSIP: 073868AM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663339 | PA      | $279613.64    | 0.00%             | 2036-11-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11513000 | PA      | $567598.96    | 0.01%             | 2052-03-15      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12071000 | PA      | $535149.68    | 0.01%             | 2057-08-15      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B20 Mortgage Trust                                                | CUSIP: 08162XBK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  79394000 | PA      | $1694649.05   | 0.02%             | 2053-10-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 104875484 | PA      | $7505749.64   | 0.07%             | 2058-02-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| WSTRN MN MUNI PWR AGY          | Western Minnesota Municipal Power Agency                                         | CUSIP: 958697LC6<br>LEI: 549300LFJK9CQSN2NJ11 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3201596.40   | 0.03%             | 2046-01-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10399370.00  | 0.10%             | 2057-09-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6370683.00   | 0.06%             | 2058-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2022-2                                     | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5337536 | PA      | $5350679.57   | 0.05%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| WYANDOTTE CNTY KS UNIF SCH DIS | Wyandotte County Unified School District No 500 Kansas City                      | CUSIP: 982696SE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1666087.60   | 0.02%             | 2040-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2026-B42 Mortgage Trust                                                | CUSIP: 08164FAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  54848000 | PA      | $3490526.72   | 0.03%             | 2059-03-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2026-B42 Mortgage Trust                                                | CUSIP: 08164FAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10376178.00  | 0.10%             | 2059-03-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2026-V20 Mortgage Trust                                                | CUSIP: 08164KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4419594.55   | 0.04%             | 2059-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5140000 | PA      | $5483768.34   | 0.05%             | 2057-07-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-B41 Mortgage Trust                                                | CUSIP: 081935AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  84759981 | PA      | $6366762.94   | 0.06%             | 2068-07-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO 2018-3 Ltd                                                      | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1165000 | PA      | $1168001.04   | 0.01%             | 2030-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO XXXI Ltd                                                        | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11250000 | PA      | $11265018.75  | 0.11%             | 2034-04-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 108985459 | PA      | $6465540.58   | 0.06%             | 2058-10-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C11 Mortgage Trust                                                     | CUSIP: 096941AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6303007.20   | 0.06%             | 2058-07-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  90567295 | PA      | $2659916.16   | 0.03%             | 2052-12-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-14                                          | CUSIP: 12669FT45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854207 | PA      | $829760.92    | 0.01%             | 2034-08-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-24                                          | CUSIP: 12669GCP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2923009 | PA      | $3027039.73   | 0.03%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030552 | PA      | $967739.91    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2006-7                                                | CUSIP: 22942KBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579513 | PA      | $432455.99    | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-J6                                                   | CUSIP: 23244EAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1894950 | PA      | $857675.18    | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TRANSIT S | Dallas Area Rapid Transit                                                        | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |  15110000 | PA      | $15880650.80  | 0.15%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DALLAS TX CONVENTION CENTER HO | Dallas Convention Center Hotel Development Corp                                  | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  27715000 | PA      | $31496160.22  | 0.30%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| DANA INC                       | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2159551.02   | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-5                                       | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2520000 | PA      | $2536941.71   | 0.02%             | 2030-01-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-4                                       | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1807304.40   | 0.02%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35211000 | PA      | $1615628.57   | 0.02%             | 2030-11-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FBBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  95464178 | PA      | $522885.94    | 0.00%             | 2027-08-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FHPL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 408433340 | PA      | $1397781.42   | 0.01%             | 2028-07-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  54977000 | PA      | $2849034.59   | 0.03%             | 2030-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40865759 | PA      | $2461365.10   | 0.02%             | 2030-07-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  59224208 | PA      | $3463384.33   | 0.03%             | 2035-10-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HASM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 253952853 | PA      | $4377613.88   | 0.04%             | 2033-08-25      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA1                     | CUSIP: 32051GS63<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |   1758619 | PA      | $679101.94    | 0.01%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXI Ltd                                                               | CUSIP: 55952FAS7<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5395736.50   | 0.05%             | 2034-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIII Ltd                                                              | CUSIP: 55954RAL4<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4670380.00   | 0.04%             | 2035-01-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777PY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1495000 | PA      | $1247046.18   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777PZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1240760.74   | 0.01%             | 2038-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  10830000 | PA      | $11105676.24  | 0.11%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |  18680000 | PA      | $19412243.86  | 0.18%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | Commonwealth of Massachusetts                                                    | CUSIP: 57582RR32<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3250000 | PA      | $2553164.25   | 0.02%             | 2043-09-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513588.50   | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-11                                             | CUSIP: 576434XB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134373 | PA      | $138880.09    | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SPL OBLIG   | County of Miami-Dade FL                                                          | CUSIP: 59333NNM1<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |   6755000 | PA      | $3485842.09   | 0.03%             | 2042-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S6 Trust                                                       | CUSIP: 74957VAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391138 | PA      | $344676.15    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2007-S7 Trust                                                       | CUSIP: 76200RAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1253452 | PA      | $1040977.98   | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SALT RIVER AZ PROJ AGRIC IMPT  | Salt River Project Agricultural Improvement & Power District                     | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |   9665000 | PA      | $9699695.42   | 0.09%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK CORP           | SOUTHSTATE BANK CORP                                                             | CUSIP: 840441AA7<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $11133403.37  | 0.11%             | 2035-06-13      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHSIDE BANCSHARES INC       | Southside Bancshares Inc                                                         | CUSIP: 84470PAG4<br>LEI: 549300TC83207VQA2K65 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $8065222.50   | 0.08%             | 2035-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI       | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3822517.50   | 0.04%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC            | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386265.12    | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $48705283.00  | 0.46%             | 2042-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-3                                     | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5049459.00   | 0.05%             | 2029-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO 11, Limited           | Zais Clo 11 Ltd                                                                  | CUSIP: 98887YAN7<br>LEI: 549300FPW2E2MXLOFH93 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5004470.00   | 0.05%             | 2032-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC         | Arbor Realty Trust Inc                                                           | CUSIP: 038923AQ1<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4799417.85   | 0.05%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust | Adjustable Rate Mortgage Trust 2005-3                                            | CUSIP: 007036HV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2593 | PA      | $2585.73      | 0.00%             | 2035-07-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CA JT PWRS AUTH L | Alameda County Joint Powers Authority                                            | CUSIP: 010831BE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  31305000 | PA      | $36214603.85  | 0.34%             | 2044-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust Resecuritization 2008-2R                                  | CUSIP: 021482AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6778339 | PA      | $3092751.20   | 0.03%             | 2037-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-39CB                                                 | CUSIP: 02148JAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1904774 | PA      | $1579956.78   | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5159203 | PA      | $2433443.28   | 0.02%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                                                   | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  11310000 | PA      | $7274400.18   | 0.07%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-3                              | CUSIP: 02490BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6350000 | PA      | $6402036.98   | 0.06%             | 2030-07-12      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-2                              | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7915460.18   | 0.08%             | 2030-04-12      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C7                                                     | CUSIP: 05492VAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17140000 | PA      | $637188.07    | 0.01%             | 2053-04-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C9                                                     | CUSIP: 05493EBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  68467000 | PA      | $2932537.46   | 0.03%             | 2054-02-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C11                                                    | CUSIP: 05493MAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1293297.45   | 0.01%             | 2054-09-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | Barclays Commercial Mortgage Trust 2019-C3                                       | CUSIP: 05550MAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  56340000 | PA      | $1331348.00   | 0.01%             | 2052-05-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10396406.00  | 0.10%             | 2057-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C39                                                    | CUSIP: 05556YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37848000 | PA      | $1486711.07   | 0.01%             | 2058-12-15      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C13 Mortgage Trust                                                      | CUSIP: 05592YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 118257870 | PA      | $9200308.52   | 0.09%             | 2058-10-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5174000 | PA      | $5595962.98   | 0.05%             | 2058-02-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK25                                                                  | CUSIP: 06539WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 155203781 | PA      | $4179079.09   | 0.04%             | 2063-01-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK24                                                                  | CUSIP: 06540VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 174693000 | PA      | $1431609.14   | 0.01%             | 2062-11-15      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3930532 | PA      | $3489692.18   | 0.03%             | 2053-11-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                                  | CUSIP: 06541UCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $951502.97    | 0.01%             | 2053-12-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 Trust 2025-5YR13                                                           | CUSIP: 06650CAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10510690.00  | 0.10%             | 2058-01-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI | Bay Area Toll Authority                                                          | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   3695000 | PA      | $4322582.82   | 0.04%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C28                                                    | CUSIP: 07336WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 154907000 | PA      | $7330028.84   | 0.07%             | 2057-09-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  80280485 | PA      | $2864407.72   | 0.03%             | 2057-12-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 169223000 | PA      | $4607705.38   | 0.04%             | 2057-12-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12022000 | PA      | $1510126.70   | 0.01%             | 2058-07-15      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  93260000 | PA      | $1139515.96   | 0.01%             | 2052-08-15      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  99123000 | PA      | $2896939.06   | 0.03%             | 2054-03-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50352907 | PA      | $2290921.32   | 0.02%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B29 Mortgage Trust                                                | CUSIP: 08163JAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1089000 | PA      | $940413.36    | 0.01%             | 2054-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B29 Mortgage Trust                                                | CUSIP: 08163JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $4459393.80   | 0.04%             | 2054-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39202000 | PA      | $2739718.01   | 0.03%             | 2055-01-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO V-B Ltd                                              | CUSIP: 08181JAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1854806.30   | 0.02%             | 2037-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  72280000 | PA      | $4367829.80   | 0.04%             | 2058-09-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-C10 Mortgage Trust                                                      | CUSIP: 096920AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 135745000 | PA      | $3223780.86   | 0.03%             | 2057-11-15      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.        | Buckhorn Park CLO Ltd                                                            | CUSIP: 118382BC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12000000 | PA      | $12035076.00  | 0.11%             | 2034-07-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BYLINE BANCORP INC             | Byline Bancorp Inc                                                               | CUSIP: 124411AD1<br>LEI: 549300W7ODP4YL2H4823 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6570301.27   | 0.06%             | 2035-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust  | CHI Commercial Mortgage Trust 2025-110W                                          | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2550198.00   | 0.02%             | 2040-12-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CNB FINANCIAL CORP/PA          | CNB Financial Corp/PA                                                            | CUSIP: 126128AB3<br>LEI: 254900RUYUOKD91VNX69 | Long             | SN               | CORP              | US        |   3000000 | PA      | $2926238.10   | 0.03%             | 2031-06-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-13CB                                                 | CUSIP: 12667FKJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4466670 | PA      | $4712600.76   | 0.04%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-21CB                                                 | CUSIP: 12667GKC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1933618 | PA      | $1446651.57   | 0.01%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-J13                                                  | CUSIP: 12668AD28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    574830 | PA      | $391230.06    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-86CB                                                 | CUSIP: 12668BFH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837425 | PA      | $467171.44    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-86CB                                                 | CUSIP: 12668BFK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116047 | PA      | $64738.56     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2003-42                                          | CUSIP: 12669EH74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309630 | PA      | $308291.96    | 0.00%             | 2033-10-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY MUNI CT | California Housing Finance Agency                                                | CUSIP: 13033DAH8<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  30508646 | PA      | $1160548.91   | 0.01%             | 2035-03-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST INFRASTRUCTURE & | California Infrastructure & Economic Development Bank                            | CUSIP: 13034A7E4<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |   7505000 | PA      | $4052700.00   | 0.04%             | 2065-01-01      | Variable      | 12.00%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-5 Ltd                                  | CUSIP: 14312JBQ4<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   9370000 | PA      | $9379885.35   | 0.09%             | 2032-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-5 Ltd                                  | CUSIP: 14312JBU5<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |  10100000 | PA      | $10114412.70  | 0.10%             | 2032-01-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2006-S4                                      | CUSIP: 16162YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3958334 | PA      | $1556794.15   | 0.01%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-S1                                      | CUSIP: 16163FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4011432 | PA      | $1563211.97   | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLONY TX ECON DEV CORP SALES  | Colony Economic Development Corp                                                 | CUSIP: 19625CAD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5000073.00   | 0.05%             | 2042-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US       | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2256927.75   | 0.02%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 83 CLO Ltd                                                                | CUSIP: 26246EAL2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |  14346000 | PA      | $14360977.22  | 0.14%             | 2037-04-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2005-A15                                  | CUSIP: 45660L4G1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3447306 | PA      | $1251736.69   | 0.01%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2005-A11CB                                | CUSIP: 45660LA41<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3391686 | PA      | $1123380.78   | 0.01%             | 2035-10-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2005-A5                                   | CUSIP: 45660LKD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    924806 | PA      | $619320.39    | 0.01%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2003-A9                                   | CUSIP: 45660NSX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    691086 | PA      | $623886.17    | 0.01%             | 2033-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2006-11                                       | CUSIP: 61749WAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1909407 | PA      | $760152.95    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                         | CUSIP: 63607VAB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4755000 | PA      | $3319685.66   | 0.03%             | 2037-10-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 34 Ltd                                        | CUSIP: 64132YBQ4<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502836.50   | 0.01%             | 2039-07-20      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| NEW MEMPHIS ARENA PUBLIC BLDG  | New Memphis Arena Public Building Authority                                      | CUSIP: 64704CAP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $2271040.80   | 0.02%             | 2045-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN  | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  13955000 | PA      | $14786715.21  | 0.14%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AR3              | CUSIP: 65535VMG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33449 | PA      | $33384.77     | 0.00%             | 2035-07-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                | Oaktree CLO 2019-4 Ltd                                                           | CUSIP: 67402CBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2205460.40   | 0.02%             | 2037-07-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| OHIO ST HOSP FAC REVENUE       | State of Ohio                                                                    | CUSIP: 677561JU7<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |   1005000 | PA      | $905024.41    | 0.01%             | 2043-01-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH       | Oklahoma Development Finance Authority                                           | CUSIP: 6789084H4<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   8830585 | PA      | $9220908.77   | 0.09%             | 2042-10-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4228892.59   | 0.04%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUTNAM CNTY TN                 | County of Putnam TN                                                              | CUSIP: 746673B84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4195000 | PA      | $3380052.45   | 0.03%             | 2039-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUTNAM CNTY TN                 | County of Putnam TN                                                              | CUSIP: 746673C26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4360000 | PA      | $3423719.65   | 0.03%             | 2041-04-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2079444.00   | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS6 Trust                                                       | CUSIP: 75116CBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2154324 | PA      | $1847418.92   | 0.02%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RBSSP Resecuritization Trust   | RBSSP Resecuritization Trust 2009-7                                              | CUSIP: 75524MAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3521229 | PA      | $1717160.44   | 0.02%             | 2036-03-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $6361674.52   | 0.06%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S3 Trust                                                       | CUSIP: 76111XN74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1244137 | PA      | $1015457.76   | 0.01%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC       | SCE Recovery Funding LLC                                                         | CUSIP: 78433LAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8283825.36   | 0.08%             | 2050-09-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Suntrust Adjustable Rate Mortg | STARM Mortgage Loan Trust 2007-2                                                 | CUSIP: 78473TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395595 | PA      | $135267.02    | 0.00%             | 2037-04-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| SALT LAKE CNTY UT CONVENTION H | County of Salt Lake UT Convention Hotel Revenue                                  | CUSIP: 79567VAE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4534656.50   | 0.04%             | 2047-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-6                                    | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5177097.00   | 0.05%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-3                                    | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3580214.40   | 0.03%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-1                                    | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013050.60   | 0.01%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-3                                    | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12397996 | PA      | $12430021.60  | 0.12%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-6                                    | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9505000 | PA      | $9614622.12   | 0.09%             | 2031-02-18      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI       | Standard Building Solutions Inc                                                  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999188.60    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2007-6                     | CUSIP: 86364CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3237452 | PA      | $3130927.79   | 0.03%             | 2037-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                   | Summa Health                                                                     | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |  20883000 | PA      | $16021772.77  | 0.15%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trus | Suntrust Alternative Loan Trust Series 2005-1F                                   | CUSIP: 86789MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    521083 | PA      | $488326.92    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TACOMA WA WTR REVENUE          | City of Tacoma WA Water Revenue                                                  | CUSIP: 873547GW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  30000000 | PA      | $32076654.00  | 0.31%             | 2039-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C53                                   | CUSIP: 95002BAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 105325000 | PA      | $1759928.09   | 0.02%             | 2052-10-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C61                                   | CUSIP: 95003QBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5400000 | PA      | $4862971.62   | 0.05%             | 2054-11-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1595095.50   | 0.02%             | 2058-01-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4851986.40   | 0.05%             | 2058-02-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2004-1 Trust                                             | CUSIP: 05946XFX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2125478 | PA      | $2121294.71   | 0.02%             | 2034-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-7 Trust                                             | CUSIP: 05946XU43<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2400 | PA      | $2504.33      | 0.00%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2007-1 Trust                                            | CUSIP: 05952HBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1383880 | PA      | $1225716.75   | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK34                                                                  | CUSIP: 06541JAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1327892.55   | 0.01%             | 2063-06-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK34                                                                  | CUSIP: 06541JAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $6848922.40   | 0.07%             | 2063-06-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2022-B33 Mortgage Trust                                                | CUSIP: 08163PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21919000 | PA      | $1746260.43   | 0.02%             | 2055-03-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2023-B38 Mortgage Trust                                                | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $12260140.80  | 0.12%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V9 Mortgage Trust                                                 | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10474107.00  | 0.10%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 101188037 | PA      | $2863803.59   | 0.03%             | 2057-02-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C7 Mortgage Trust                                                      | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5688541.10   | 0.05%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C11 Mortgage Trust                                                     | CUSIP: 096941AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61964216 | PA      | $2716312.93   | 0.03%             | 2058-07-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2007-2                                                | CUSIP: 126384AU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1191733 | PA      | $548714.86    | 0.01%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC         | CACI International Inc                                                           | CUSIP: 127190AG1<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    750000 | PA      | $773849.89    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A | California Health Facilities Financing Authority                                 | CUSIP: 13032UMP0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |  12000000 | PA      | $13529228.40  | 0.13%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY MUNI CT | California Housing Finance Agency                                                | CUSIP: 13033DAK1<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  24539036 | PA      | $1063767.23   | 0.01%             | 2036-08-20      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-A1                                      | CUSIP: 16162WPD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555803 | PA      | $531048.86    | 0.01%             | 2035-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4950000 | PA      | $4888788.30   | 0.05%             | 2034-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AUSTIN TX INDEP SCH DIST       | Austin Independent School District                                               | CUSIP: 052430SA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12265000 | PA      | $9902304.74   | 0.09%             | 2038-08-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL O'HARE INTERNATIONA | Chicago O'Hare International Airport                                             | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  25935000 | PA      | $29298294.89  | 0.28%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P6                                      | CUSIP: 17291EAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6835000 | PA      | $6424714.09   | 0.06%             | 2049-12-10      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | CGMS Commercial Mortgage Trust 2017-B1                                           | CUSIP: 17326CBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38016000 | PA      | $104068.80    | 0.00%             | 2050-08-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO ARPT REV | City & County of Denver CO Airport System Revenue                                | CUSIP: 249182AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10470000 | PA      | $11915824.29  | 0.11%             | 2039-11-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR       | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |  11175000 | PA      | $10842087.36  | 0.10%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | Commonwealth of Massachusetts                                                    | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  14150000 | PA      | $14846463.00  | 0.14%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST CLG BLDG AUTH | Massachusetts State College Building Authority                                   | CUSIP: 575832TX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5300000 | PA      | $5695847.99   | 0.05%             | 2040-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CA REGL TRANSPR | San Diego County Regional Transportation Commission                              | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |  16900000 | PA      | $17676455.29  | 0.17%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                | Allegro CLO X Ltd                                                                | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |    342669 | PA      | $342754.15    | 0.00%             | 2032-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| AMER AGCREDIT ACA              | American AgCredit Corp                                                           | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   6500000 | PA      | $6452322.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-3                              | CUSIP: 02490BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3607211 | PA      | $3610889.38   | 0.03%             | 2028-08-14      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2025-4                              | CUSIP: 024948AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5060901.00   | 0.05%             | 2031-01-13      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-4                              | CUSIP: 02530CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3625431 | PA      | $3652319.33   | 0.03%             | 2030-09-12      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-3                              | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7485000 | PA      | $7663967.85   | 0.07%             | 2029-10-12      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2026-1                              | CUSIP: 02531FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13500000 | PA      | $13502781.00  | 0.13%             | 2029-07-12      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2026-1                              | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7050971.20   | 0.07%             | 2033-01-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH  | American Municipal Power Inc                                                     | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |  18575000 | PA      | $20048266.84  | 0.19%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L       | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1262889.60   | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XLVI Ltd                                                              | CUSIP: 03770RAY8<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |   4500000 | PA      | $4438125.00   | 0.04%             | 2038-10-24      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Sec | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4650000 | PA      | $4418414.66   | 0.04%             | 2053-05-15      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK49                                                                  | CUSIP: 05494FCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7534450.70   | 0.07%             | 2058-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74931500 | PA      | $3487057.24   | 0.03%             | 2054-07-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-3 Trust                                             | CUSIP: 05946XWC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50914 | PA      | $48603.39     | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006 J Trust                                             | CUSIP: 05951EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78064 | PA      | $68010.45     | 0.00%             | 2047-01-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-I Trust                                             | CUSIP: 05951VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250440 | PA      | $234668.77    | 0.00%             | 2036-12-20      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR18                                                                 | CUSIP: 06604CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74964750 | PA      | $3355287.29   | 0.03%             | 2058-12-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2026-5YR20                                                                 | CUSIP: 06650JAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4675671.00   | 0.04%             | 2059-02-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2005-AC5                            | CUSIP: 073879ZW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352956 | PA      | $203742.49    | 0.00%             | 2035-08-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2006-AC4                            | CUSIP: 07388WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2220659 | PA      | $1740356.06   | 0.02%             | 2036-07-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2006-AC4                            | CUSIP: 07388WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513533 | PA      | $671649.99    | 0.01%             | 2036-07-25      | Floating      | 19.84%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 114820199 | PA      | $3132892.09   | 0.03%             | 2053-02-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65842332 | PA      | $2581743.69   | 0.02%             | 2054-03-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 109029287 | PA      | $5156921.74   | 0.05%             | 2054-08-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2021-VII Ltd                                                        | CUSIP: 12567HAW2<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1716576.75   | 0.02%             | 2035-01-23      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-C8 Commercial Mortgage Trust                                          | CUSIP: 12595BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74773000 | PA      | $271717.60    | 0.00%             | 2050-06-15      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C17 Commercial Mortgage Trust                                         | CUSIP: 12597BAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  75203878 | PA      | $2612372.15   | 0.02%             | 2052-09-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3925000 | PA      | $3373313.38   | 0.03%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust Series 2006-4                                         | CUSIP: 12637HAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1179251 | PA      | $76432.07     | 0.00%             | 2036-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Series 2011-12R                                                             | CUSIP: 12645VCA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184724 | PA      | $184140.88    | 0.00%             | 2036-07-27      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Trust 2013-2R                                                               | CUSIP: 12646PDL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1585032 | PA      | $1048154.76   | 0.01%             | 2037-05-27      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2023-A                                                | CUSIP: 12664LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308649 | PA      | $308993.86    | 0.00%             | 2029-04-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CAMPBELL CA UNION SCH DIST     | Campbell Union School District                                                   | CUSIP: 134141ZL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4600000 | PA      | $2791843.04   | 0.03%             | 2040-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.        | Chenango Park CLO Ltd                                                            | CUSIP: 16409TAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5750000 | PA      | $5773517.50   | 0.05%             | 2030-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC              | Cisco Systems Inc                                                                | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2876906.31   | 0.03%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13459943 | PA      | $13422615.89  | 0.13%             | 2049-05-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470EF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1292071 | PA      | $912062.97    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust Series 2006-1                                         | CUSIP: 225470UK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218111 | PA      | $196131.67    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                          | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1145000 | PA      | $981406.98    | 0.01%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7600000 | PA      | $5878163.38   | 0.06%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14160000 | PA      | $17225394.61  | 0.16%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DETROIT MI                     | City of Detroit MI                                                               | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   8650568 | PA      | $7069602.30   | 0.07%             | 2044-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DOUGLAS CNTY WA PUBLIC UTILITY | Douglas County Public Utility District No 1 Wells Hydroelectric Project Revenue  | CUSIP: 259561PU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8850000 | PA      | $8990101.70   | 0.09%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust   | Drive Auto Receivables Trust 2024-1                                              | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6666813 | PA      | $6690175.16   | 0.06%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQXN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20050000 | PA      | $121723.55    | 0.00%             | 2026-10-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24099000 | PA      | $301620.67    | 0.00%             | 2027-03-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35532233 | PA      | $1977930.18   | 0.02%             | 2030-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2007-AR1                               | CUSIP: 32053EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600370 | PA      | $235421.16    | 0.00%             | 2037-05-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| FIRST NATIONAL OF NEBRAS       | First National of Nebraska Inc                                                   | CUSIP: 32119CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15550000 | PA      | $16188745.02  | 0.15%             | 2035-06-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| FULLERTON CA PUBLIC FING AUTH  | Fullerton Public Financing Authority                                             | CUSIP: 35981TAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    895000 | PA      | $975612.20    | 0.01%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC       | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1836667.17   | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8162402.64   | 0.08%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR23                                       | CUSIP: 45660LF95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790074 | PA      | $763815.90    | 0.01%             | 2035-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR25                                       | CUSIP: 45660LQ93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1677265 | PA      | $893618.60    | 0.01%             | 2035-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2004-AR11                                       | CUSIP: 45660N6Q3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765757 | PA      | $709769.77    | 0.01%             | 2034-12-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2004-R2                                   | CUSIP: 45660NW68<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1164753 | PA      | $1185965.23   | 0.01%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                | Invesco US CLO 2024-1 Ltd                                                        | CUSIP: 46148JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11625000 | PA      | $11631521.63  | 0.11%             | 2037-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-12                                                 | CUSIP: 46592WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10219499 | PA      | $8779241.77   | 0.08%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                 | Microsoft Corp                                                                   | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  14510000 | PA      | $9130291.55   | 0.09%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC          | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5018939.40   | 0.05%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOOG INC                       | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |  10393000 | PA      | $10369277.98  | 0.10%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  70387500 | PA      | $2411496.87   | 0.02%             | 2054-05-15      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11402000 | PA      | $10319709.62  | 0.10%             | 2054-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-L2                                           | CUSIP: 61768HAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 127093000 | PA      | $2223225.14   | 0.02%             | 2052-03-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  47994297 | PA      | $1966393.55   | 0.02%             | 2058-03-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | Nature Conservancy/The                                                           | CUSIP: 63902HAP4<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1081025.84   | 0.01%             | 2031-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | Nature Conservancy/The                                                           | CUSIP: 63902HAQ2<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $983718.26    | 0.01%             | 2032-07-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE      | North Texas Tollway Authority                                                    | CUSIP: 66285WD29<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1247710.35   | 0.01%             | 2039-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| OREGON ST                      | State of Oregon                                                                  | CUSIP: 68608KA32<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |   3870000 | PA      | $4021207.48   | 0.04%             | 2039-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC       | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $207993.39    | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE     | Public Finance Authority                                                         | CUSIP: 74442PG25<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5097901.00   | 0.05%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI LEASE REVEN | Public Finance Authority                                                         | CUSIP: 74445HAJ9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   3635000 | PA      | $3670079.93   | 0.03%             | 2031-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS10 Trust                                                      | CUSIP: 74924DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206197 | PA      | $174338.07    | 0.00%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RENASANT CORP                  | Renasant Corp                                                                    | CUSIP: 75970EAE7<br>LEI: 549300OVE6OZHW2UUH81 | Long             | DBT              | CORP              | US        |   8030000 | PA      | $7447825.00   | 0.07%             | 2031-12-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SIMMONS FIRST NTL CORP         | Simmons First National Corp                                                      | CUSIP: 828730AC5<br>LEI: 549300IVR5AJKUVOGN05 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10169366.70  | 0.10%             | 2035-10-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SPRING BRANCH TX INDEP SCH DIS | Spring Branch Independent School District                                        | CUSIP: 849476TS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  19030000 | PA      | $16612160.48  | 0.16%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd           | Steele Creek CLO 2019-1 LTD                                                      | CUSIP: 85817BAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10015780.00  | 0.10%             | 2032-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2004-18                    | CUSIP: 863579FV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256904 | PA      | $239752.16    | 0.00%             | 2034-12-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2006-1                     | CUSIP: 863579Q43<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    872705 | PA      | $661115.23    | 0.01%             | 2036-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2007-5                     | CUSIP: 86363XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1031031 | PA      | $988258.71    | 0.01%             | 2037-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu | TBW Mortgage-Backed Trust Series 2006-2                                          | CUSIP: 878048AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80750 | PA      | $6415.77      | 0.00%             | 2036-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517016.50    | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST WTR DEV BRD           | Texas Water Development Board                                                    | CUSIP: 8828546F4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11435000 | PA      | $9202780.51   | 0.09%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C12                                           | CUSIP: 90353DBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38306641 | PA      | $646861.26    | 0.01%             | 2051-08-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $63476538.00  | 0.60%             | 2044-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4988281.25   | 0.05%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES    | University of California                                                         | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  23732000 | PA      | $20278652.26  | 0.19%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C57                                   | CUSIP: 95002XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3254077 | PA      | $2659421.44   | 0.03%             | 2053-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WSTRN NASSAU CNTY NY WTR AUTH  | Western Nassau County Water Authority                                            | CUSIP: 958792FR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1233958.95   | 0.01%             | 2041-04-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust   | World Omni Select Auto Trust 2024-A                                              | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1867118 | PA      | $1875731.14   | 0.02%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                 | AutoNation Inc                                                                   | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9420770.61   | 0.09%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2023-C7 Mortgage Trust                                                       | CUSIP: 05593FAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  99313676 | PA      | $4558001.17   | 0.04%             | 2056-12-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-C9 Mortgage Trust                                                       | CUSIP: 05593MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49910689 | PA      | $3077118.72   | 0.03%             | 2057-07-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| BAKERSFIELD CA CITY SCH DIST   | Bakersfield City School District                                                 | CUSIP: 057507HY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9975000 | PA      | $7991687.71   | 0.08%             | 2047-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2003-3 Trust                                             | CUSIP: 05946XDL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116559 | PA      | $117873.91    | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2004-1 Trust                                             | CUSIP: 05946XFV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327245 | PA      | $333123.26    | 0.00%             | 2034-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-2 Trust                                             | CUSIP: 05951GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223499 | PA      | $201571.81    | 0.00%             | 2037-03-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK25                                                                  | CUSIP: 06539WBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7401500 | PA      | $6785980.90   | 0.06%             | 2063-01-15      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK26                                                                  | CUSIP: 06540JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4140858 | PA      | $3981666.71   | 0.04%             | 2063-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK28                                                                  | CUSIP: 06540YAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29969467 | PA      | $1200840.58   | 0.01%             | 2063-03-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69327818 | PA      | $3301057.92   | 0.03%             | 2054-07-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C33                                                   | CUSIP: 072924AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 101001901 | PA      | $2935054.63   | 0.03%             | 2058-03-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C28                                                    | CUSIP: 07336WBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36356504 | PA      | $2671206.87   | 0.03%             | 2057-09-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 105441000 | PA      | $4389593.18   | 0.04%             | 2054-02-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $4974870.60   | 0.05%             | 2054-07-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1527448.20   | 0.01%             | 2054-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding LXVII Ltd                                                   | CUSIP: 55821YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9820000 | PA      | $9829230.80   | 0.09%             | 2037-04-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIV Ltd                                                               | CUSIP: 55954WAS8<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2965605.00   | 0.03%             | 2035-04-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite 50 Ltd                                                                 | CUSIP: 55956MAL3<br>LEI: 529900LA8YF5OY74OD31 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1398945.80   | 0.01%             | 2038-07-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK23                                                                  | CUSIP: 06541RBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350000 | PA      | $3048332.17   | 0.03%             | 2052-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  83683000 | PA      | $2327943.90   | 0.02%             | 2054-11-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $7635508.20   | 0.07%             | 2054-11-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8424100.00   | 0.08%             | 2058-08-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                 | Bardot CLO Ltd                                                                   | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   1497090 | PA      | $1498084.35   | 0.01%             | 2032-10-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BAYONNE NJ                     | City of Bayonne NJ                                                               | CUSIP: 0728874V1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5795000 | PA      | $4787987.78   | 0.05%             | 2039-07-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C14                                                    | CUSIP: 07336AAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 166823000 | PA      | $3266878.13   | 0.03%             | 2055-02-15      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C32                                                    | CUSIP: 07337AAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10765838.00  | 0.10%             | 2062-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C32                                                    | CUSIP: 07337AAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  76851000 | PA      | $4632217.08   | 0.04%             | 2062-02-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  82774000 | PA      | $1029427.13   | 0.01%             | 2057-08-15      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  77782811 | PA      | $3255591.76   | 0.03%             | 2054-04-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1314679.25   | 0.01%             | 2054-06-15      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28014000 | PA      | $1933307.77   | 0.02%             | 2054-07-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9ZX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 254962861 | PA      | $4916168.38   | 0.05%             | 2033-04-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA2                     | CUSIP: 32051G2X2<br>LEI: 549300C1T80OPZQ1IW57 | Long             | ABS-MBS          | CORP              | US        |   2083253 | PA      | $764674.64    | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2004-AA6                     | CUSIP: 32051GCB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172644 | PA      | $171475.13    | 0.00%             | 2035-01-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2006-4                                 | CUSIP: 32052UAF0<br>LEI: 549300YB0SYOI7JLTH61 | Long             | ABS-MBS          | CORP              | US        |    873514 | PA      | $192985.55    | 0.00%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BERKS CNTY PA INDL DEV AUTH HL | Berks County Industrial Development Authority                                    | CUSIP: 08452RAG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $544976.13    | 0.01%             | 2027-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C11 Mortgage Trust                                                     | CUSIP: 096941AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23390000 | PA      | $2000556.06   | 0.02%             | 2058-07-15      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| FIRST INTERSTATE BANCSYS       | First Interstate BancSystem Inc                                                  | CUSIP: 32055YAB8<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5087500.00   | 0.05%             | 2035-06-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2026-C14 Mortgage Trust                                                      | CUSIP: 096942AX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49342000 | PA      | $4067034.09   | 0.04%             | 2059-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BRAZOS SECURITIZATN LLC        | Brazos Securitization LLC                                                        | CUSIP: 106230AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9537785.74   | 0.09%             | 2050-09-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $11176146.00  | 0.11%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY MUNI CT | California Housing Finance Agency                                                | CUSIP: 13033DAF2<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  26803985 | PA      | $1085025.33   | 0.01%             | 2035-11-20      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | Carmax Auto Owner Trust 2022-3                                                   | CUSIP: 14318MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6265000 | PA      | $6308337.51   | 0.06%             | 2029-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 45 Senior Loan Fund                                                       | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   3435830 | PA      | $3436991.67   | 0.03%             | 2030-10-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 83 CLO Ltd                                                                | CUSIP: 26246EAQ1<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   1285000 | PA      | $1287197.35   | 0.01%             | 2037-04-18      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2023-4                                       | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2317595 | PA      | $2330687.89   | 0.02%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-1                                       | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2592981 | PA      | $2598958.33   | 0.02%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2023-1                                       | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2647552 | PA      | $2688658.37   | 0.03%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMUA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  70547000 | PA      | $177136.46    | 0.00%             | 2026-05-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQ4D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  65686000 | PA      | $2413441.58   | 0.02%             | 2029-10-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HDUX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 356993980 | PA      | $8456009.31   | 0.08%             | 2034-05-25      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| FIRST MID BANCSHARES INC       | First Mid Bancshares Inc                                                         | CUSIP: 320866AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3870634.52   | 0.04%             | 2030-10-15      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| FORT WORTH TX WTR & SWR REVENU | City of Fort Worth TX Water & Sewer System Revenue                               | CUSIP: 349515K39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3960000 | PA      | $2880008.60   | 0.03%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN W HAYMARKET NE JT PUBL | West Haymarket Joint Public Agency                                               | CUSIP: 534366AY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5823578.50   | 0.06%             | 2045-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC              | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6737976.70   | 0.06%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C1                                            | CUSIP: 90276EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $118566.50    | 0.00%             | 2050-06-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5313261 | PA      | $2592323.52   | 0.02%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C6                                                     | CUSIP: 05492TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  87110157 | PA      | $2817395.11   | 0.03%             | 2053-02-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  64754720 | PA      | $3953126.72   | 0.04%             | 2055-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  98515127 | PA      | $3655945.64   | 0.03%             | 2054-11-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C27                                                   | CUSIP: 05555FAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  58637479 | PA      | $1381639.73   | 0.01%             | 2057-07-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 130895866 | PA      | $6283472.78   | 0.06%             | 2058-11-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4203888.00   | 0.04%             | 2058-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9440000 | PA      | $8293577.14   | 0.08%             | 2053-11-15      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR18                                                                 | CUSIP: 06604CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5195463.50   | 0.05%             | 2058-12-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7401580.20   | 0.07%             | 2058-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR12                                                                 | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11045000 | PA      | $11657317.13  | 0.11%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5340956.00   | 0.05%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26635003 | PA      | $632690.52    | 0.01%             | 2052-03-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8181000 | PA      | $6484827.54   | 0.06%             | 2054-11-15      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B31 Mortgage Trust                                                | CUSIP: 08163MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 141942570 | PA      | $4741733.49   | 0.05%             | 2054-12-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  62993958 | PA      | $2545529.14   | 0.02%             | 2057-09-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-J2                                          | CUSIP: 12545EAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2888236 | PA      | $946414.82    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8459208.80   | 0.08%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-27CB                                                 | CUSIP: 12667FWU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    703264 | PA      | $638027.77    | 0.01%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-21CB                                                 | CUSIP: 12667GKS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150772 | PA      | $906077.21    | 0.01%             | 2035-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-6                                           | CUSIP: 126694K31<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    559418 | PA      | $271031.51    | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2003-44                                          | CUSIP: 12669EN93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198000 | PA      | $175147.81    | 0.00%             | 2033-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-13                                          | CUSIP: 12669GC66<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1378886 | PA      | $732571.86    | 0.01%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-24                                          | CUSIP: 12669GCS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2022335 | PA      | $2094181.71   | 0.02%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                   | Cimpress PLC                                                                     | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    750000 | PA      | $755448.00    | 0.01%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2006-A4                               | CUSIP: 17309VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748112 | PA      | $710042.81    | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10339000 | PA      | $9692484.75   | 0.09%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CORNING INC                    | Corning Inc                                                                      | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |  11803000 | PA      | $12542504.93  | 0.12%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HHUJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 398654613 | PA      | $6314250.56   | 0.06%             | 2034-10-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 148380952 | PA      | $3077509.98   | 0.03%             | 2030-01-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HNN20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 331961372 | PA      | $5361574.51   | 0.05%             | 2035-08-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2021-3                                         | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5700000 | PA      | $5690853.78   | 0.05%             | 2028-10-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-4                                         | CUSIP: 362929AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1783812 | PA      | $1787217.33   | 0.02%             | 2028-03-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL        | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5446428.85   | 0.05%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOKF NA                        | BOKF NA                                                                          | CUSIP: 05572YHP0<br>LEI: FU7RSW4CQQY98A2O7J66 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $6026608.12   | 0.06%             | 2040-11-06      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| FIRST BUSEY CORPORATION        | First Busey Corp                                                                 | CUSIP: 319383600<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EP               | CORP              | US        |    200000 | NS      | $5184000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-2                                         | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9507142 | PA      | $9559546.21   | 0.09%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-3                                         | CUSIP: 37989AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4682816 | PA      | $4688491.78   | 0.04%             | 2028-04-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA6                     | CUSIP: 32052FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6320035 | PA      | $2315115.42   | 0.02%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2007-AR2                               | CUSIP: 32055GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3601968 | PA      | $757765.06    | 0.01%             | 2037-08-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-5                                    | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4552276.50   | 0.04%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-2                                    | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10118876.00  | 0.10%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |  22861000 | PA      | $19803408.23  | 0.19%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | Commonwealth of Massachusetts                                                    | CUSIP: 57582RG34<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $8037671.00   | 0.08%             | 2041-07-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2026-1                                    | CUSIP: 80288FAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3268582.20   | 0.03%             | 2032-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC       | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3667575.63   | 0.03%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 106229957 | PA      | $7615763.74   | 0.07%             | 2058-08-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| POWAY CA UNIF SCH DIST         | Poway Unified School District                                                    | CUSIP: 738850RF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12000000 | PA      | $7351482.00   | 0.07%             | 2040-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD             | Shackleton 2019-XIV Clo Ltd                                                      | CUSIP: 81880XAW2<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003382.00   | 0.02%             | 2034-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $41192187.60  | 0.39%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1560043.50   | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST                | State of Rhode Island                                                            | CUSIP: 762223MD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1228261.85   | 0.01%             | 2041-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10118750.00  | 0.10%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN       | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |  27778000 | PA      | $18480830.07  | 0.18%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CA INFRASTRUCTU | Riverside County Infrastructure Financing Authority                              | CUSIP: 76913DGJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4755000 | PA      | $3889250.97   | 0.04%             | 2041-11-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Suntrust Adjustable Rate Mortg | STARM Mortgage Loan Trust 2007-1                                                 | CUSIP: 78473NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2521688 | PA      | $2170612.40   | 0.02%             | 2037-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT XCV LLC                                                                     | CUSIP: 92873BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1902999 | PA      | $1905808.76   | 0.02%             | 2051-03-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust   | CUSIP: 93935EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2244751 | PA      | $742176.22    | 0.01%             | 2036-10-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP        | Simon Property Group LP                                                          | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   5981000 | PA      | $5657197.75   | 0.05%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES       | Texas Capital Bancshares Inc                                                     | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |  10942000 | PA      | $10883834.95  | 0.10%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $65215597.50  | 0.62%             | 2044-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C53                                   | CUSIP: 95002BAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3275000 | PA      | $2979038.25   | 0.03%             | 2052-10-15      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C56                                   | CUSIP: 95002RBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 127035000 | PA      | $1269295.61   | 0.01%             | 2053-06-15      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    717918 | PA      | $373110.31    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-13                                                   | CUSIP: 02150MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2390376 | PA      | $1227809.19   | 0.01%             | 2047-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWG95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  60297178 | PA      | $2889959.33   | 0.03%             | 2030-06-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23000000 | PA      | $1456854.50   | 0.01%             | 2030-08-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C32                              | CUSIP: 46590JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23066000 | PA      | $1252.48      | 0.00%             | 2048-11-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| NJB PROPERTIES WA LEASE REVENU | NJB Properties                                                                   | CUSIP: 65486MAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6580000 | PA      | $7031478.16   | 0.07%             | 2036-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2014-5R                                            | CUSIP: 65540HAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2603063 | PA      | $2098976.50   | 0.02%             | 2035-06-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 27 | Octagon Investment Partners 27 Ltd                                               | CUSIP: 67590XAU6<br>LEI: 6354001JUH8Y4IJVGL43 | Long             | ABS-CBDO         | CORP              | KY        |   3826895 | PA      | $3779020.22   | 0.04%             | 2030-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26 | Octagon Investment Partners 26 Ltd                                               | CUSIP: 67590YAS9<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |   6220000 | PA      | $6232166.32   | 0.06%             | 2030-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| OGDEN CITY UT SWR & WTR REVENU | City of Ogden City UT Sewer & Water Revenue                                      | CUSIP: 676313AT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3100000 | PA      | $2554830.59   | 0.02%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST HGR EDUCTNL FAC COMMIS | Ohio Higher Educational Facility Commission                                      | CUSIP: 67756DXS0<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1390321.94   | 0.01%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD3 Mortgage Trust                                                       | CUSIP: 12515GAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61857000 | PA      | $374575.06    | 0.00%             | 2050-02-10      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2017-IV Ltd                                                         | CUSIP: 12551JAL0<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |     34393 | PA      | $34406.36     | 0.00%             | 2030-10-24      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CENTRL CA UNIF SCH DIST        | Central Unified School District                                                  | CUSIP: 15276PNJ4<br>LEI: 549300AKOP2UG4D0YH67 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1559552.00   | 0.01%             | 2042-08-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2006-S3                                      | CUSIP: 16162XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6684072 | PA      | $2799477.33   | 0.03%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2005-A11CB                                | CUSIP: 45660LA82<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386128 | PA      | $157964.95    | 0.00%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE       | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4545680.09   | 0.04%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-6                                    | CUSIP: 059487AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    776547 | PA      | $692743.70    | 0.01%             | 2046-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-9                                    | CUSIP: 059494AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121108 | PA      | $111586.55    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                 | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $13697772.00  | 0.13%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                                  | CUSIP: 06541UCK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5450000 | PA      | $4620952.00   | 0.04%             | 2053-12-15      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1109699.78   | 0.01%             | 2054-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V11 Mortgage Trust                                                | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10526442.00  | 0.10%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S6 Trust                                                       | CUSIP: 74957VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75975 | PA      | $66950.53     | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2006-A15                                  | CUSIP: 76114DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16434101 | PA      | $1599923.83   | 0.02%             | 2037-01-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 117227610 | PA      | $4183243.83   | 0.04%             | 2057-03-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1269507.50   | 0.01%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust    | SBNA Auto Receivables Trust 2024-A                                               | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2003225 | PA      | $2010093.45   | 0.02%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2025-S1                                                   | CUSIP: 81749TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9430334 | PA      | $6641869.11   | 0.06%             | 2054-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8087000 | PA      | $8165116.62   | 0.08%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                  | State of California                                                              | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |  20000000 | PA      | $24731520.00  | 0.24%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle US CLO 2021-9 Ltd                                                        | CUSIP: 14317KAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15043680.00  | 0.14%             | 2034-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8902681.02   | 0.08%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12675400.79  | 0.12%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BTUR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  72512000 | PA      | $74411.81     | 0.00%             | 2026-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STHRN MINNESOTA ST MUNI PWR AG | Southern Minnesota Municipal Power Agency                                        | CUSIP: 843375ZL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1524583.51   | 0.01%             | 2043-01-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $72034290.00  | 0.69%             | 2042-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $34961388.00  | 0.33%             | 2042-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR1 Trust                            | CUSIP: 94983JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1074229 | PA      | $1087635.95   | 0.01%             | 2036-03-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C58                                   | CUSIP: 95002UBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 109974000 | PA      | $5039272.62   | 0.05%             | 2053-07-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DCB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4475000 | PA      | $3805144.86   | 0.04%             | 2054-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-2                                     | CUSIP: 959926AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3755661 | PA      | $3765445.44   | 0.04%             | 2028-03-15      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-1                                     | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1485000 | PA      | $1516750.49   | 0.01%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2022-3                                     | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    738895 | PA      | $739859.36    | 0.01%             | 2027-12-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-J2                                                   | CUSIP: 020908AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2027669 | PA      | $2008272.50   | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BVZA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 333604625 | PA      | $733863.45    | 0.01%             | 2027-01-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F2LL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29000194 | PA      | $197900.22    | 0.00%             | 2027-06-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F83U5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  70786000 | PA      | $3593840.61   | 0.03%             | 2030-11-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F8ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  77773283 | PA      | $2330352.00   | 0.02%             | 2030-12-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F9ZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 103992000 | PA      | $3720760.97   | 0.04%             | 2031-01-25      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FAWU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37844066 | PA      | $232877.24    | 0.00%             | 2027-07-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24645000 | PA      | $1132718.70   | 0.01%             | 2052-05-10      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC       | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4086004.00   | 0.04%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI WSTWTR | City & County Honolulu HI Wastewater System Revenue                              | CUSIP: 438701J54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16280000 | PA      | $13547353.16  | 0.13%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST FIN AUTH REVENUE   | Illinois Finance Authority                                                       | CUSIP: 45204FED3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $5851803.30   | 0.06%             | 2041-05-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR23                                       | CUSIP: 45660LF53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339755 | PA      | $329679.53    | 0.00%             | 2035-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| INLAND EMPIRE CA TOBACCO SECUR | Inland Empire Tobacco Securitization Corp                                        | CUSIP: 45734TAJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15240000 | PA      | $14882771.35  | 0.14%             | 2038-06-01      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A3                                                 | CUSIP: 46630UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1756213 | PA      | $1466015.27   | 0.01%             | 2037-05-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-1                                                | CUSIP: 46654WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14395950 | PA      | $12907523.54  | 0.12%             | 2052-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | CUSIP: 48128KAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  68830000 | PA      | $446231.77    | 0.00%             | 2050-07-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY MO LAND CLEARANCE  | Kansas City Land Clearance Redevelopment Authority                               | CUSIP: 48504MAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7825000 | PA      | $7824654.14   | 0.07%             | 2040-10-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| LANCASTER CNTY NE SCH DIST #1  | Lancaster County School District 001                                             | CUSIP: 514014SA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6075000 | PA      | $5351441.99   | 0.05%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2005-2                                                     | CUSIP: 52520MBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489589 | PA      | $222572.15    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 57571KAB0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $3387703.17   | 0.03%             | 2096-11-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH | Massachusetts School Building Authority                                          | CUSIP: 576000ZW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16580000 | PA      | $13081719.48  | 0.12%             | 2043-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A7                       | CUSIP: 59020UH32<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3209967 | PA      | $2521818.44   | 0.02%             | 2035-09-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSONC | Metropolitan Government Nashville & Davidson County Sports Authority             | CUSIP: 592090MC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13200000 | PA      | $13884431.88  | 0.13%             | 2056-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MET PIER & EXPOSITION AUTH IL  | Metropolitan Pier & Exposition Authority                                         | CUSIP: 592248BA5<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |   9975000 | PA      | $4945937.17   | 0.05%             | 2043-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY DEDICATE | Metropolitan Transportation Authority Dedicated Tax Fund                         | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6965000 | PA      | $8386164.37   | 0.08%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL PROFESSIONA | County of Miami-Dade FL                                                          | CUSIP: 59333HBH8<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $4092639.00   | 0.04%             | 2045-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL PROFESSIONA | County of Miami-Dade FL                                                          | CUSIP: 59333HCA2<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |  38000000 | PA      | $16723887.40  | 0.16%             | 2044-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SPL OBLIG   | County of Miami-Dade FL                                                          | CUSIP: 59333NN82<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |  12705000 | PA      | $6663729.30   | 0.06%             | 2042-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI ST DEV BANK SPL OB | Mississippi Development Bank                                                     | CUSIP: 60534QUE9<br>LEI: 549300122LOI8CB50V38 | Long             | DBT              | MUN               | US        |   4445000 | PA      | $4612460.04   | 0.04%             | 2036-10-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC          | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   3226000 | PA      | $3172111.28   | 0.03%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1505000 | PA      | $1476761.53   | 0.01%             | 2050-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10576000 | PA      | $10179647.48  | 0.10%             | 2050-12-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2396000 | PA      | $2524214.51   | 0.02%             | 2058-03-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4443000 | PA      | $4723314.20   | 0.04%             | 2058-08-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18091000 | PA      | $2718907.24   | 0.03%             | 2058-08-15      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-24CB                                                 | CUSIP: 02146TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3598304 | PA      | $1798321.94   | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-31CB                                                 | CUSIP: 02148HAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1725480 | PA      | $905365.38    | 0.01%             | 2036-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | Barclays Commercial Mortgage Trust 2019-C5                                       | CUSIP: 05492JBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 174774000 | PA      | $1879362.30   | 0.02%             | 2052-11-15      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C11                                                    | CUSIP: 05493MAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29540000 | PA      | $1420998.07   | 0.01%             | 2054-09-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                 | BCAP LLC Trust 2007-AA2                                                          | CUSIP: 05530NAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441301 | PA      | $213818.14    | 0.00%             | 2037-04-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C15                                                    | CUSIP: 05552FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25000000 | PA      | $1903765.00   | 0.02%             | 2055-04-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED              | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |  12740000 | PA      | $12365830.02  | 0.12%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                 | AutoNation Inc                                                                   | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11086000 | PA      | $10588030.07  | 0.10%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2023-C21                                                    | CUSIP: 05553WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9593711 | PA      | $10081635.14  | 0.10%             | 2056-09-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR4                                                                  | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $8027169.75   | 0.08%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2019-1                                                   | CUSIP: 05683VBL7<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6978097.00   | 0.07%             | 2034-04-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2005-11                                   | CUSIP: 05948KW62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85570 | PA      | $77591.94     | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-I Trust                                             | CUSIP: 05951VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1439760 | PA      | $1412814.59   | 0.01%             | 2036-12-20      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B31 Mortgage Trust                                                | CUSIP: 08163MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31991000 | PA      | $1907597.74   | 0.02%             | 2054-12-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V14 Mortgage Trust                                                | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10589519.00  | 0.10%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-5                                           | CUSIP: 12544VCN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4841551 | PA      | $2282749.80   | 0.02%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-J2                                          | CUSIP: 12545EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186534 | PA      | $61123.26     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2025-C                                                | CUSIP: 12634SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6536731 | PA      | $6554453.06   | 0.06%             | 2029-03-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR7                                                                  | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 142371342 | PA      | $5467586.31   | 0.05%             | 2057-06-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR16                                                                 | CUSIP: 065934BD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74266530 | PA      | $3195339.73   | 0.03%             | 2063-08-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2021-D                                                | CUSIP: 12658VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9024133 | PA      | $8995751.11   | 0.09%             | 2028-12-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CENTRAL STORAGE TRUST          | Central Storage Safety Project Trust                                             | CUSIP: 155431AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4939200 | PA      | $4833854.87   | 0.05%             | 2038-02-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI       | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236204.85    | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39933000 | PA      | $1638914.21   | 0.02%             | 2072-12-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2026-5YR20                                                                 | CUSIP: 06650JAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5212035.00   | 0.05%             | 2059-02-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd          | Basswood Park CLO Ltd                                                            | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6511069.50   | 0.06%             | 2034-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2020-GC46                                    | CUSIP: 17328RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  92457000 | PA      | $1240661.99   | 0.01%             | 2053-02-15      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-J6                                                   | CUSIP: 23244EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2552552 | PA      | $1155313.33   | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-3                  | CUSIP: 251510EC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433622 | PA      | $397826.29    | 0.00%             | 2035-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                 | Dignity Health                                                                   | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9331278.60   | 0.09%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA WTR & SWR AUT | District of Columbia Water & Sewer Authority                                     | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |  23106000 | PA      | $20492773.79  | 0.20%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust   | Drive Auto Receivables Trust 2024-2                                              | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3783975.75   | 0.04%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 78 CLO Ltd                                                                | CUSIP: 26253LAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1210000 | PA      | $1211724.25   | 0.01%             | 2037-04-17      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 23 Ltd             | Elmwood CLO 23 Ltd                                                               | CUSIP: 29004AAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4310658.00   | 0.04%             | 2036-04-16      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-3                                       | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $3399305.30   | 0.03%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B0RU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7656000 | PA      | $6140716.06   | 0.06%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                  | CUSIP: 3136B9NY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 130762872 | PA      | $7980131.15   | 0.08%             | 2049-12-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BPVP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27627133 | PA      | $989438.13    | 0.01%             | 2031-01-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140LEFY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14750000 | PA      | $10027704.75  | 0.10%             | 2046-11-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $11204071.54  | 0.11%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORT WORTH TX DRAINAGE UTILITY | City of Fort Worth TX Drainage Utility System Revenue                            | CUSIP: 34944RFH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4590000 | PA      | $3312222.49   | 0.03%             | 2044-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FRETE 2020-ML07 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833FAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  23810964 | PA      | $2896127.61   | 0.03%             | 2036-10-25      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd          | Basswood Park CLO Ltd                                                            | CUSIP: 070252AQ4<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2681269.25   | 0.03%             | 2034-04-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BCRED MML CLO 2021-1 LLC       | BCRED MML CLO 2022-1 LLC                                                         | CUSIP: 072917AG2<br>LEI: 2549008X01GXURMQIW78 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2005262.00   | 0.02%             | 2035-04-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-PJ7                                     | CUSIP: 36262CAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4491250 | PA      | $3197912.82   | 0.03%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-3                                         | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7137000 | PA      | $7178383.89   | 0.07%             | 2029-01-16      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 9 Ltd                                          | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |  14250000 | PA      | $14266487.25  | 0.14%             | 2037-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 17 Ltd                                         | CUSIP: 38139FAY6<br>LEI: 549300TS068SCJRDSP12 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1961010.00   | 0.02%             | 2039-01-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38382RZJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10203343 | PA      | $8829886.36   | 0.08%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 15 Ltd                                                                   | CUSIP: 48251MBE5<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   3350000 | PA      | $3355564.35   | 0.03%             | 2032-01-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM 29 Ltd                                                                       | CUSIP: 50201MAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5005000 | PA      | $5016916.91   | 0.05%             | 2031-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-4                                                     | CUSIP: 52521LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    959937 | PA      | $449203.97    | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-4                                                     | CUSIP: 52521LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2097463 | PA      | $981510.66    | 0.01%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXVII Ltd                                                             | CUSIP: 55952AAW9<br>LEI: 529900QDM2RO966NLE49 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2466010.00   | 0.02%             | 2038-10-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite LII Ltd                                                                | CUSIP: 559931AL4<br>LEI: 5299001MY2F5RHSJ3A38 | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4780417.05   | 0.05%             | 2039-01-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| MAINE HLTH & HGR EDUCTNL FACS  | Maine Health & Higher Educational Facilities Authority                           | CUSIP: 56042RK84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18415000 | PA      | $14808484.86  | 0.14%             | 2043-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $3632861.33   | 0.03%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST STADIUM AUTH REVEN | Maryland Stadium Authority                                                       | CUSIP: 574296CN7<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |   8740000 | PA      | $7175545.24   | 0.07%             | 2040-05-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5                       | CUSIP: 59020UYT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139145 | PA      | $135656.97    | 0.00%             | 2035-06-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN       | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12289000 | PA      | $12083237.90  | 0.12%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2005-7                                        | CUSIP: 61748HPH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557203 | PA      | $563160.09    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4953000 | PA      | $3771482.16   | 0.04%             | 2052-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C32                                                    | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  63901050 | PA      | $5232499.10   | 0.05%             | 2062-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65412205 | PA      | $2893999.49   | 0.03%             | 2054-02-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L7                                           | CUSIP: 61772TBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 143080000 | PA      | $3246227.66   | 0.03%             | 2054-10-15      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST TURNPIKE SYS  | New Hampshire State Turnpike System                                              | CUSIP: 644693KW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16855000 | PA      | $18172166.00  | 0.17%             | 2039-11-01      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| NEW ORLEANS LA WTR REVENUE     | City of New Orleans LA Water System Revenue                                      | CUSIP: 647753MP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5060000 | PA      | $3677427.86   | 0.04%             | 2045-12-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT       | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AE4<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |  15050000 | PA      | $12794749.98  | 0.12%             | 2116-08-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT       | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $10111147.20  | 0.10%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES | New York State Dormitory Authority                                               | CUSIP: 64990GGJ5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1793027.81   | 0.02%             | 2034-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2011-4R                                            | CUSIP: 65539CAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4561901 | PA      | $4238529.50   | 0.04%             | 2036-12-26      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE      | North Texas Tollway Authority                                                    | CUSIP: 66285WYE0<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   3078000 | PA      | $3359610.22   | 0.03%             | 2030-02-01      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners       | OHA Credit Funding 1 LTD                                                         | CUSIP: 67115WAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2203361.60   | 0.02%             | 2037-04-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                | Oaktree CLO 2024-25 Ltd                                                          | CUSIP: 67402PAC1<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001379.00   | 0.01%             | 2037-04-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX | Octagon Investment Partners XXII Ltd                                             | CUSIP: 67572YBU5<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |   3970000 | PA      | $3977801.05   | 0.04%             | 2030-01-22      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 | Octagon Investment Partners 39 Ltd                                               | CUSIP: 67592CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5003455.00   | 0.05%             | 2030-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust                    | CUSIP: 93364FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129659 | PA      | $104971.09    | 0.00%             | 2037-07-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| WARREN CNTY KY INDL BLDG REVEN | County of Warren KY                                                              | CUSIP: 934867DJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3100000 | PA      | $3085303.52   | 0.03%             | 2038-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust   | CUSIP: 9393366X6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2097796 | PA      | $1867328.04   | 0.02%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY2 Trust | CUSIP: 939348AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1051404 | PA      | $537991.12    | 0.01%             | 2037-04-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST HSG FIN COMMISSI | Washington State Housing Finance Commission                                      | CUSIP: 93978TS67<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |  19472405 | PA      | $722036.78    | 0.01%             | 2035-12-20      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd              | Wellfleet Clo 2019-1 Ltd                                                         | CUSIP: 94950NAX0<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10013360.00  | 0.10%             | 2032-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T | Wells Fargo Alternative Loan 2007-PA1 Trust                                      | CUSIP: 94984TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566758 | PA      | $534972.71    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C37                                   | CUSIP: 95000PAL8<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |  11213000 | PA      | $11060240.82  | 0.11%             | 2049-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006392.30   | 0.02%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C43                                   | CUSIP: 95001LAZ5<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |   4033000 | PA      | $3784013.47   | 0.04%             | 2051-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NBD9<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   4004000 | PA      | $3871640.57   | 0.04%             | 2051-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C48                                   | CUSIP: 95001RAZ2<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        | 138642000 | PA      | $1097282.11   | 0.01%             | 2052-01-15      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3863000 | PA      | $3738014.18   | 0.04%             | 2052-03-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  93350000 | PA      | $2978863.85   | 0.03%             | 2054-04-15      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10836000 | PA      | $698508.06    | 0.01%             | 2054-06-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32491000 | PA      | $1531453.54   | 0.01%             | 2054-08-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B29 Mortgage Trust                                                | CUSIP: 08163JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8874000 | PA      | $7459739.97   | 0.07%             | 2054-09-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B29 Mortgage Trust                                                | CUSIP: 08163JAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27615000 | PA      | $1661346.02   | 0.02%             | 2054-09-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2026-A                                                | CUSIP: 22410MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5040103.00   | 0.05%             | 2032-05-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132WXA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3866557 | PA      | $3414608.69   | 0.03%             | 2041-07-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  70214884 | PA      | $2272813.68   | 0.02%             | 2029-07-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNX96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  66115000 | PA      | $2935506.00   | 0.03%             | 2051-09-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  76676076 | PA      | $2679023.76   | 0.03%             | 2029-08-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31064994 | PA      | $822663.16    | 0.01%             | 2029-08-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 202607146 | PA      | $5315580.82   | 0.05%             | 2029-09-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| FORNEY TX INDEP SCH DIST       | Forney Independent School District                                               | CUSIP: 346425HL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7300000 | PA      | $6197796.36   | 0.06%             | 2040-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORT WORTH TX WTR & SWR REVENU | City of Fort Worth TX Water & Sewer System Revenue                               | CUSIP: 349515K47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4060000 | PA      | $2868538.60   | 0.03%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2003-5                                              | CUSIP: 576434FU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285375 | PA      | $146556.11    | 0.00%             | 2033-08-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Tru | MASTR Asset Securitization Trust 2006-1                                          | CUSIP: 57643MMM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555600 | PA      | $90020.46     | 0.00%             | 2036-05-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   8450000 | PA      | $8722747.92   | 0.08%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL WTR & SWR R | County of Miami-Dade FL Water & Sewer System Revenue                             | CUSIP: 59334DJR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1256255.40   | 0.01%             | 2047-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL TRANSIT SAL | County of Miami-Dade FL Transit System                                           | CUSIP: 59334PDA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20285000 | PA      | $21572235.39  | 0.21%             | 2040-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 135712000 | PA      | $1172198.83   | 0.01%             | 2051-07-15      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2402000 | PA      | $2071158.85   | 0.02%             | 2052-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | Nature Conservancy/The                                                           | CUSIP: 63902HAR0<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    532000 | PA      | $437931.85    | 0.00%             | 2033-07-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 41 Ltd                                        | CUSIP: 64134BAL4<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |   1178000 | PA      | $1182008.73   | 0.01%             | 2034-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 46 Ltd                                        | CUSIP: 64134QAQ0<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1472922.00   | 0.01%             | 2037-01-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2023-C19                                                    | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10206208.00  | 0.10%             | 2056-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                | BANK5 2024-5YR9                                                                  | CUSIP: 06644VBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11200000 | PA      | $11811786.56  | 0.11%             | 2057-08-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| BAPTIST HLTH SO FLOR INC       | Baptist Health South Florida Inc                                                 | CUSIP: 066836AB3<br>LEI: K6I7TB5M0RZYIMZN1Q07 | Long             | DBT              | CORP              | US        |  19260000 | PA      | $17437278.28  | 0.17%             | 2041-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | Barclays Commercial Mortgage Trust 2019-C4                                       | CUSIP: 07335CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43170000 | PA      | $1482626.16   | 0.01%             | 2052-08-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C24                                                    | CUSIP: 07336VAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  63020045 | PA      | $5769485.16   | 0.05%             | 2057-02-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C24                                                    | CUSIP: 07336VBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32630000 | PA      | $2795170.64   | 0.03%             | 2057-02-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3414516.00   | 0.03%             | 2054-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18582000 | PA      | $1149863.45   | 0.01%             | 2054-11-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9019026.00   | 0.09%             | 2055-01-15      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd              | Cedar Funding XI Clo Ltd                                                         | CUSIP: 15033LAY8<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4997040.00   | 0.05%             | 2032-05-29      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| ESSEX CNTY NJ                  | County of Essex NJ                                                               | CUSIP: 296804T80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3560000 | PA      | $2456976.36   | 0.02%             | 2044-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust                                              | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5104605.00   | 0.05%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FJZB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 324847841 | PA      | $1689598.59   | 0.02%             | 2028-10-25      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FL6T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  53965000 | PA      | $756092.82    | 0.01%             | 2029-01-25      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMTU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  46661962 | PA      | $2321549.27   | 0.02%             | 2034-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  42810624 | PA      | $47994.99     | 0.00%             | 2026-05-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24691000 | PA      | $1099919.85   | 0.01%             | 2029-08-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XVI LP                                                                       | CUSIP: 50181GBJ8<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $5113785.30   | 0.05%             | 2031-10-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2006-3                                                     | CUSIP: 52520CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3132463 | PA      | $1522145.14   | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2005-3                                                     | CUSIP: 52520MDN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746686 | PA      | $55090.61     | 0.00%             | 2036-01-25      | Floating      | 0.96%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC        | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1507417.50   | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XLII Ltd                                                    | CUSIP: 55822RAD2<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |  11700000 | PA      | $11733508.80  | 0.11%             | 2030-11-21      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C12                                           | CUSIP: 90353DBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 139858000 | PA      | $998642.06    | 0.01%             | 2051-08-15      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4819316.40   | 0.05%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNIV OF ALABAMA AL UNIV GEN RE | University of Alabama/The                                                        | CUSIP: 914026UY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  32195000 | PA      | $27562934.72  | 0.26%             | 2044-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7878312.88   | 0.08%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                | Brookfield Corp                                                                  | CUSIP: 10549PAG6<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3418986.84   | 0.03%             | 2033-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO        | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  15500000 | PA      | $15583348.93  | 0.15%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-21                                          | CUSIP: 12543PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590819 | PA      | $259171.19    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-21                                          | CUSIP: 12543PAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2587650 | PA      | $1135110.29   | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-10                                          | CUSIP: 12545CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1752038 | PA      | $758564.79    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-HYB5                                        | CUSIP: 12669F3B7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494238 | PA      | $471943.55    | 0.00%             | 2035-04-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-J9                                          | CUSIP: 12669GFK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337194 | PA      | $348304.79    | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-4 Ltd                                  | CUSIP: 14311NBL7<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3403087.20   | 0.03%             | 2032-07-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI       | Case Western Reserve University                                                  | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |  21180000 | PA      | $20004324.89  | 0.19%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES            | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   8646000 | PA      | $8247192.87   | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2005-A Trust                                            | CUSIP: 05949AH86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    874777 | PA      | $856991.08    | 0.01%             | 2035-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-1 Trust                                             | CUSIP: 05951FAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    533520 | PA      | $507940.86    | 0.00%             | 2037-01-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO           | Fort Greene Park CLO LLC                                                         | CUSIP: 18914KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1726401.25   | 0.02%             | 2034-04-22      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYUN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37700000 | PA      | $1273830.22   | 0.01%             | 2031-03-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-6 Trust                                             | CUSIP: 059526AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740562 | PA      | $717515.95    | 0.01%             | 2037-07-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CONTRA COSTA CA CMNTY CLG DIST | Contra Costa Community College District                                          | CUSIP: 212204FA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2679650.88   | 0.03%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H5XY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 195000000 | PA      | $7153243.50   | 0.07%             | 2055-01-25      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HN6D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 153964939 | PA      | $2542684.77   | 0.02%             | 2030-05-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG  | University of Massachusetts Building Authority                                   | CUSIP: 914437UT3<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   4200000 | PA      | $3485840.40   | 0.03%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF TEXAS TX UNIV REVENUES | Board of Regents of the University of Texas System                               | CUSIP: 91514AGU3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |   5255000 | PA      | $4112790.54   | 0.04%             | 2047-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2004-AA7                     | CUSIP: 32051GFB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510814 | PA      | $491558.09    | 0.00%             | 2035-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7324000 | PA      | $7940977.06   | 0.08%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORNEY TX INDEP SCH DIST       | Forney Independent School District                                               | CUSIP: 346425HM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4385000 | PA      | $3641854.76   | 0.03%             | 2041-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML10 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833JAG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  13672436 | PA      | $1885702.33   | 0.02%             | 2038-01-25      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2003-5F                                                  | CUSIP: 36228FTD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462175 | PA      | $448095.20    | 0.00%             | 2032-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-AR5                                                 | CUSIP: 362341LF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360313 | PA      | $341457.57    | 0.00%             | 2035-10-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS8                                            | CUSIP: 36254KAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  44642000 | PA      | $266169.00    | 0.00%             | 2050-11-10      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69588000 | PA      | $1349206.94   | 0.01%             | 2052-05-10      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9494174 | PA      | $9510782.40   | 0.09%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3380000 | PA      | $3414271.85   | 0.03%             | 2030-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRANT CNTY WA PUBLIC UTIL DIST | Grant County Public Utility District No 2 Priest Rapids Hydroelectric Project    | CUSIP: 387883ZM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2113309.00   | 0.02%             | 2040-01-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HAMILTON CNTY OH HLTH CARE FAC | County of Hamilton OH                                                            | CUSIP: 40727TDK7<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |  11975000 | PA      | $10325874.85  | 0.10%             | 2042-06-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1051130.54   | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.     | Impac Secured Assets CMN Owner Trust                                             | CUSIP: 45254TLD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    613110 | PA      | $616332.55    | 0.01%             | 2033-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS IN LOCAL PUBLIC I | Indianapolis Local Public Improvement Bond Bank                                  | CUSIP: 45528UR37<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |   9500000 | PA      | $7711055.00   | 0.07%             | 2040-01-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                  | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13250000 | PA      | $11953678.30  | 0.11%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4784980.80   | 0.05%             | 2032-08-08      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FING  | Pennsylvania Economic Development Financing Authority                            | CUSIP: 70869PNC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7645000 | PA      | $6408749.99   | 0.06%             | 2042-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                                                   | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24495578.75  | 0.23%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-1                              | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2504329 | PA      | $2513779.01   | 0.02%             | 2030-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | Barclays Commercial Mortgage Trust 2019-C5                                       | CUSIP: 05492JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12996000 | PA      | $548857.47    | 0.01%             | 2052-11-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  52655000 | PA      | $1864634.66   | 0.02%             | 2055-09-15      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  59992000 | PA      | $1928868.78   | 0.02%             | 2054-11-15      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-7 Trust                                             | CUSIP: 05946XT60<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11939 | PA      | $12328.01     | 0.00%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-4 Trust                                             | CUSIP: 05946XZZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28454 | PA      | $28169.69     | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2005-11                                   | CUSIP: 05948KW54<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    524886 | PA      | $475950.72    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-F Trust                                             | CUSIP: 05950HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2522442 | PA      | $2242069.51   | 0.02%             | 2036-07-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-3 Trust                                             | CUSIP: 059515AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680456 | PA      | $581526.16    | 0.01%             | 2037-04-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-6 Trust                                             | CUSIP: 059526AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3056566 | PA      | $2956690.14   | 0.03%             | 2037-07-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4706143.79   | 0.04%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4127896.40   | 0.04%             | 2058-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK47                                                                  | CUSIP: 06540GAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65004514 | PA      | $3522081.05   | 0.03%             | 2057-06-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923BL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8900000 | PA      | $9451915.70   | 0.09%             | 2057-08-15      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5243989.00   | 0.05%             | 2057-10-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  66543261 | PA      | $2431490.75   | 0.02%             | 2058-04-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR11                                                                 | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4483894.93   | 0.04%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5245637.50   | 0.05%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10619050.00  | 0.10%             | 2058-06-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V19 Mortgage Trust                                                | CUSIP: 08164DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $6027506.50   | 0.06%             | 2058-01-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO XXV Ltd                                              | CUSIP: 08186YAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $9253468.75   | 0.09%             | 2035-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2007-A1                               | CUSIP: 12566QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1103179 | PA      | $1025169.88   | 0.01%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-24CB                                                 | CUSIP: 12667FVN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    971949 | PA      | $1022284.23   | 0.01%             | 2034-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2018-C5                                      | CUSIP: 17291DAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28400000 | PA      | $225774.32    | 0.00%             | 2051-06-10      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GJY5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    301961 | PA      | $291428.55    | 0.00%             | 2034-09-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| COLORADO SPRINGS CO UTILITIES  | City of Colorado Springs CO Utilities System Revenue                             | CUSIP: 196632HE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1087090.30   | 0.01%             | 2039-11-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| COLORADO SPRINGS CO UTILITIES  | City of Colorado Springs CO Utilities System Revenue                             | CUSIP: 196632MN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15050000 | PA      | $17320968.25  | 0.16%             | 2040-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH            | CommonSpirit Health                                                              | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7075881.19   | 0.07%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                   | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5325442.70   | 0.05%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| COMPEER FIN FLCA / PCA         | Compeer Financial FLCA/Compeer Financial PCA                                     | CUSIP: 20454PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4750000 | PA      | $3862687.70   | 0.04%             | 2036-06-01      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 86 CLO Ltd                                                                | CUSIP: 26245XBA4<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |  11420000 | PA      | $11439722.34  | 0.11%             | 2034-07-17      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2025-4                                         | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7105238.00   | 0.07%             | 2031-08-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-3                                         | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3552282.30   | 0.03%             | 2031-02-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GODLEY TX INDEP SCH DIST       | Godley Independent School District                                               | CUSIP: 380334LJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15470000 | PA      | $12576704.69  | 0.12%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 8 Ltd                                          | CUSIP: 38136NBA3<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15036000.00  | 0.14%             | 2034-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1301147.38   | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3127443.27   | 0.03%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-1                                                | CUSIP: 46654WAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10968741 | PA      | $7720018.19   | 0.07%             | 2052-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-4                                                | CUSIP: 46655GAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3796581.50   | 0.04%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Jefferies & Co                 | Jefferies Resecuritization Trust 2009-R1                                         | CUSIP: 47232CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357914 | PA      | $317702.73    | 0.00%             | 2035-11-26      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 20 Ltd                                                                   | CUSIP: 48251TAG6<br>LEI: 549300HJX0LGFQYWTF96 | Long             | ABS-CBDO         | CORP              | KY        |  13068518 | PA      | $13072203.45  | 0.12%             | 2030-10-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RCF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6257716 | PA      | $1318436.39   | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA CMNTY CLG DIST  | Los Angeles Community College District/CA                                        | CUSIP: 54438CNZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13635000 | PA      | $15216315.03  | 0.14%             | 2042-08-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE & JEFFERSON CNTY KY | Louisville and Jefferson County Metropolitan Sewer District                      | CUSIP: 546589N73<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |   5325000 | PA      | $3925206.07   | 0.04%             | 2044-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXIV Ltd                                                    | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5254819.50   | 0.05%             | 2029-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN  | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   5650000 | PA      | $5819780.81   | 0.06%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN  | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   3740000 | PA      | $3898877.82   | 0.04%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 28 | Octagon Investment Partners 28 Ltd                                               | CUSIP: 67591EBJ1<br>LEI: 254900BI638DCRT6IN48 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502642.50   | 0.02%             | 2037-04-24      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                 | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   6680000 | PA      | $6020963.89   | 0.06%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5308507.70   | 0.05%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CA CORRIDOR TRANSPRTN  | Alameda Corridor Transportation Authority                                        | CUSIP: 010869JV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2860000 | PA      | $1563116.70   | 0.01%             | 2038-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA       | Papa John's International Inc                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |   4374000 | PA      | $4160444.26   | 0.04%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FING  | Pennsylvania Economic Development Financing Authority                            | CUSIP: 70869PFT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6525000 | PA      | $7258856.31   | 0.07%             | 2039-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2005-SA4 Trust                                                      | CUSIP: 76111XYD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1484232 | PA      | $919356.91    | 0.01%             | 2035-09-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   8853000 | PA      | $8762020.37   | 0.08%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN | University of Virginia                                                           | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  26130000 | PA      | $20134978.42  | 0.19%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UNIV OF WASHINGTON WA UNIV REV | University of Washington                                                         | CUSIP: 91523NGW0<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |   6340000 | PA      | $6356537.26   | 0.06%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2003-S4                           | CUSIP: 9292275Q5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900952 | PA      | $1944109.42   | 0.02%             | 2033-06-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust                   | CUSIP: 92922F4B1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3119571 | PA      | $2956803.36   | 0.03%             | 2035-12-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                 | Alinea CLO 2018-1 Ltd                                                            | CUSIP: 016269AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6720000 | PA      | $6727647.36   | 0.06%             | 2031-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2298278.25   | 0.02%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust   | CUSIP: 92922FX94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2061907 | PA      | $1876874.30   | 0.02%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust                    | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10910823 | PA      | $10397230.58  | 0.10%             | 2036-12-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1741584 | PA      | $1617424.48   | 0.02%             | 2037-03-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C40                                   | CUSIP: 95000YBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1670000 | PA      | $1564800.35   | 0.01%             | 2050-10-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C55                                   | CUSIP: 95002EBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  58030370 | PA      | $2023571.23   | 0.02%             | 2053-02-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-5C2                                   | CUSIP: 95003UAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12901000 | PA      | $13649619.23  | 0.13%             | 2057-11-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-4CB                                                  | CUSIP: 02148FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1135187 | PA      | $958620.21    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-4                              | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7490000 | PA      | $7770980.61   | 0.07%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-3                              | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1808260 | PA      | $1814739.13   | 0.02%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-8 Trust                                             | CUSIP: 05946X2Z5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1403136 | PA      | $1312013.13   | 0.01%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust | Adjustable Rate Mortgage Trust 2005-10                                           | CUSIP: 007036TK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4248554 | PA      | $3026766.35   | 0.03%             | 2036-01-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-23CB                                                 | CUSIP: 02147RAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010718 | PA      | $982717.18    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LXIV CLO Ltd                                                                | CUSIP: 04019NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $968983.00    | 0.01%             | 2039-10-24      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE       | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8100000 | PA      | $7740856.53   | 0.07%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUSTIN TX INDEP SCH DIST       | Austin Independent School District                                               | CUSIP: 052430XV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5666568.50   | 0.05%             | 2043-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUSTIN TX INDEP SCH DIST       | Austin Independent School District                                               | CUSIP: 052430XX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3322173.90   | 0.03%             | 2045-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-5 Trust                                             | CUSIP: 05946XE58<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94738 | PA      | $97904.40     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-7 Trust                                             | CUSIP: 05946XR88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1941947 | PA      | $1885714.41   | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK49                                                                  | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 149715169 | PA      | $7027345.59   | 0.07%             | 2058-03-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR19                                                                 | CUSIP: 05494RBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $15795216.00  | 0.15%             | 2058-12-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BANK OZK                       | Bank OZK                                                                         | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |  14675000 | PA      | $14140287.03  | 0.13%             | 2031-10-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK50                                                                  | CUSIP: 064908AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6976000 | PA      | $7528035.30   | 0.07%             | 2068-05-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK35                                                                  | CUSIP: 06540CBS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6365000 | PA      | $5601341.30   | 0.05%             | 2064-06-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-54CB                                                 | CUSIP: 12668APS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494173 | PA      | $260440.93    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK26                                                                  | CUSIP: 06540JBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 226593000 | PA      | $5188458.54   | 0.05%             | 2063-03-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-27                                          | CUSIP: 126694NV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508211 | PA      | $193558.53    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-21                                          | CUSIP: 12669GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339844 | PA      | $318653.80    | 0.00%             | 2034-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2012-BWTR                                      | CUSIP: 36192RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6608000 | PA      | $4314030.16   | 0.04%             | 2034-11-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-65CB                                                 | CUSIP: 12668AY25<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83462 | PA      | $53826.57     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-4 Ltd                                  | CUSIP: 14311NBG8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   9060000 | PA      | $9072221.94   | 0.09%             | 2032-07-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CENTRL PUGET SOUND WA REGL TRA | Central Puget Sound Regional Transit Authority                                   | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  44225000 | PA      | $46209941.83  | 0.44%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-S2                                      | CUSIP: 16162WLM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491655 | PA      | $478653.92    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FG6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 238511549 | PA      | $2123659.13   | 0.02%             | 2033-04-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTBR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  70601000 | PA      | $4311433.63   | 0.04%             | 2030-03-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| KKR Static CLO Ltd, KKR Static | KKR Static CLO I LTD                                                             | CUSIP: 48255QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4285351 | PA      | $4285651.13   | 0.04%             | 2031-07-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC       | Ken Garff Automotive LLC                                                         | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16197000 | PA      | $16127556.98  | 0.15%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA HSG AUTH          | King County Housing Authority                                                    | CUSIP: 494759RG0<br>LEI: 549300TZU8KSWALVD392 | Long             | DBT              | MUN               | US        |  19040000 | PA      | $16988704.66  | 0.16%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA PUBLIC HOSP DIST  | King County Public Hospital District No 4                                        | CUSIP: 494796AF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1020140.60   | 0.01%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2016-GS3                                            | CUSIP: 36251PAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10417000 | PA      | $10213076.81  | 0.10%             | 2049-10-10      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20916000 | PA      | $1027814.33   | 0.01%             | 2052-02-10      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 27 Ltd                                        | CUSIP: 64131UAL5<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502494.50   | 0.01%             | 2038-07-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDU FACS FIN | New Hope Cultural Education Facilities Finance Corp                              | CUSIP: 64542PAE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    169148 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW MEMPHIS ARENA PUBLIC BLDG  | New Memphis Arena Public Building Authority                                      | CUSIP: 64704CAN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6020000 | PA      | $2443560.14   | 0.02%             | 2044-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW MEMPHIS ARENA PUBLIC BLDG  | New Memphis Arena Public Building Authority                                      | CUSIP: 64704CAQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4900000 | PA      | $1733646.46   | 0.02%             | 2046-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 130723000 | PA      | $2685011.20   | 0.03%             | 2052-07-15      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN  | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  12480000 | PA      | $12886387.49  | 0.12%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO HIGHWAY & TRANSPRT | Puerto Rico Highway & Transportation Authority                                   | CUSIP: 745185BN7<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6702500.00   | 0.06%             | 2026-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS9 Trust                                                       | CUSIP: 75115CAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925038 | PA      | $688069.81    | 0.01%             | 2036-07-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| TORY Commercial Mortgage Trust | TORY Commercial Mortgage Trust 2026-HGTS                                         | CUSIP: 89148WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10055798.00  | 0.10%             | 2046-01-13      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2553487.50   | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    750000 | PA      | $779306.25    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRI-CNTY MET TRANSPRTN DIST OR | Tri-County Metropolitan Transportation District of Oregon                        | CUSIP: 89546RTF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $611853.15    | 0.01%             | 2041-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| TRIBOROUGH NY BRIDGE & TUNNEL  | Triborough Bridge & Tunnel Authority                                             | CUSIP: 89602NUN2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |  30395000 | PA      | $31961120.61  | 0.30%             | 2039-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2004-J Trust                              | CUSIP: 949813AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1882323 | PA      | $1828209.85   | 0.02%             | 2034-07-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C51                                   | CUSIP: 95001VAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 130394000 | PA      | $2570926.34   | 0.02%             | 2052-06-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C57                                   | CUSIP: 95002XBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6290000 | PA      | $5883274.76   | 0.06%             | 2053-08-15      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39813494 | PA      | $2334543.83   | 0.02%             | 2054-08-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7114678 | PA      | $6295200.85   | 0.06%             | 2054-08-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C65                                   | CUSIP: 95004WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  73270468 | PA      | $6031852.03   | 0.06%             | 2058-10-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C7                                   | CUSIP: 95004XAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10418956.00  | 0.10%             | 2058-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust | Adjustable Rate Mortgage Trust 2006-2                                            | CUSIP: 007034AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    568729 | PA      | $493867.37    | 0.00%             | 2036-05-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH  | American Municipal Power Inc                                                     | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   9575000 | PA      | $12358710.07  | 0.12%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC           | Amkor Technology Inc                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766221.20    | 0.01%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XXIV                                                                  | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2535245.70   | 0.02%             | 2030-10-20      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XI                                                                    | CUSIP: 03764EAQ2<br>LEI: 549300XIP4V1NMCICV93 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4310586.00   | 0.04%             | 2034-04-17      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XXX                                                                   | CUSIP: 03768CAS8<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9007857.00   | 0.09%             | 2031-10-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XXX                                                                   | CUSIP: 03768CAU3<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   7680000 | PA      | $7689669.12   | 0.07%             | 2031-10-18      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  10471000 | PA      | $11167221.92  | 0.11%             | 2035-01-18      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C13 Mortgage Trust                                                      | CUSIP: 05592YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7893208.50   | 0.08%             | 2058-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-C9 Mortgage Trust                                                       | CUSIP: 05593MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 181757000 | PA      | $5735287.61   | 0.05%             | 2057-07-15      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  72221179 | PA      | $3530351.78   | 0.03%             | 2058-05-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BERGEN CNTY NJ IMPT AUTH LEASE | Bergen County Improvement Authority/The                                          | CUSIP: 083775CX2<br>LEI: 549300GA3U8F8Z1HOS09 | Long             | DBT              | MUN               | US        |   6605000 | PA      | $7035523.15   | 0.07%             | 2040-06-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust Series 2006-1                                         | CUSIP: 225470WW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25560 | PA      | $24840.15     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust Series 2006-2                                         | CUSIP: 225470ZC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3960600 | PA      | $1457577.09   | 0.01%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD       | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   7970000 | PA      | $8186600.21   | 0.08%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC            | Arbor Realty SR Inc                                                              | CUSIP: 03881NAA5<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4500491.55   | 0.04%             | 2028-12-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR7                                                                  | CUSIP: 06211UBT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7423406.20   | 0.07%             | 2057-06-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK51                                                                  | CUSIP: 06541HAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10517409.00  | 0.10%             | 2067-12-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  80818483 | PA      | $3020275.63   | 0.03%             | 2057-10-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2026-5YR20                                                                 | CUSIP: 06650JAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  85000000 | PA      | $4854945.00   | 0.05%             | 2059-02-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd              | Elevation CLO 2018-10 Ltd                                                        | CUSIP: 28623CAQ4<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4752237.25   | 0.05%             | 2031-10-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd             | Elmwood CLO 15 Ltd                                                               | CUSIP: 29003JAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $2943291.00   | 0.03%             | 2035-04-22      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP        | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |  12200000 | PA      | $11878117.64  | 0.11%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATLANTIC UNION BANKSHARE       | Atlantic Union Bankshares Corp                                                   | CUSIP: 04911AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4651973.00   | 0.04%             | 2031-12-15      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   7000000 | PA      | $7836401.23   | 0.07%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-2                                    | CUSIP: 05948K3B3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1336822 | PA      | $1187238.79   | 0.01%             | 2036-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQUITY BANCSHARES INC          | Equity Bancshares Inc                                                            | CUSIP: 29460XAJ8<br>LEI: 549300BPQ2EJNU4WF694 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4083280.48   | 0.04%             | 2035-08-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2023-4                                       | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2635000 | PA      | $2704484.42   | 0.03%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-9                                    | CUSIP: 059494AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    606925 | PA      | $501086.44    | 0.00%             | 2037-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2006-B Trust                                            | CUSIP: 05950TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339278 | PA      | $299049.09    | 0.00%             | 2046-10-20      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2021-MF3                             | CUSIP: 03882KAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1773194.80   | 0.02%             | 2054-10-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-3                                    | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8600000 | PA      | $8705171.98   | 0.08%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2025-5                                       | CUSIP: 30166VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6509267.70   | 0.06%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-1                                       | CUSIP: 30167JAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1993483.00   | 0.02%             | 2029-10-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-7 Trust                                             | CUSIP: 05951KAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330500 | PA      | $294383.19    | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK23                                                                  | CUSIP: 06541RBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8713000 | PA      | $7746723.07   | 0.07%             | 2052-12-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FRETE 2019-ML06 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30312CAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  10229127 | PA      | $683101.12    | 0.01%             | 2037-06-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3133N2TE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7118595 | PA      | $5517456.55   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT       | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1740435.25   | 0.02%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV        | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   6427000 | PA      | $6295722.74   | 0.06%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRCK Trust                     | BRCK Trust 2025-830B                                                             | CUSIP: 10635AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10142290.00  | 0.10%             | 2042-12-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1935083.35   | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FAQF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12313040 | PA      | $83984.78     | 0.00%             | 2027-06-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi | Freddie Mac Multiclass Certificates Series 2020-RR09                             | CUSIP: 3137FTGA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  42360000 | PA      | $2312915.30   | 0.02%             | 2029-08-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6750000 | PA      | $5884207.88   | 0.06%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-21                                          | CUSIP: 12543PAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120614 | PA      | $470915.46    | 0.00%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited    | Fortress Credit Bsl X Ltd                                                        | CUSIP: 34962HAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8250000 | PA      | $8251592.25   | 0.08%             | 2033-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FRUITA CO HLTHCARE REVENUE     | City of Fruita CO Healthcare Revenue                                             | CUSIP: 359427AD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    960000 | PA      | $954991.39    | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-5                                           | CUSIP: 12544VAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426539 | PA      | $672600.91    | 0.01%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-5                                           | CUSIP: 12544VBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2483968 | PA      | $1121546.24   | 0.01%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10073120.00  | 0.10%             | 2029-04-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5073180.50   | 0.05%             | 2030-06-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-9                                           | CUSIP: 126694W95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1098707 | PA      | $496349.46    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-HYB2                                        | CUSIP: 12669GWU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461736 | PA      | $451199.52    | 0.00%             | 2035-05-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2025-4                                         | CUSIP: 36273HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5008807.50   | 0.05%             | 2028-10-16      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2026-1                                         | CUSIP: 36274AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5814000 | PA      | $5861244.56   | 0.06%             | 2031-11-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF        | California Institute of Technology                                               | CUSIP: 13034VAC8<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |   7725000 | PA      | $5867638.78   | 0.06%             | 2116-09-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6451422.99   | 0.06%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-2                                         | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5169080.00   | 0.05%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr | GLS Auto Select Receivables Issuer Trust 2026-1                                  | CUSIP: 37989DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5557466.20   | 0.05%             | 2032-02-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $9554597.80   | 0.09%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-16                                          | CUSIP: 170257AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471434 | PA      | $123289.50    | 0.00%             | 2036-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI | Golden State Tobacco Securitization Corp                                         | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8750000 | PA      | $8057495.25   | 0.08%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38383LEE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20250000 | PA      | $17025361.65  | 0.16%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2005-A11CB                                | CUSIP: 45660LZZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199936 | PA      | $127454.46    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $11010868.40  | 0.10%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2024-3                                           | CUSIP: 46657QAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $7550529.00   | 0.07%             | 2054-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                        | KB Home                                                                          | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   1882000 | PA      | $1881024.56   | 0.02%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQKE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 168686551 | PA      | $4273893.05   | 0.04%             | 2029-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HNNE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 542468771 | PA      | $3737881.07   | 0.04%             | 2030-09-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FORNEY TX INDEP SCH DIST       | Forney Independent School District                                               | CUSIP: 346425HK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7330000 | PA      | $6359351.87   | 0.06%             | 2039-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXI Ltd                                                               | CUSIP: 55952FAN8<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10019390.00  | 0.10%             | 2034-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XVII Ltd                                                               | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |  19090000 | PA      | $19114683.37  | 0.18%             | 2037-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite Xlv Ltd                                                                | CUSIP: 55956CAJ0<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |   1690000 | PA      | $1678798.68   | 0.02%             | 2038-04-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite LI Ltd                                                                 | CUSIP: 559932AL2<br>LEI: 529900KAYH281VVPRN31 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2714899.00   | 0.03%             | 2038-10-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777NV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $738217.97    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARION & POLK CNTYS OR SCH DIS | Salem-Keizer School District No 24J                                              | CUSIP: 569203NT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12395000 | PA      | $7124096.90   | 0.07%             | 2040-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |  22233000 | PA      | $16168138.41  | 0.15%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | Commonwealth of Massachusetts                                                    | CUSIP: 57582RYP5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2150000 | PA      | $1659454.28   | 0.02%             | 2043-09-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage | MASTR Adjustable Rate Mortgages Trust 2004-4                                     | CUSIP: 576433LZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69098 | PA      | $67361.74     | 0.00%             | 2034-05-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-6                                              | CUSIP: 576434SL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61578 | PA      | $61017.48     | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-6                                              | CUSIP: 576434SN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72237 | PA      | $73342.07     | 0.00%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MILWAUKEE WI REDEV AUTH REVENU | Milwaukee Redevelopment Authority                                                | CUSIP: 60242NDP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $521664.40    | 0.00%             | 2039-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MISSOURI JT MUNI ELEC UTILITY  | Missouri Joint Municipal Electric Utility Commission                             | CUSIP: 606092ET7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12345000 | PA      | $13656288.37  | 0.13%             | 2042-01-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| MONTGOMERY CNTY PA INDL DEV AU | Montgomery County Industrial Development Authority/PA                            | CUSIP: 61360PCV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9445561.00   | 0.09%             | 2028-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11524000 | PA      | $10781005.08  | 0.10%             | 2052-11-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA HSG AUTH          | King County Housing Authority                                                    | CUSIP: 494759QQ9<br>LEI: 549300TZU8KSWALVD392 | Long             | DBT              | MUN               | US        |   3600000 | PA      | $3305500.20   | 0.03%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XVI LP                                                                       | CUSIP: 50181GBG4<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |   1276724 | PA      | $1277133.87   | 0.01%             | 2031-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 45 Ltd                                        | CUSIP: 64134MAL0<br>LEI: 549300BQ0WQMX5H5TS32 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20068220.00  | 0.19%             | 2036-10-14      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2007-9                     | CUSIP: 86364JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    649080 | PA      | $602097.49    | 0.01%             | 2037-10-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                  | Sutter Health                                                                    | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |  14677000 | PA      | $11868217.75  | 0.11%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PRIV ACTIVITY BOND SU | Texas Private Activity Bond Surface Transportation Corp                          | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  24760000 | PA      | $20669135.47  | 0.20%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| TIFT CNTY GA HOSP AUTH         | Tift County Hospital Authority                                                   | CUSIP: 886640JL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2950000 | PA      | $2356921.09   | 0.02%             | 2042-12-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                  | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757608.75    | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514193.50    | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRUSTMARK CORP                 | Trustmark Corp                                                                   | CUSIP: 898402AB8<br>LEI: 5493000HPQ4D2RZ79739 | Long             | DBT              | CORP              | US        |  15750000 | PA      | $15964041.56  | 0.15%             | 2035-12-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UNION CNTY PA HOSP AUTH        | Union County Hospital Authority                                                  | CUSIP: 906460DS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $669437.81    | 0.01%             | 2028-08-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN | University of Virginia                                                           | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  32930000 | PA      | $19566923.68  | 0.19%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC       | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2787849.24   | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL              | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   9144000 | PA      | $8746391.27   | 0.08%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.     | Sixth Street CLO XXV Ltd                                                         | CUSIP: 83011VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003483.00   | 0.01%             | 2037-07-24      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SOLANO CNTY CA CMNTY CLG DIST  | Solano County Community College District                                         | CUSIP: 83412PFY3<br>LEI: 549300P3BIFQULH2R110 | Long             | DBT              | MUN               | US        |   1680000 | PA      | $1344558.60   | 0.01%             | 2044-08-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST PUBLIC SVC A | South Carolina Public Service Authority                                          | CUSIP: 837151K57<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   4750000 | PA      | $5253851.98   | 0.05%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST PUBLIC SVC A | South Carolina Public Service Authority                                          | CUSIP: 837151SV2<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   7425000 | PA      | $8212600.19   | 0.08%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XV LP                                                                        | CUSIP: 50184NAQ5<br>LEI: 549300HV40B88JRNJD93 | Long             | ABS-CBDO         | CORP              | KY        |   3277718 | PA      | $3290333.53   | 0.03%             | 2030-07-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| LAKESIDE CA UNION SCH DIST SAN | Lakeside Union School District/San Diego County                                  | CUSIP: 512138DF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2448415.60   | 0.02%             | 2040-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MET WASHINGTON DC ARPTS AUTH D | Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | CUSIP: 592643BS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  27825000 | PA      | $35746805.33  | 0.34%             | 2047-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SPL OBLIG   | County of Miami-Dade FL                                                          | CUSIP: 59333NNP4<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |  13500000 | PA      | $6169223.25   | 0.06%             | 2044-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SPL OBLIG   | County of Miami-Dade FL                                                          | CUSIP: 59333NNQ2<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |   6605000 | PA      | $2840138.11   | 0.03%             | 2045-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST UNIV REVENUES      | Michigan State University                                                        | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  24213000 | PA      | $18282330.73  | 0.17%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO            | Midocean Credit CLO XV Ltd                                                       | CUSIP: 59801FAA1<br>LEI: 254900R5AXF91DYP1Y16 | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1254258.75   | 0.01%             | 2037-07-21      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2005-7                                        | CUSIP: 61748HPN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241684 | PA      | $208944.40    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10401000 | PA      | $9651535.14   | 0.09%             | 2052-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE      | North Texas Tollway Authority                                                    | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |  34090000 | PA      | $38318356.56  | 0.36%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $7932812.91   | 0.08%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST UNIV           | Pennsylvania State University/The                                                | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |   5175000 | PA      | $4163594.38   | 0.04%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| PEORIA IL                      | City of Peoria IL                                                                | CUSIP: 713178EN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2710000 | PA      | $2045338.63   | 0.02%             | 2045-01-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER        | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |  18000000 | PA      | $17535394.08  | 0.17%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S5 Trust                                                       | CUSIP: 74957EAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255370 | PA      | $222347.33    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S5 Trust                                                       | CUSIP: 74957EAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133007 | PA      | $115810.99    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S7 Trust                                                       | CUSIP: 74958AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    517021 | PA      | $452460.34    | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1906000 | PA      | $2035961.20   | 0.02%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2005-SA4 Trust                                                      | CUSIP: 76111XYH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1062279 | PA      | $586227.58    | 0.01%             | 2035-09-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| RAAC Series                    | RAAC Series 2005-SP1 Trust                                                       | CUSIP: 76112BQS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1923 | PA      | $1578.27      | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2006-A15                                  | CUSIP: 76114DAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16434101 | PA      | $3697201.07   | 0.04%             | 2037-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CA TRANSPRTN CO | Riverside County Transportation Commission Sales Tax Revenue                     | CUSIP: 769125DW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15555000 | PA      | $17720066.23  | 0.17%             | 2039-06-01      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| SAN BERNARDINO CA CMNTY CLG DI | San Bernardino Community College District                                        | CUSIP: 796720GG9<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $4650549.00   | 0.04%             | 2044-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA UNIF SCH DIST     | San Diego Unified School District/CA                                             | CUSIP: 797355N67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $1472714.70   | 0.01%             | 2044-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CA WTR AUTH FIN | San Diego County Water Authority                                                 | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |   5915000 | PA      | $6204789.45   | 0.06%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P | San Francisco City & County Public Utilities Commission Wastewater Revenue       | CUSIP: 79768HAL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16035000 | PA      | $17027220.14  | 0.16%             | 2040-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7119960.40   | 0.07%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | SOUND POINT CLO XIX Ltd                                                          | CUSIP: 83610JAL0<br>LEI: 5493001QI7ZD0IPL4A34 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1956922.00   | 0.02%             | 2031-04-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2005-21                    | CUSIP: 863579C63<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2724719 | PA      | $1724596.01   | 0.02%             | 2035-11-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2005-12                    | CUSIP: 863579SS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452112 | PA      | $332245.88    | 0.00%             | 2035-06-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    478154 | PA      | $239142.54    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C14                                           | CUSIP: 90278KBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 114392000 | PA      | $1029813.98   | 0.01%             | 2051-12-15      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| Unity-Peace Park CLO, Ltd.     | Unity-Peace Park CLO Ltd                                                         | CUSIP: 913318AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   7500000 | PA      | $7476532.50   | 0.07%             | 2035-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK49                                                                  | CUSIP: 05494FBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10694266.00  | 0.10%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK17                                                                  | CUSIP: 065403AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11541000 | PA      | $491049.93    | 0.00%             | 2052-04-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | CUSIP: 95000HBK7<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |  66264075 | PA      | $252896.84    | 0.00%             | 2049-10-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NBC1<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   3477000 | PA      | $3413487.73   | 0.03%             | 2051-06-16      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C47                                   | CUSIP: 95002DBR9<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8019006.40   | 0.08%             | 2061-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6747000 | PA      | $7076292.06   | 0.07%             | 2058-10-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK17                                                                  | CUSIP: 065403BE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 123653000 | PA      | $2051613.48   | 0.02%             | 2052-04-15      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK23                                                                  | CUSIP: 06541RBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 238421000 | PA      | $1678769.95   | 0.02%             | 2052-12-15      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3955000 | PA      | $3465479.37   | 0.03%             | 2053-11-15      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2026-V20 Mortgage Trust                                                | CUSIP: 08164KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  68580000 | PA      | $3733207.16   | 0.04%             | 2059-02-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners Clo XXII Ltd                                             | CUSIP: 08186UAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7522830.00   | 0.07%             | 2035-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BIRMINGHAM AL WTRWKS BRD WTR R | City of Birmingham Regional Water Works                                          | CUSIP: 091096PL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13000000 | PA      | $10250680.70  | 0.10%             | 2043-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI        | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8150000 | PA      | $7215891.01   | 0.07%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO 2014-2 Ltd                                                      | CUSIP: 09626QBC0<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |   7330000 | PA      | $7357568.13   | 0.07%             | 2030-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-5                                           | CUSIP: 12544VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    739276 | PA      | $348562.41    | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2015-C1 Commercial Mortgage Trust                                          | CUSIP: 126281AC8<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |  62192000 | PA      | $13477.01     | 0.00%             | 2050-04-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2007-3                                                | CUSIP: 12638PCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236032 | PA      | $195039.60    | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2019-GC44 Mortgage Trust                                                    | CUSIP: 12655TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19460000 | PA      | $679490.66    | 0.01%             | 2057-08-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC           | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4920410.50   | 0.05%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-28CB                                                 | CUSIP: 12667FYT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111955 | PA      | $86265.03     | 0.00%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-13CB                                                 | CUSIP: 12667GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655035 | PA      | $530455.02    | 0.01%             | 2035-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LIII CLO Ltd                                                                | CUSIP: 04009GBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4762214.40   | 0.05%             | 2036-10-24      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                    | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   8122000 | PA      | $8390066.61   | 0.08%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-9CB                                                  | CUSIP: 12667GEK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1344784 | PA      | $1201393.26   | 0.01%             | 2035-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-43                                                   | CUSIP: 12668AAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95468 | PA      | $86447.91     | 0.00%             | 2035-09-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-75CB                                                 | CUSIP: 12668AG33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1051573 | PA      | $702693.92    | 0.01%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-73CB                                                 | CUSIP: 12668AV44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314405 | PA      | $147899.57    | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BALDWIN CNTY AL PUBLIC BLDG AU | Baldwin County Public Building Authority                                         | CUSIP: 057864CT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1260000 | PA      | $803736.11    | 0.01%             | 2046-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-5 Trust                                             | CUSIP: 05950NBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226064 | PA      | $216284.78    | 0.00%             | 2036-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-65CB                                                 | CUSIP: 12668AZ73<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570054 | PA      | $208939.04    | 0.00%             | 2035-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-6CB                                                  | CUSIP: 12668BSD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74029 | PA      | $61214.25     | 0.00%             | 2036-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-HY10                                        | CUSIP: 126694VP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1119621 | PA      | $1039470.92   | 0.01%             | 2036-02-20      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | Resecuritization Pass-Through Trust 2005-8R                                      | CUSIP: 12669GQG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1165630 | PA      | $1183155.17   | 0.01%             | 2034-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-4 Trust                                             | CUSIP: 05953YBV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137267 | PA      | $122801.79    | 0.00%             | 2034-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9988624 | PA      | $10395399.80  | 0.10%             | 2056-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3907160.80   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  11090000 | PA      | $9994507.62   | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11138000 | PA      | $7885803.46   | 0.08%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-A1                                      | CUSIP: 16162WPE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579448 | PA      | $553640.74    | 0.01%             | 2035-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-S3                                      | CUSIP: 16163HAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    662126 | PA      | $260956.68    | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-S3                                      | CUSIP: 16163HAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2017496 | PA      | $833120.42    | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14105000 | PA      | $15036276.98  | 0.14%             | 2056-09-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK35                                                                  | CUSIP: 06540CBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8755000 | PA      | $7587968.13   | 0.07%             | 2064-06-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2007-3                                 | CUSIP: 17312FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257185 | PA      | $250338.83    | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLARK CNTY NV ARPT REVENUE     | County of Clark Department of Aviation                                           | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |  34215000 | PA      | $39194616.89  | 0.37%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| COSERV SECURITIZATION 22       | CoServ Securitization 2022 LLC                                                   | CUSIP: 18977CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17060589.70  | 0.16%             | 2048-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA          | Compeer Financial ACA                                                            | CUSIP: 20453QAC6<br>LEI: 54930020HTACTODKHT04 | Long             | EP               | CORP              | US        |   8625000 | PA      | $8900870.71   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2026-A                                                | CUSIP: 22410MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9494210 | PA      | $9501431.45   | 0.09%             | 2029-12-17      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2026-A                                                | CUSIP: 22410MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5022575.50   | 0.05%             | 2030-09-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 2254582H0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2529041 | PA      | $1021716.98   | 0.01%             | 2035-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9                     | CUSIP: 2254585R5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482044 | PA      | $173043.60    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-3                     | CUSIP: 225458KN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83156 | PA      | $82887.19     | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DALLAS TX                      | City of Dallas TX                                                                | CUSIP: 235218M68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14315000 | PA      | $10384069.51  | 0.10%             | 2034-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DALLAS TX                      | City of Dallas TX                                                                | CUSIP: 235218M76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7300000 | PA      | $5024295.08   | 0.05%             | 2035-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TRANSIT S | Dallas Area Rapid Transit                                                        | CUSIP: 235241UA2<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3972529.00   | 0.04%             | 2042-12-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BGNY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17688367 | PA      | $11625703.84  | 0.11%             | 2051-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137H64W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5797999 | PA      | $4297862.43   | 0.04%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRESNO CA WTR SYS REVENUE      | City of Fresno CA Water System Revenue                                           | CUSIP: 358240FC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2865000 | PA      | $3247589.52   | 0.03%             | 2040-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML12 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833TAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  17394207 | PA      | $1532603.61   | 0.01%             | 2041-07-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust 2006-6                                            | CUSIP: 41161UAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1649147 | PA      | $1298915.65   | 0.01%             | 2036-08-19      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC            | Home BancShares Inc/AR                                                           | CUSIP: 436893AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18436000 | PA      | $17614737.78  | 0.17%             | 2032-01-30      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR35                                       | CUSIP: 45660L2F5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    988143 | PA      | $770456.74    | 0.01%             | 2036-02-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR9                                        | CUSIP: 45661EGG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1328746 | PA      | $1152987.03   | 0.01%             | 2036-06-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK38                                                                  | CUSIP: 06540EAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39978682 | PA      | $1533542.28   | 0.01%             | 2064-12-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK28                                                                  | CUSIP: 06540YAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1938000 | PA      | $1716564.12   | 0.02%             | 2063-03-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-15                                               | CUSIP: 46654TAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $2581186.20   | 0.02%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                       | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10115339.40  | 0.10%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2003-AR10 Trust                   | CUSIP: 92922FEA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4039469 | PA      | $3922172.69   | 0.04%             | 2033-10-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust   | CUSIP: 92922FZ27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846138 | PA      | $788670.13    | 0.01%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust   | CUSIP: 93934FEZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306248 | PA      | $277844.05    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2023-BNK45                                                                  | CUSIP: 06541BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22611000 | PA      | $2984098.03   | 0.03%             | 2056-02-15      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK48                                                                  | CUSIP: 06541GAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 228218000 | PA      | $11294029.56  | 0.11%             | 2057-10-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                                  | CUSIP: 06541UAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9150000 | PA      | $7323703.92   | 0.07%             | 2053-12-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $930219.70    | 0.01%             | 2057-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923BR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6240700.80   | 0.06%             | 2057-08-15      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3287151.72   | 0.03%             | 2058-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate  | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 134736000 | PA      | $2688427.83   | 0.03%             | 2052-11-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9668000 | PA      | $9129654.82   | 0.09%             | 2052-12-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-J3                                          | CUSIP: 12669G4W8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35587 | PA      | $33589.47     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7525000 | PA      | $7709899.79   | 0.07%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                  | State of California                                                              | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |  28000000 | PA      | $35020176.80  | 0.33%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-4 Ltd                                  | CUSIP: 14311NBJ2<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250833.75   | 0.01%             | 2032-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | CarMax Auto Owner Trust 2024-1                                                   | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4500531.20   | 0.04%             | 2029-08-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-S3                                      | CUSIP: 16162WNK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4351145 | PA      | $3074840.96   | 0.03%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                | ChaseFlex Trust Series 2006-2                                                    | CUSIP: 16165MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1673604 | PA      | $1499924.10   | 0.01%             | 2036-09-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-17                                          | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2086570 | PA      | $926904.45    | 0.01%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-17                                          | CUSIP: 17025AAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2822055 | PA      | $1233422.34   | 0.01%             | 2036-12-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GPG7<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   1620285 | PA      | $1635334.67   | 0.02%             | 2034-11-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GPU6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    208826 | PA      | $201415.58    | 0.00%             | 2035-04-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293819 | PA      | $271736.58    | 0.00%             | 2036-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29754822 | PA      | $365308.87    | 0.00%             | 2050-10-12      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9432482.00   | 0.09%             | 2072-12-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  67715544 | PA      | $1876627.96   | 0.02%             | 2072-12-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50711000 | PA      | $534138.96    | 0.01%             | 2072-12-15      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO           | Fort Greene Park CLO LLC                                                         | CUSIP: 18914KAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19500000 | PA      | $19519656.00  | 0.19%             | 2034-04-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV | Colorado Health Facilities Authority                                             | CUSIP: 19648FNW0<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   2080000 | PA      | $1674276.45   | 0.02%             | 2049-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC               | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7821000 | PA      | $7794877.86   | 0.07%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust Series 2006-2                                         | CUSIP: 225470YM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488736 | PA      | $299646.70    | 0.00%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CUCAMONGA VLY WTR DIST FING AU | Cucamonga Valley Water District Financing Authority                              | CUSIP: 22972PEC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4067467.00   | 0.04%             | 2042-09-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| DFC HEL Trust                  | DFC HEL Trust 2001-1                                                             | CUSIP: 233205AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1024605 | PA      | $1000037.20   | 0.01%             | 2031-08-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DALLAS CNTY TX HOSP DIST       | Dallas County Hospital District                                                  | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |   2965000 | PA      | $2998389.46   | 0.03%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DETROIT MI CITY SCH DIST       | Detroit City School District                                                     | CUSIP: 2511295D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  26140000 | PA      | $30680808.15  | 0.29%             | 2039-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4                    | CUSIP: 251513AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330914 | PA      | $278747.93    | 0.00%             | 2036-10-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 45 Senior Loan Fund                                                       | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   6350000 | PA      | $6366910.05   | 0.06%             | 2030-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| EAST BAY CA MUNI UTILITY DIST  | East Bay Municipal Utility District Water System Revenue                         | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  23755000 | PA      | $25755957.29  | 0.25%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| EAST SIDE CA UNION HIGH SCH DI | East Side Union High School District                                             | CUSIP: 2752816H1<br>LEI: 549300FHNKBG2V8ZLG85 | Long             | DBT              | MUN               | US        |   5920000 | PA      | $6128681.18   | 0.06%             | 2036-04-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-2                                       | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4779654 | PA      | $4817628.05   | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-4                                       | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4465826.64   | 0.04%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-4                                       | CUSIP: 30166UAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2108574.40   | 0.02%             | 2032-02-17      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2025-5                                       | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5580567.30   | 0.05%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F62P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 159473079 | PA      | $5765270.76   | 0.05%             | 2030-09-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35916184 | PA      | $1718420.60   | 0.02%             | 2030-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F64T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32621072 | PA      | $609505.16    | 0.01%             | 2027-09-25      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 109246744 | PA      | $3524780.63   | 0.03%             | 2030-11-25      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                         | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4927456.25   | 0.05%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                       | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  11398000 | PA      | $10352005.43  | 0.10%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                               | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  16294000 | PA      | $17001542.35  | 0.16%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                   | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5713705.92   | 0.05%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC           | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   9043000 | PA      | $9481142.39   | 0.09%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-3                              | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4600000 | PA      | $4698834.68   | 0.04%             | 2030-07-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-4                              | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3070000 | PA      | $3086368.63   | 0.03%             | 2031-08-12      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F9Z38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  89626000 | PA      | $3646819.20   | 0.03%             | 2031-01-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FETS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  54203000 | PA      | $220178.01    | 0.00%             | 2028-01-25      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2025-1                              | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7142798.60   | 0.07%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2022-4                              | CUSIP: 02529XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2807944 | PA      | $2835783.91   | 0.03%             | 2029-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FGZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 409802680 | PA      | $1382674.24   | 0.01%             | 2028-06-25      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  55606581 | PA      | $1044469.53   | 0.01%             | 2029-05-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-1                              | CUSIP: 02531AAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3109509.00   | 0.03%             | 2031-11-12      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-2                              | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4113926 | PA      | $4142424.58   | 0.04%             | 2030-04-12      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQ3E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  62086000 | PA      | $1939355.55   | 0.02%             | 2029-09-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQK28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  79930413 | PA      | $3022728.41   | 0.03%             | 2034-10-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                     | Apidos CLO XXXVI                                                                 | CUSIP: 03769LAW8<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4683908.50   | 0.04%             | 2039-01-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Sec | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4326079.05   | 0.04%             | 2053-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 278618635 | PA      | $5759883.03   | 0.05%             | 2029-11-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRZD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 118898000 | PA      | $6638206.13   | 0.06%             | 2030-02-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2022-MF4                             | CUSIP: 03882LBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19700000 | PA      | $1308103.64   | 0.01%             | 2055-02-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NBM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15004770.00  | 0.14%             | 2034-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTBP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 154358458 | PA      | $8899228.16   | 0.08%             | 2030-03-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  89794888 | PA      | $8665431.22   | 0.08%             | 2035-02-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4271002.44   | 0.04%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5096325.25   | 0.05%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 106856062 | PA      | $5939220.23   | 0.06%             | 2030-05-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 150109093 | PA      | $7583481.35   | 0.07%             | 2030-05-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C6                                                     | CUSIP: 05492TAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  59000000 | PA      | $1482398.60   | 0.01%             | 2053-02-15      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C7                                                     | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21052954 | PA      | $882211.39    | 0.01%             | 2053-04-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FV5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 148333297 | PA      | $7219930.40   | 0.07%             | 2030-06-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 139997762 | PA      | $5702388.85   | 0.05%             | 2030-06-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C9                                                     | CUSIP: 05493EBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $7673477.85   | 0.07%             | 2054-02-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C30                                                    | CUSIP: 05493YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 114041872 | PA      | $6870623.65   | 0.07%             | 2057-11-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  88951480 | PA      | $8021155.27   | 0.08%             | 2035-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  49357447 | PA      | $1646485.45   | 0.02%             | 2036-02-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C26                                                    | CUSIP: 05555AAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 116011364 | PA      | $8056571.55   | 0.08%             | 2057-05-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C39                                                    | CUSIP: 05556YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5231245.00   | 0.05%             | 2058-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H0GZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  89849000 | PA      | $1819594.99   | 0.02%             | 2028-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H14F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  99488000 | PA      | $2612296.21   | 0.02%             | 2028-05-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H1Z58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 110997046 | PA      | $1876249.67   | 0.02%             | 2028-07-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  94715119 | PA      | $7090942.10   | 0.07%             | 2036-08-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2026-5C40                                                   | CUSIP: 05557AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  68845000 | PA      | $3731605.54   | 0.04%             | 2059-02-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-5 Trust                                             | CUSIP: 05946XE74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1106811 | PA      | $1103818.93   | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137H6GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15414996 | PA      | $10845511.63  | 0.10%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA6                     | CUSIP: 32052FBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       279 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2004-B Trust                                             | CUSIP: 05946XJK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1074318 | PA      | $1046399.47   | 0.01%             | 2034-11-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-4                                    | CUSIP: 05950AAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595333 | PA      | $561126.07    | 0.01%             | 2046-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2007-FA4                     | CUSIP: 32052WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720124 | PA      | $570015.02    | 0.01%             | 2037-08-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Tru | First Investors Auto Owner Trust 2022-1                                          | CUSIP: 32057KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1110885 | PA      | $1109847.56   | 0.01%             | 2028-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FORT WORTH TX WTR & SWR REVENU | City of Fort Worth TX Water & Sewer System Revenue                               | CUSIP: 349515J80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3690000 | PA      | $2968430.83   | 0.03%             | 2042-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                    | CUSIP: 35563PHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17000000 | PA      | $14442433.30  | 0.14%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRESNO CA UNIF SCH DIST        | Fresno Unified School District                                                   | CUSIP: 3582327E0<br>LEI: 549300WL4QIP65TFU882 | Long             | DBT              | MUN               | US        |   3625000 | PA      | $2969658.73   | 0.03%             | 2040-08-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| FRESNO CA WTR SYS REVENUE      | City of Fresno CA Water System Revenue                                           | CUSIP: 358240GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1955000 | PA      | $2224374.17   | 0.02%             | 2040-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRISCO TX                      | City of Frisco TX                                                                | CUSIP: 358776H47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4835000 | PA      | $3893454.34   | 0.04%             | 2039-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2006-18                                                   | CUSIP: 3622ELAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1761667 | PA      | $396589.37    | 0.00%             | 2036-11-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2015-GC30                                           | CUSIP: 36250GAU9<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |   5116286 | PA      | $4979424.98   | 0.05%             | 2050-05-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2021-2                                         | CUSIP: 36261XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10585925 | PA      | $10573895.27  | 0.10%             | 2028-05-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-3                                         | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7790069 | PA      | $7840644.05   | 0.07%             | 2029-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-1                                         | CUSIP: 36269HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3540562.20   | 0.03%             | 2029-12-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GAINESVILLE FL SPL OBLG        | City of Gainesville FL                                                           | CUSIP: 362835CG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10840000 | PA      | $9075121.17   | 0.09%             | 2040-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GAINESVILLE FL UTILITIES SYS R | City of Gainesville FL Utilities System Revenue                                  | CUSIP: 362848QS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8025000 | PA      | $8486932.64   | 0.08%             | 2039-10-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GAINESVILLE FL UTILITIES SYS R | City of Gainesville FL Utilities System Revenue                                  | CUSIP: 362848RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  32020000 | PA      | $35215605.61  | 0.34%             | 2040-10-01      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8458035.76   | 0.08%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 14 Ltd                                         | CUSIP: 38137VAG2<br>LEI: 549300QXPI5JCSVZ9W25 | Long             | ABS-CBDO         | CORP              | JE        |   3500000 | PA      | $3459645.00   | 0.03%             | 2037-07-20      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38380V5S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25353983 | PA      | $20399046.29  | 0.19%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38383X3G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6053972 | PA      | $4764780.17   | 0.05%             | 2050-09-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC         | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |  14014000 | PA      | $13761554.61  | 0.13%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-13                                                 | CUSIP: 46592XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30000000 | PA      | $21506985.00  | 0.20%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C4                               | CUSIP: 46646RAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5148093.50   | 0.05%             | 2049-12-15      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XVII LP                                                                      | CUSIP: 50190AAR3<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |    742595 | PA      | $742772.77    | 0.01%             | 2031-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM Loan Income Fund I Income Note Issuer Ltd                                    | CUSIP: 50200JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2709892.80   | 0.03%             | 2031-07-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS VLY NV WTR DIST      | Las Vegas Valley Water District                                                  | CUSIP: 517840W26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4055000 | PA      | $4356542.37   | 0.04%             | 2040-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2006-3                                                     | CUSIP: 52520CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6941409 | PA      | $3365471.36   | 0.03%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2005-3                                                     | CUSIP: 52520MDS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746686 | PA      | $267284.70    | 0.00%             | 2036-01-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1495624 | PA      | $1449097.31   | 0.01%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2291113 | PA      | $482713.86    | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA CMNTY CLG DIST  | Los Angeles Community College District/CA                                        | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16755000 | PA      | $19262965.47  | 0.18%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS A | City of Los Angeles Department of Airports                                       | CUSIP: 544445U23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $210782.56    | 0.00%             | 2030-05-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT WTR & PWR  | Los Angeles Department of Water & Power                                          | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |  23010000 | PA      | $25784067.19  | 0.25%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE & JEFFERSON CNTY KY | Louisville and Jefferson County Metropolitan Sewer District                      | CUSIP: 546589QW5<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |   8025000 | PA      | $8846379.62   | 0.08%             | 2040-05-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                  | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   9816000 | PA      | $9465183.03   | 0.09%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXIV Ltd                                                    | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2379202 | PA      | $2380141.89   | 0.02%             | 2029-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXVII Ltd                                                              | CUSIP: 55955FAG0<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |   4450000 | PA      | $4154769.20   | 0.04%             | 2038-10-20      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777QA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1151414.11   | 0.01%             | 2039-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECON DEV CORP      | Maryland Economic Development Corp                                               | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   3800000 | PA      | $3838961.02   | 0.04%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MERCANTILE BANK CORP           | Mercantile Bank Corp                                                             | CUSIP: 587376AE4<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6687630.53   | 0.06%             | 2032-01-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series 2006-F1                            | CUSIP: 590218AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1526554 | PA      | $479644.88    | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSON  | Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue  | CUSIP: 592098G68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1545000 | PA      | $1772861.85   | 0.02%             | 2041-07-01      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2006-2                                        | CUSIP: 61748HVY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1186068 | PA      | $646745.60    | 0.01%             | 2036-02-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-WF1              | CUSIP: 65535VKX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5922 | PA      | $5987.47      | 0.00%             | 2035-03-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE      | North Texas Tollway Authority                                                    | CUSIP: 66285WE51<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $796805.10    | 0.01%             | 2043-01-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners       | OHA Credit Funding 24 Ltd                                                        | CUSIP: 67123CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2956980.00   | 0.03%             | 2039-01-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| OHIO ST TURNPIKE COMMISSION    | Ohio Turnpike & Infrastructure Commission                                        | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10545000 | PA      | $8216844.32   | 0.08%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                   | Ohio State University/The                                                        | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |  23075000 | PA      | $20073117.87  | 0.19%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH HLTHS | Oklahoma Development Finance Authority                                           | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |  10620000 | PA      | $10605397.50  | 0.10%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH       | Oklahoma Development Finance Authority                                           | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4993095.50   | 0.05%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7680922.50   | 0.07%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONTARIO CA PENSN OBLIG         | City of Ontario CA                                                               | CUSIP: 68304FAW6<br>LEI: 254900FN91TH1F225693 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2777318.40   | 0.03%             | 2038-06-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP         | Orlando Health Obligated Group                                                   | CUSIP: 686514AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $885186.20    | 0.01%             | 2035-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-4                                    | CUSIP: 05950AAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326197 | PA      | $313312.39    | 0.00%             | 2046-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-4                                    | CUSIP: 05950AAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610623 | PA      | $1454871.68   | 0.01%             | 2046-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1748111.75   | 0.02%             | 2032-08-08      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2024-1 Ltd                                            | CUSIP: 69703NAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4700000 | PA      | $4700000.00   | 0.04%             | 2032-10-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-5                                    | CUSIP: 05950BAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189650 | PA      | $170011.91    | 0.00%             | 2046-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-I Trust                                             | CUSIP: 05951VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298340 | PA      | $295011.80    | 0.00%             | 2036-12-20      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| PALOMAR CA CMNTY CLG DIST      | Palomar Community College District                                               | CUSIP: 697511FP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $5384016.40   | 0.05%             | 2044-08-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223VZ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |  38015000 | PA      | $41859517.77  | 0.40%             | 2039-12-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-5 Trust                                             | CUSIP: 059523AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1185157 | PA      | $1001735.16   | 0.01%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2010-R3 Trust                                            | CUSIP: 05955YAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5203257 | PA      | $5006147.42   | 0.05%             | 2037-09-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK10                                                                  | CUSIP: 065404AA3<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1751808.60   | 0.02%             | 2061-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK16                                                                  | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69961597 | PA      | $1459391.93   | 0.01%             | 2052-02-15      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP        | Penske Automotive Group Inc                                                      | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |   9450000 | PA      | $9145025.82   | 0.09%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER        | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3000000 | PA      | $2819061.69   | 0.03%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK21                                                                  | CUSIP: 06540BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18699333 | PA      | $661638.50    | 0.01%             | 2052-10-17      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Bank                           | Bank 2019-BNK19                                                                  | CUSIP: 06540WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1938030 | PA      | $1880072.29   | 0.02%             | 2061-08-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC          | PG&E Recovery Funding LLC                                                        | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20742780.40  | 0.20%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                     | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |   5399000 | PA      | $5609739.17   | 0.05%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR15                                                                 | CUSIP: 065924AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41968399 | PA      | $1978193.07   | 0.02%             | 2058-07-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11625000 | PA      | $12059971.46  | 0.11%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-4                                    | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6596673.85   | 0.06%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1864631.45   | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR18                                                                 | CUSIP: 06604CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7263350.50   | 0.07%             | 2058-12-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI | Bay Area Toll Authority                                                          | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   7180000 | PA      | $8249586.65   | 0.08%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  10524000 | PA      | $9646522.56   | 0.09%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.       | Southwick Park CLO LLC                                                           | CUSIP: 846031BC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2180000 | PA      | $2093495.42   | 0.02%             | 2032-07-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C14                                                    | CUSIP: 07336AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  96217203 | PA      | $2956302.42   | 0.03%             | 2055-02-15      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C28                                                    | CUSIP: 07336WBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5326233.50   | 0.05%             | 2057-09-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | CCUBS Commercial Mortgage Trust 2017-C1                                          | CUSIP: 12508GAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40062667 | PA      | $202737.13    | 0.00%             | 2050-11-15      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2007-A1                               | CUSIP: 12566QAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1772902 | PA      | $1647534.86   | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO 43 Ltd                                                              | CUSIP: 87170BAL0<br>LEI: 254900QCSPTCYRSY3N68 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4759666.25   | 0.05%             | 2037-04-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC            | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   5241000 | PA      | $4922414.28   | 0.05%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENNESSEE ST SCH BOND AUTH     | Tennessee State School Bond Authority                                            | CUSIP: 880558PH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11725000 | PA      | $8554144.94   | 0.08%             | 2045-11-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PUBLIC FIN AUTH LEASE | Texas Public Finance Authority                                                   | CUSIP: 882669CJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $854123.38    | 0.01%             | 2040-02-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-6CB                                                  | CUSIP: 12667F5C5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157744 | PA      | $145990.38    | 0.00%             | 2035-04-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-75CB                                                 | CUSIP: 12668AF83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1244899 | PA      | $831880.23    | 0.01%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST TRANSPRTN COMMISSION  | Texas Transportation Commission                                                  | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3645886.00   | 0.03%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 128678000 | PA      | $1077845.53   | 0.01%             | 2051-10-15      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-63                                                   | CUSIP: 12668AXF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560144 | PA      | $527141.91    | 0.01%             | 2035-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-80CB                                                 | CUSIP: 12668BGG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6823953 | PA      | $7141603.59   | 0.07%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $68910309.00  | 0.66%             | 2043-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG  | University of Massachusetts Building Authority                                   | CUSIP: 914437VJ4<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $797081.90    | 0.01%             | 2043-11-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI            | University of Michigan                                                           | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  24976000 | PA      | $20529570.17  | 0.20%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA       | University of Southern California                                                | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |  24679000 | PA      | $14974088.63  | 0.14%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN | University of Virginia                                                           | CUSIP: 915217RY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10558000 | PA      | $11840943.76  | 0.11%             | 2039-09-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNIV OF WASHINGTON WA UNIV REV | University of Washington                                                         | CUSIP: 91523NFP6<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |  10675000 | PA      | $11806377.07  | 0.11%             | 2039-07-01      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2019-1 LTD                                                        | CUSIP: 14316BBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10008990.00  | 0.10%             | 2031-04-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2019-1 LTD                                                        | CUSIP: 14316BBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003282.00   | 0.02%             | 2031-04-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust     | BMO 2022-C1 Mortgage Trust                                                       | CUSIP: 05609MCH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1769976.00   | 0.02%             | 2055-02-17      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V13 Mortgage Trust                                                | CUSIP: 08164AAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $15814782.00  | 0.15%             | 2058-02-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI       | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |  21200000 | PA      | $20358529.60  | 0.19%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-A2                                      | CUSIP: 16163LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    707872 | PA      | $617461.40    | 0.01%             | 2037-07-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V14 Mortgage Trust                                                | CUSIP: 08164BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 181829446 | PA      | $5167774.69   | 0.05%             | 2057-04-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2026-B42 Mortgage Trust                                                | CUSIP: 08164FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  58235000 | PA      | $4736042.90   | 0.05%             | 2059-03-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 104595872 | PA      | $3931622.85   | 0.04%             | 2058-08-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-B41 Mortgage Trust                                                | CUSIP: 081935BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $5584693.28   | 0.05%             | 2068-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                 | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  16102000 | PA      | $17017998.02  | 0.16%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Trust 2006-CF1                                                              | CUSIP: 225470UD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2565000 | PA      | $2639711.78   | 0.03%             | 2035-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US         | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2307769.40   | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                          | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  29090000 | PA      | $24720097.29  | 0.24%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TRANSIT S | Dallas Area Rapid Transit                                                        | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   4670000 | PA      | $3337137.17   | 0.03%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FETQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 142716309 | PA      | $746135.14    | 0.01%             | 2028-01-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLMZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  50517000 | PA      | $967794.58    | 0.01%             | 2029-03-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  99774234 | PA      | $4954948.09   | 0.05%             | 2034-08-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  64122000 | PA      | $4003117.22   | 0.04%             | 2030-01-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  45100218 | PA      | $2387772.41   | 0.02%             | 2030-01-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi | Freddie Mac Multiclass Certificates Series 2021-RR17                             | CUSIP: 3137H14L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  70015000 | PA      | $940084.40    | 0.01%             | 2027-08-27      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H1Z74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 122906000 | PA      | $3148028.25   | 0.03%             | 2028-07-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust                    | CUSIP: 93362FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1098389 | PA      | $1042186.41   | 0.01%             | 2046-08-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust                   | CUSIP: 93363EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    756506 | PA      | $653170.38    | 0.01%             | 2036-09-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H7Z22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 103886001 | PA      | $1955363.08   | 0.02%             | 2032-05-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H93E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 517649267 | PA      | $9148104.90   | 0.09%             | 2032-08-25      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-C63                                   | CUSIP: 94990FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  70564808 | PA      | $4908255.21   | 0.05%             | 2057-08-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-RB1                                   | CUSIP: 95000TBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69254209 | PA      | $488678.47    | 0.00%             | 2050-03-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $2699550.10   | 0.03%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 125812000 | PA      | $2152052.00   | 0.02%             | 2052-03-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65782000 | PA      | $2687819.63   | 0.03%             | 2054-04-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40551000 | PA      | $2169373.07   | 0.02%             | 2054-08-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C61                                   | CUSIP: 95003QBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6221000 | PA      | $5532493.94   | 0.05%             | 2054-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6372770.40   | 0.06%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5334493.00   | 0.05%             | 2058-01-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| OLD NATIONAL BANK              | Old National Bank/Evansville IN                                                  | CUSIP: 320867AC8<br>LEI: 549300AT7EB9FJAF0E61 | Long             | DBT              | CORP              | US        |   7515000 | PA      | $7563831.34   | 0.07%             | 2026-09-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORT BEND TX GRAND PKWY TOLL R | Fort Bend Grand Parkway Toll Road Authority                                      | CUSIP: 346832CG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2150000 | PA      | $2009229.61   | 0.02%             | 2039-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2006-1                                                     | CUSIP: 52520MFA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343494 | PA      | $160318.16    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS   | City of Los Angeles Department of Airports                                       | CUSIP: 544435Q52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15980000 | PA      | $18846361.36  | 0.18%             | 2040-05-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT WTR & PWR  | Los Angeles Department of Water & Power                                          | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |  18900000 | PA      | $20818684.53  | 0.20%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XLII Ltd                                                    | CUSIP: 55822RAF7<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |   3853500 | PA      | $3862451.68   | 0.04%             | 2030-11-21      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XIX Ltd                                                                | CUSIP: 55954JAL2<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4578686.50   | 0.04%             | 2034-04-17      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD               | Marathon CLO 2021-16 Ltd                                                         | CUSIP: 56580KAU9<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8009632.00   | 0.08%             | 2034-04-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXI Ltd.      | Marble Point CLO XXI Ltd                                                         | CUSIP: 56606KAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9989210.00   | 0.10%             | 2034-10-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| National Finance Authority     | New Hampshire Business Finance Authority                                         | CUSIP: 63607WAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32000331 | PA      | $1627536.84   | 0.02%             | 2038-01-20      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 62 Ltd                                        | CUSIP: 64136GAL1<br>LEI: 254900SRG89PQ23CS052 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3949612.00   | 0.04%             | 2039-10-17      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU | New Jersey Turnpike Authority                                                    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |  11904000 | PA      | $14208082.29  | 0.14%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV | Octagon Investment Partners XVII Ltd                                             | CUSIP: 67590GBN8<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503531.00   | 0.01%             | 2031-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX | Octagon Investment Partners XXI Ltd                                              | CUSIP: 67590QCE5<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5007800.00   | 0.05%             | 2031-02-14      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX INDL DEV AUTH | Port of Beaumont Industrial Development Authority                                | CUSIP: 73358SAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10500000 | PA      | $9585541.35   | 0.09%             | 2028-01-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P | City of San Francisco CA Public Utilities Commission Water Revenue               | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5706504.00   | 0.05%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SAN LUIS UNIT/WESTLANDS WTR DI | San Luis Unit/Westlands Water District Financing Authority                       | CUSIP: 798736AP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4300000 | PA      | $3708152.73   | 0.04%             | 2040-09-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-2                                    | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3255974 | PA      | $3253821.46   | 0.03%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC         | Choice Hotels International Inc                                                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $12728117.62  | 0.12%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GMR6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     10185 | PA      | $5695.62      | 0.00%             | 2033-08-25      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-6                                    | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1979433 | PA      | $1983376.99   | 0.02%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| STAFFORD TX MUNI SCH DIST      | Stafford Municipal School District                                               | CUSIP: 852519LQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3525000 | PA      | $2979528.46   | 0.03%             | 2041-08-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC            | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4616829.00   | 0.04%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2006-1                     | CUSIP: 863579Q92<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81565 | PA      | $70409.67     | 0.00%             | 2036-02-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trus | Suntrust Alternative Loan Trust Series 2005-1F                                   | CUSIP: 86789MAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1203293 | PA      | $1135497.01   | 0.01%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD         | Thompson Park CLO Ltd                                                            | CUSIP: 884887AQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10017100.00  | 0.10%             | 2034-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GRE0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    229871 | PA      | $222736.58    | 0.00%             | 2035-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29427 | PA      | $23506.17     | 0.00%             | 2500-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD         | Thompson Park CLO Ltd                                                            | CUSIP: 884887AU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4879860.00   | 0.05%             | 2034-04-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                | Thor Industries Inc                                                              | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |   8850000 | PA      | $8501312.66   | 0.08%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $64382214.00  | 0.61%             | 2044-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WSTRN MI SCH DIST              | Western School District                                                          | CUSIP: 959452LZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1224467.10   | 0.01%             | 2040-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-7                                 | CUSIP: 17311AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2328915 | PA      | $2000030.92   | 0.02%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P7                                      | CUSIP: 17325HBV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45124000 | PA      | $240479.33    | 0.00%             | 2050-04-14      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42746500 | PA      | $185451.42    | 0.00%             | 2050-10-12      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| CLAREMONT MCKENNA              | Claremont Mckenna College                                                        | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16311000 | PA      | $10965606.55  | 0.10%             | 2122-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE               | Coca-Cola Co/The                                                                 | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14858932.80  | 0.14%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COLORADO SPRINGS CO UTILITIES  | City of Colorado Springs CO Utilities System Revenue                             | CUSIP: 196632GV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5875000 | PA      | $6178534.23   | 0.06%             | 2039-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| COLORADO ST BRD OF GOVERNORS U | Board of Governors of Colorado State University System                           | CUSIP: 196707HZ9<br>LEI: 549300MAE3RAIIEIQV71 | Long             | DBT              | MUN               | US        |   3730000 | PA      | $4051080.27   | 0.04%             | 2040-03-01      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA            | Commonwealth Financing Authority                                                 | CUSIP: 20281PMV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4920000 | PA      | $4271857.40   | 0.04%             | 2042-06-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CORNING INC                    | Corning Inc                                                                      | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   8306000 | PA      | $7863466.87   | 0.07%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $3306563.01   | 0.03%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust   | Drive Auto Receivables Trust 2025-2                                              | CUSIP: 262103AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6554470 | PA      | $6559169.23   | 0.06%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 83 CLO Ltd                                                                | CUSIP: 26246EAN8<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   2885000 | PA      | $2889200.56   | 0.03%             | 2037-04-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Equity One ABS Inc             | Equity One Mortgage Pass-Through Trust 2003-1                                    | CUSIP: 294751BX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21531 | PA      | $21470.11     | 0.00%             | 2033-08-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Equity One ABS Inc             | Equity One Mortgage Pass-Through Trust 2003-3                                    | CUSIP: 294751CT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275952 | PA      | $274962.58    | 0.00%             | 2033-12-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2021-1                                       | CUSIP: 30165XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2070000 | PA      | $2068616.21   | 0.02%             | 2028-07-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-4                                       | CUSIP: 30166UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77779 | PA      | $77829.08     | 0.00%             | 2030-08-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7868574.23   | 0.07%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136ASXX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10584157 | PA      | $8653277.60   | 0.08%             | 2046-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLND2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  53659000 | PA      | $854326.40    | 0.01%             | 2029-03-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  66799204 | PA      | $1692364.51   | 0.02%             | 2029-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H6ZT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 208361671 | PA      | $3585195.93   | 0.03%             | 2032-02-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QFRR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6551741 | PA      | $5208784.18   | 0.05%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust                                                    | CUSIP: 90278MBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 128213000 | PA      | $3640736.35   | 0.03%             | 2052-10-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-16CB                                                 | CUSIP: 021460AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781798 | PA      | $407068.98    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-23CB                                                 | CUSIP: 02147RAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5644057 | PA      | $1644379.08   | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-6CB                                                  | CUSIP: 12667F5G6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1345252 | PA      | $1171839.20   | 0.01%             | 2035-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-28CB                                                 | CUSIP: 12667FYV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196506 | PA      | $185483.23    | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-80CB                                                 | CUSIP: 12668BGD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2957103 | PA      | $2955507.72   | 0.03%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2004-15F                                                 | CUSIP: 36242DQX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625553 | PA      | $530369.69    | 0.01%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Trust                                                                       | CUSIP: 36242DSV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1453075 | PA      | $1442307.01   | 0.01%             | 2034-11-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2007-7                                                    | CUSIP: 36249BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395324 | PA      | $391528.49    | 0.00%             | 2037-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2020-GSA2                                           | CUSIP: 36264KAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  73324000 | PA      | $2956240.37   | 0.03%             | 2053-12-12      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-1                                         | CUSIP: 36266XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770270 | PA      | $771410.77    | 0.01%             | 2028-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3759221.46   | 0.04%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-2                                         | CUSIP: 379928AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5570604 | PA      | $5592555.46   | 0.05%             | 2029-03-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 9 Ltd                                          | CUSIP: 38138JAY9<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5501270.50   | 0.05%             | 2037-04-20      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 26 Ltd                                         | CUSIP: 38139QAN6<br>LEI: 254900C5OE1SRC894D90 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1249063.75   | 0.01%             | 2038-07-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38380TBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5392262 | PA      | $4793419.24   | 0.05%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2065928.00   | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1049385.74   | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                                               | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   8497000 | PA      | $8859763.95   | 0.08%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2086165.58   | 0.02%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX                     | City of Houston TX                                                               | CUSIP: 442331MG6<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   7100000 | PA      | $7736163.55   | 0.07%             | 2037-03-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX                     | City of Houston TX                                                               | CUSIP: 442331QN7<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    655000 | PA      | $701415.85    | 0.01%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| HUMBLE TX INDEP SCH DIST       | Humble Independent School District                                               | CUSIP: 445047JL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $4139749.35   | 0.04%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC       | Icon Investments Six DAC                                                         | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   4500000 | PA      | $4619584.40   | 0.04%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDEPENDENT BANK CORP          | Independent Bank Corp                                                            | CUSIP: 453836AJ7<br>LEI: 549300C5K3W8THR3GE10 | Long             | DBT              | CORP              | US        |  12200000 | PA      | $12742044.78  | 0.12%             | 2035-04-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REVENUE    | Indiana Finance Authority                                                        | CUSIP: 455057SV2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |  34775000 | PA      | $39412020.21  | 0.38%             | 2039-02-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR3                                        | CUSIP: 45660L5P0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4107762 | PA      | $2779672.68   | 0.03%             | 2036-03-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2004-AR4                                        | CUSIP: 45660NQ40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1678147 | PA      | $1615267.31   | 0.02%             | 2034-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR25                                       | CUSIP: 45661HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100178 | PA      | $2859748.73   | 0.03%             | 2036-09-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Tru | IndyMac IMSC Mortgage Loan Trust 2007-AR1                                        | CUSIP: 456672AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319998 | PA      | $188933.45    | 0.00%             | 2037-06-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1544920.50   | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2024-7                                                  | CUSIP: 465971AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $5951326.40   | 0.06%             | 2053-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC20                 | CUSIP: 46631QAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50164 | PA      | $0.00         | 0.00%             | 2051-02-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2022-3                                                  | CUSIP: 46654UAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11588632 | PA      | $8158534.83   | 0.08%             | 2052-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 23 Ltd                                                                   | CUSIP: 48252YAQ2<br>LEI: 549300ULSPVDFXMNXZ65 | Long             | ABS-CBDO         | CORP              | KY        |  10480000 | PA      | $10495898.16  | 0.10%             | 2031-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| MMH MASTER LLC                 | MMH Master LLC                                                                   | CUSIP: 55318RAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10250000 | PA      | $10887986.02  | 0.10%             | 2044-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE   | Michigan Finance Authority                                                       | CUSIP: 59447TZD8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   6215000 | PA      | $5098749.95   | 0.05%             | 2045-06-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8725000 | PA      | $211971.26    | 0.00%             | 2050-06-15      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7959000 | PA      | $7556577.04   | 0.07%             | 2050-06-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5868024.60   | 0.06%             | 2050-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 39 Ltd                                        | CUSIP: 64134FAL5<br>LEI: 549300VZYYV7KE4XNU69 | Long             | ABS-CBDO         | CORP              | KY        |   3625000 | PA      | $3499792.50   | 0.03%             | 2038-04-20      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| NEW JERSEY INSTITUTE OF TECHNO | New Jersey Institute of Technology/NJ                                            | CUSIP: 64579RCZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6455000 | PA      | $5494330.11   | 0.05%             | 2042-07-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST LIBERTY DEV CORP L | New York Liberty Development Corp                                                | CUSIP: 649519EL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $4899778.40   | 0.05%             | 2042-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owne | NextGear Floorplan Master Owner Trust                                            | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10141124.00  | 0.10%             | 2029-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51 | Octagon Investment Partners 51 Ltd                                               | CUSIP: 675943AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14750000 | PA      | $14784249.50  | 0.14%             | 2034-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S9 Trust                                                       | CUSIP: 749577AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1053890 | PA      | $831298.80    | 0.01%             | 2036-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2006-A5CB                                 | CUSIP: 76112FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2301570 | PA      | $845546.05    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-1                                    | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8161604 | PA      | $8211702.04   | 0.08%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-5                                    | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    741863 | PA      | $742234.55    | 0.01%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-2                                    | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5076681.50   | 0.05%             | 2030-12-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-4                                    | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4574000 | PA      | $4607637.65   | 0.04%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Resid | Specialty Underwriting & Residential Finance Trust Series 2006-BC2               | CUSIP: 84751PLP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    706841 | PA      | $229029.01    | 0.00%             | 2037-02-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2006-4                     | CUSIP: 86360BAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470673 | PA      | $264816.41    | 0.00%             | 2036-05-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2006-12                    | CUSIP: 86362RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421915 | PA      | $301266.25    | 0.00%             | 2037-01-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE            | Toledo Hospital/The                                                              | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $7130102.11   | 0.07%             | 2048-11-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2019-C18                                           | CUSIP: 90278PBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $8512820.10   | 0.08%             | 2052-12-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $70983859.50  | 0.68%             | 2042-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF HOUSTON TX UNIV REVENU | University of Houston                                                            | CUSIP: 914302GQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5530000 | PA      | $4729550.75   | 0.05%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bowling Green Park CLO LLC     | Bowling Green Park CLO LLC                                                       | CUSIP: 102875AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8540000 | PA      | $8558164.58   | 0.08%             | 2035-04-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO        | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $8623802.67   | 0.08%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC         | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2837449.59   | 0.03%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF        | California Institute of Technology                                               | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |  16053000 | PA      | $13210256.26  | 0.13%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF        | California Institute of Technology                                               | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |  11558000 | PA      | $7695543.75   | 0.07%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F1G85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  57193000 | PA      | $386950.68    | 0.00%             | 2027-05-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 198556189 | PA      | $7697824.87   | 0.07%             | 2030-10-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H5E37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 160000000 | PA      | $1591328.00   | 0.02%             | 2028-12-25      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H5YG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 175000000 | PA      | $2614622.50   | 0.02%             | 2029-01-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HBFZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 107662679 | PA      | $1922855.45   | 0.02%             | 2028-12-25      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HH5Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 213757900 | PA      | $7526052.27   | 0.07%             | 2031-08-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HMCM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 663018157 | PA      | $5652362.39   | 0.05%             | 2030-07-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIII Ltd                                                              | CUSIP: 55954NAY5<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8394753.00   | 0.08%             | 2035-01-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777NW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $903111.10    | 0.01%             | 2038-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777NX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1105000 | PA      | $870736.80    | 0.01%             | 2039-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PLYMOUTH-CANTON MI CMNTY SCH D | Plymouth-Canton Community School District                                        | CUSIP: 729429QW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1577859.55   | 0.02%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4579339.50   | 0.04%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCL PARTNRS       | Pinnacle Financial Partners Inc                                                  | CUSIP: 87161CAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4211828.32   | 0.04%             | 2029-02-07      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust                    | CUSIP: 92990GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    788404 | PA      | $696918.74    | 0.01%             | 2037-05-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust   | CUSIP: 9393362N2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    589090 | PA      | $572046.93    | 0.01%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6365686.80   | 0.06%             | 2058-05-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C42                                   | CUSIP: 95001GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 116750000 | PA      | $728099.70    | 0.01%             | 2050-12-15      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C48                                   | CUSIP: 95001RBB4<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4892418.00   | 0.05%             | 2052-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49741484 | PA      | $2082899.79   | 0.02%             | 2052-08-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7073000 | PA      | $6139444.63   | 0.06%             | 2052-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C57                                   | CUSIP: 95002XBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21379702 | PA      | $1461368.89   | 0.01%             | 2053-08-15      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40274000 | PA      | $2545026.83   | 0.02%             | 2054-04-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-2                                     | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7062367.90   | 0.07%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6330000 | PA      | $6400149.69   | 0.06%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

**Name of Applicant:** Trust for Professional Managers

**Signature:** /s/ Kelly Strauss

**Name of Signer:** Kelly Strauss

**Title:** Treasurer