# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001004726-26-001287
**Filing Date:** 2026-2
**Character Count:** 617560
**Document Hash:** 0b7cf17196412724d0bf2bdab99b905a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-001287.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001004726-26-001287

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22696
- **FILM NUMBER:** 26694459

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

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

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

- **a. Name of Series:** VictoryShares Core Plus Intermediate Bond ETF

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1601412584.41

**Total Liabilities:** $26048795.54

**Net Assets:** $1575363788.87

**Cash Not Reported:** $3920853.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3225.31321184 | **1-Year:** -55797.19547419 | **5-Year:** -151406.30141526 | **10-Year:** -233098.14952752 | **30-Year:** -54637.65059493

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

- **3-Month:** -367.45307248 | **1-Year:** -10991.28152343 | **5-Year:** -26040.11659004 | **10-Year:** -10163.96581562 | **30-Year:** -2827.46073697

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230774 | 0.54%                | 0.71%                | -0.08%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2448026.83              | $-668422.50                                |
| Month 2  | $101609.86               | $4579200.41                                |
| Month 3  | $-98802.53               | $-6655148.89                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                           | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384KED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1228691 | PA      | $1240821.37   | 0.08%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico, S.A.B. de C.V.                                                               | GRUPO AEROMEXICO SAB DE CV                         | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      1000 | PA      | $1022.65      | 0.00%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DUNKIN BRANDS                                                                                  | DB MASTER FINANCE LLC                              | CUSIP: 233046AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1296000 | PA      | $1226029.81   | 0.08%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CXR79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    795211 | PA      | $805751.11    | 0.05%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC.                                                                                    | ZOETIS INC                                         | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    835000 | PA      | $844383.97    | 0.05%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617F8RF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    400697 | PA      | $390820.86    | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST                                                                   | ATRIUM HOTEL PORTFOLIO TRUST 2025 ATRM             | CUSIP: 049917AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407813 | PA      | $406590.86    | 0.03%             | 2030-08-15      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1481250.00   | 0.09%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2CS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    843029 | PA      | $845742.67    | 0.05%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST 2020 1MW                            | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165544 | PA      | $157342.38    | 0.01%             | 2040-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                       | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    423000 | PA      | $400071.80    | 0.03%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 B   | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1026615 | PA      | $1032940.21   | 0.07%             | 2033-09-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BNAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    404817 | PA      | $406638.66    | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205917.99    | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS SC STORM FUNDING LLC                                                      | DUKE ENERGY PROGRESS SC STORM FUNDING LLC          | CUSIP: 26445CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168182 | PA      | $172681.27    | 0.01%             | 2046-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    505070 | PA      | $466723.34    | 0.03%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9DC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189947 | PA      | $192911.52    | 0.01%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NQDM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    769438 | PA      | $791194.75    | 0.05%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 1                       | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $505023.34    | 0.03%             | 2032-10-14      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| KKR & CO. INC.                                                                                 | KKR CO INC                                         | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    992000 | PA      | $992306.02    | 0.06%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242000 | PA      | $250817.67    | 0.02%             | 2031-08-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                                          | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3837840 | NS      | $3837840.38   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427PTH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1216893 | PA      | $1217665.46   | 0.08%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225098 | PA      | $199183.31    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPSX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254878 | PA      | $255220.10    | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                                     | CONSTELLATION BRANDS INC                           | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    978000 | PA      | $967665.63    | 0.06%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542000 | PA      | $547098.79    | 0.03%             | 2035-08-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    214095 | PA      | $209986.94    | 0.01%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    335000 | PA      | $348745.94    | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28526000 | PA      | $30594135.00  | 1.94%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY CO., INC.                                               | AMERICAN BUILDERS CONTRACTORS SUPPLY CO INC        | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    695000 | PA      | $690244.62    | 0.04%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GVFJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14747572 | PA      | $14476239.77  | 0.92%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                       | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC            | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1314542.31   | 0.08%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    688000 | PA      | $692289.06    | 0.04%             | 2029-10-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                           | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812U7J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $326307.28    | 0.02%             | 2039-10-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5342000 | PA      | $5252688.44   | 0.33%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    475990 | PA      | $428375.51    | 0.03%             | 2053-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                                      | ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203ME31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $249225.98    | 0.02%             | 2039-10-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    303676 | PA      | $304860.54    | 0.02%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP, INC.                                                                             | COSTAR GROUP INC                                   | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    113000 | PA      | $103621.59    | 0.01%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                           | SOUTHERN CO THE                                    | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    182000 | PA      | $181932.36    | 0.01%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1911305.49   | 0.12%             | 2029-05-21      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0GU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6024608 | PA      | $6043903.26   | 0.38%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH, INC.                                                                           | ORLANDO HEALTH OBLIGATED GROUP                     | CUSIP: 686514AP5<br>LEI: 549300TMK1PZT9ZBF098 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1757478.05   | 0.11%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2086.31      | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                                                                       | GROUP 1 AUTOMOTIVE INC                             | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514206.38    | 0.03%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022  | CUSIP: 02528GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $3111342.76   | 0.20%             | 2028-10-13      | Fixed         | 8.08%                 | Yes           |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UEP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $343087.53    | 0.02%             | 2044-07-01      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2874854 | PA      | $2939757.01   | 0.19%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $490790.93    | 0.03%             | 2028-07-21      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                         | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677000 | PA      | $565154.52    | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    119493 | PA      | $103181.23    | 0.01%             | 2053-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                      | MGM RESORTS INTERNATIONAL                          | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513948.57    | 0.03%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                              | MORGAN STANLEY PRIVATE BANK NA                     | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    651000 | PA      | $659970.78    | 0.04%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| WESTERN FUNDING AUTO LOAN TRUST                                                                | WESTERN FUNDING AUTO LOAN TRUST 2025 1             | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1009000 | PA      | $1015753.68   | 0.06%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                                   | FLUTTER TREASURY DAC                               | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1715000 | PA      | $1739677.50   | 0.11%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ROBLOX CORPORATION                                                                             | ROBLOX CORP                                        | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    612000 | PA      | $584853.19    | 0.04%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 113 CLO LTD                                 | CUSIP: 26253EBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1722510 | PA      | $1724192.89   | 0.11%             | 2037-10-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 2 LLC              | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92000 | PA      | $95008.84     | 0.01%             | 2030-12-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 97415CAE8<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |    991000 | PA      | $996578.98    | 0.06%             | 2033-09-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JDB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1332000 | PA      | $1334755.64   | 0.08%             | 2029-10-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $253378.91    | 0.02%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 1                      | CUSIP: 16144BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211000 | PA      | $217039.10    | 0.01%             | 2031-06-25      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                                                          | FRONTIER COMMUNICATIONS HOLDINGS LLC               | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1094500 | PA      | $1092792.58   | 0.07%             | 2031-07-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W34J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4963329 | PA      | $5045268.58   | 0.32%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2024 A             | CUSIP: 14319FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $720369.23    | 0.05%             | 2030-12-16      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1178242 | PA      | $1128879.47   | 0.07%             | 2032-08-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2024 1 LLC                                   | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200652 | PA      | $202499.16    | 0.01%             | 2028-08-21      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2025 A         | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333000 | PA      | $1328673.54   | 0.08%             | 2032-02-17      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4896124 | PA      | $4901770.17   | 0.31%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YKQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1670593 | PA      | $1635000.39   | 0.10%             | 2053-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                                                                    | GECU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 36169EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19000 | PA      | $19739.96     | 0.00%             | 2030-04-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $207227.21    | 0.01%             | 2030-06-20      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| LATAM Airlines Group S.A.                                                                      | LATAM AIRLINES GROUP SA                            | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    315000 | PA      | $330933.95    | 0.02%             | 2031-01-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| VENTURE CLO LIMITED                                                                            | VENTURE 49 CLO LTD                                 | CUSIP: 922972AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107726 | PA      | $107758.67    | 0.01%             | 2037-04-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC        | CUSIP: 03237CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1412000 | PA      | $1438611.88   | 0.09%             | 2031-01-21      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KUKX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4949508 | PA      | $4900510.16   | 0.31%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $293371.60    | 0.02%             | 2030-09-25      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                                                 | TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KRS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    740000 | PA      | $743992.73    | 0.05%             | 2040-07-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 2                  | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    777212 | PA      | $801014.98    | 0.05%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                                   | MASSMUTUAL GLOBAL FUNDING II                       | CUSIP: 57629TBZ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   2784000 | PA      | $2801125.15   | 0.18%             | 2035-08-26      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1339000 | PA      | $1339918.33   | 0.09%             | 2042-07-15      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX, INC.                                                                                  | NETFLIX INC                                        | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1008701.33   | 0.06%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHARLESTON CNTY S C ARPT DIST ARPT SYS REV                                                     | CHARLESTON COUNTY AIRPORT DISTRICT                 | CUSIP: 160070FL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $755556.28    | 0.05%             | 2033-07-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Becle, S.A.B. de C.V.                                                                          | BECLE SAB DE CV                                    | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   1794000 | PA      | $1556332.97   | 0.10%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                                                   | CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775HT45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    320000 | PA      | $329089.79    | 0.02%             | 2039-11-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| PORT SEATTLE WASH REV                                                                          | PORT OF SEATTLE WA                                 | CUSIP: 7353894K1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $760572.62    | 0.05%             | 2032-09-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KULU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11000000 | PA      | $10896169.35  | 0.69%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249196.30    | 0.02%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    894000 | PA      | $879910.56    | 0.06%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025 P1      | CUSIP: 96043LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1015882.19   | 0.06%             | 2030-05-15      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666000 | PA      | $666602.62    | 0.04%             | 2042-07-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| HUBBELL INCORPORATED                                                                           | HUBBELL INC                                        | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    301000 | PA      | $299177.98    | 0.02%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                               | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $845776.18    | 0.05%             | 2038-11-05      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3083906.25   | 0.20%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                                                    | CAESARS ENTERTAINMENT INC                          | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486545.31    | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| AMRIZE FINANCE US LLC                                                                          | AMRIZE FINANCE US LLC                              | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    935000 | PA      | $964266.06    | 0.06%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                      | O REILLY AUTOMOTIVE INC                            | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1079784.68   | 0.07%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725219 | PA      | $729661.11    | 0.05%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERSHING SQUARE HOLDINGS LTD FUND                                                              | PERSHING SQUARE HOLDINGS LTD FUND                  | CUSIP: 71531QAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000605.30   | 0.19%             | 2032-10-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                    | NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY       | CUSIP: 64972JHE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $229029.85    | 0.01%             | 2036-05-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                          | AVENTURA MALL TRUST                                | CUSIP: 05359AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97792.67     | 0.01%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UGH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $91652.54     | 0.01%             | 2039-08-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                                                      | WILLIS NORTH AMERICA INC                           | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    719000 | PA      | $741896.32    | 0.05%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2207000 | PA      | $2252984.26   | 0.14%             | 2033-05-12      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| NEVADA HSG DIV SINGLE FAMILY MTG REV                                                           | NEVADA HOUSING DIVISION                            | CUSIP: 641279B37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $166357.98    | 0.01%             | 2039-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WISCONSIN HSG & ECONOMIC DEV AUTH HOME OWNERSHIP REV                                           | WISCONSIN HOUSING ECONOMIC DEVELOPMENT AUTHORITY   | CUSIP: 97689QYF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $678909.64    | 0.04%             | 2040-09-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BVW61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3952415 | PA      | $3979455.80   | 0.25%             | 2054-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP REV                                                              | MARYLAND ECONOMIC DEVELOPMENT CORP                 | CUSIP: 574205JC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66263.47     | 0.00%             | 2034-11-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1102896 | PA      | $1082621.68   | 0.07%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    277000 | PA      | $264989.03    | 0.02%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC.                                                                                   | TEXTRON INC                                        | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    701000 | PA      | $696163.30    | 0.04%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                    | ONEOK INC                                          | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    203000 | PA      | $184912.61    | 0.01%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384P7L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1023049 | PA      | $945345.60    | 0.06%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137F3PB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2281452 | PA      | $2252624.34   | 0.14%             | 2047-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST                                     | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3175539 | PA      | $3056225.50   | 0.19%             | 2040-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                          | DELTA AIR LINES 2020 A                             | CUSIP: 247361ZW1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     80484 | PA      | $77549.59     | 0.00%             | 2029-12-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124000 | PA      | $126903.66    | 0.01%             | 2030-06-17      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EAGLE MATERIALS INC.                                                                           | EAGLE MATERIALS INC                                | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1278312.94   | 0.08%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HLW65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1482407 | PA      | $1498770.98   | 0.10%             | 2039-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                    | SBNA AUTO RECEIVABLES TRUST 2024 A                 | CUSIP: 78437PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203000 | PA      | $205255.39    | 0.01%             | 2029-09-17      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC.                                                                                | BOMBARDIER INC                                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $213267.87    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13117812.50  | 0.83%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP ILL                                                              | SALES TAX SECURITIZATION CORP                      | CUSIP: 79467BJL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $176801.68    | 0.01%             | 2039-01-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975667 | PA      | $977218.81    | 0.06%             | 2033-09-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48794 | PA      | $50771.98     | 0.00%             | 2030-04-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    478533 | PA      | $484042.65    | 0.03%             | 2032-08-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                            | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VCB3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    817000 | PA      | $827830.92    | 0.05%             | 2035-03-13      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| HYT COMMERCIAL MORTGAGE TRUST                                                                  | HYT COMMERCIAL MORTGAGE TRUST 2024 RGCY            | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1412906 | PA      | $1416881.77   | 0.09%             | 2041-09-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    360425 | PA      | $369447.82    | 0.02%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AFG ABS I, LLC                                                                                 | AFG ABS I LLC                                      | CUSIP: 00111LAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    999990 | PA      | $1041409.92   | 0.07%             | 2030-09-16      | Fixed         | 9.40%                 | Yes           |                  2 | On Loan: No      |
| EZCORP, INC.                                                                                   | EZCORP INC                                         | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531586.25    | 0.03%             | 2032-04-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1566307 | PA      | $1579964.64   | 0.10%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    763000 | PA      | $620533.59    | 0.04%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST                                                                  | MAD COMMERCIAL MORTGAGE TRUST 2025 11MD            | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $672729.55    | 0.04%             | 2042-10-15      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| KEYCORP                                                                                        | KEYCORP                                            | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    298000 | PA      | $323659.42    | 0.02%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W37J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    607230 | PA      | $594185.80    | 0.04%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1875691 | PA      | $1910693.54   | 0.12%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273668 | PA      | $275434.73    | 0.02%             | 2033-01-18      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPQQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    713154 | PA      | $679978.65    | 0.04%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II, L.P.                                                                   | TPG OPERATING GROUP II LP                          | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1361967.66   | 0.09%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                                                      | CRH AMERICA FINANCE INC                            | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1172680.96   | 0.07%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57000 | PA      | $58573.96     | 0.00%             | 2031-12-12      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DPKU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6579006 | PA      | $6096350.90   | 0.39%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226365 | PA      | $236802.94    | 0.02%             | 2031-11-17      | Fixed         | 7.34%                 | Yes           |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                                                                   | ZIMMER BIOMET HOLDINGS INC                         | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    760000 | PA      | $774990.20    | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $301456.38    | 0.02%             | 2032-07-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 2                | CUSIP: 24703GAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237000 | PA      | $238083.28    | 0.02%             | 2029-07-23      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681810 | PA      | $694477.21    | 0.04%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                                                       | TEXAS ST                                           | CUSIP: 8827244F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $404349.16    | 0.03%             | 2041-10-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST                                                                            | DBWF 2024 LCRS MORTGAGE TRUST                      | CUSIP: 23307KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249657.71    | 0.02%             | 2034-04-15      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582000 | PA      | $587470.66    | 0.04%             | 2031-04-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                                                      | DLLAD 2025 1 LLC                                   | CUSIP: 23347BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $507350.39    | 0.03%             | 2032-10-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| THE KROGER CO.                                                                                 | KROGER CO THE                                      | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    572000 | PA      | $547003.60    | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    646473 | PA      | $549922.33    | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2024 3                     | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134000 | PA      | $136964.38    | 0.01%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MONTANA FAC FIN AUTH REV                                                                       | MONTANA FACILITY FINANCE AUTHORITY                 | CUSIP: 61204KPG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $225870.91    | 0.01%             | 2031-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS LLC                                                                 | REYNOLDS CONSUMER PRODUCTS LLC                     | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |    241149 | PA      | $242294.65    | 0.02%             | 2032-03-04      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102257.97    | 0.01%             | 2033-03-28      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 3                  | CUSIP: 50168BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214000 | PA      | $215581.03    | 0.01%             | 2028-06-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST                                                                   | ATRIUM HOTEL PORTFOLIO TRUST 2025 ATRM             | CUSIP: 049917AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1298635 | PA      | $1284261.32   | 0.08%             | 2030-08-15      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 2 LLC                                | CUSIP: 252153AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $480117.23    | 0.03%             | 2036-10-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 2 LLC              | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54390 | PA      | $54699.81     | 0.00%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                        | CF HIPPOLYTA ISSUER LLC                            | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324587 | PA      | $273102.99    | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| 1301 TRUST                                                                                     | 1301 TRUST 2025 AOA                                | CUSIP: 682461AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958518 | PA      | $969487.85    | 0.06%             | 2030-08-11      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| HAWAII ST                                                                                      | STATE OF HAWAII                                    | CUSIP: 419792Q41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $345251.93    | 0.02%             | 2034-10-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                                                                       | EW SCRIPPS CO THE                                  | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |   2223416 | PA      | $2242470.74   | 0.14%             | 2028-06-30      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    689000 | PA      | $675243.46    | 0.04%             | 2034-05-15      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| XPO, INC.                                                                                      | XPO INC                                            | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    840000 | PA      | $855955.59    | 0.05%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    221282 | PA      | $225801.67    | 0.01%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    224485 | PA      | $228106.65    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                                    | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021 M | CUSIP: 03881VAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $922480.12    | 0.06%             | 2054-06-15      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384BM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    238498 | PA      | $242435.25    | 0.02%             | 2046-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XLD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    556757 | PA      | $501086.02    | 0.03%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0U37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3361132 | PA      | $3416100.60   | 0.22%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUWG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4930992 | PA      | $4843879.27   | 0.31%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622AB4W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    189312 | PA      | $184748.55    | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                | VANTAGE DATA CENTERS LLC                           | CUSIP: 92212KAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2401000 | PA      | $2379523.12   | 0.15%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    231233 | PA      | $234792.32    | 0.01%             | 2054-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $451102.60    | 0.03%             | 2056-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594000 | PA      | $603370.93    | 0.04%             | 2031-10-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341986 | PA      | $336119.64    | 0.02%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                                           | MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GP66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $142207.24    | 0.01%             | 2039-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DF8<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    223000 | PA      | $226092.00    | 0.01%             | 2036-05-15      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST STORM FUNDING I, LLC                                                      | EVERGY MISSOURI WEST STORM FUNDING I LLC           | CUSIP: 30037HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197913 | PA      | $203155.64    | 0.01%             | 2040-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC.                                                                                   | TRIMBLE INC                                        | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    455000 | PA      | $490135.82    | 0.03%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427NPL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4955646 | PA      | $4872030.74   | 0.31%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                             | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433589.20    | 0.03%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                                                      | CRH AMERICA FINANCE INC                            | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    405000 | PA      | $414831.08    | 0.03%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                                                  | PAYCHEX INC                                        | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1052111.28   | 0.07%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                                   | PERFORMANCE FOOD GROUP INC                         | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244972.43    | 0.02%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| JABIL INC.                                                                                     | JABIL INC                                          | CUSIP: 46652MA21<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   3300000 | PA      | $3299196.45   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133D0PM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1189565 | PA      | $1213426.74   | 0.08%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $493380.16    | 0.03%             | 2037-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                                   | NEW YORK LIFE GLOBAL FUNDING                       | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1162614.12   | 0.07%             | 2031-08-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    397245 | PA      | $357507.83    | 0.02%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER LLC                                                                     | UNITI FIBER ABS ISSUER LLC                         | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426488 | PA      | $436032.39    | 0.03%             | 2055-04-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRPW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2966316 | PA      | $2748467.95   | 0.17%             | 2053-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                          | AIR LEASE CORP                                     | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33557.13     | 0.00%             | 2199-12-31      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY HOUSTON TEX UNIV REVS                                                               | UNIVERSITY OF HOUSTON                              | CUSIP: 914302MS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25081.40     | 0.00%             | 2037-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2022 4 LLC              | CUSIP: 29374GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $252433.52    | 0.02%             | 2029-10-22      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2FM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4892737 | PA      | $4912297.72   | 0.31%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14499000 | PA      | $14614538.91  | 0.93%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                              | HEICO CORP                                         | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1186522.37   | 0.08%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104000 | PA      | $109478.76    | 0.01%             | 2032-10-21      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476000 | PA      | $485498.73    | 0.03%             | 2037-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                                                    | HOUSTON GALLERIA MALL TRUST 2025 HGLR              | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177473 | PA      | $183545.28    | 0.01%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    606044 | PA      | $608223.54    | 0.04%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                                                      | ALCON FINANCE CORP                                 | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    501000 | PA      | $506811.50    | 0.03%             | 2052-12-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    314982 | PA      | $291019.14    | 0.02%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2021 A                  | CUSIP: 55317JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252245 | PA      | $250867.21    | 0.02%             | 2030-11-13      | Fixed         | 1.04%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                               | DEUTSCHE BANK AG NEW YORK NY                       | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35693.03     | 0.00%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $226747.12    | 0.01%             | 2029-07-16      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                         | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366000 | PA      | $224556.56    | 0.01%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| CLARUS CAPITAL FUNDING LLC                                                                     | CLARUS CAPITAL FUNDING 2024 1 LLC                  | CUSIP: 18271JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $70490.55     | 0.00%             | 2032-08-20      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191945 | PA      | $192637.28    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975743 | PA      | $976378.58    | 0.06%             | 2044-12-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS, INC.                                                                             | VAIL RESORTS INC                                   | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259598.76    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1870810.30   | 0.12%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                                                    | OCP CLO 2025 48 LTD                                | CUSIP: 67122YAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2077872 | PA      | $2081612.17   | 0.13%             | 2038-12-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                      | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    920000 | PA      | $907974.68    | 0.06%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427NF95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2394265 | PA      | $2401933.64   | 0.15%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $521767.35    | 0.03%             | 2027-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4168252.78   | 0.26%             | 2029-09-17      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1508325 | PA      | $1509265.38   | 0.10%             | 2044-12-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                                                                | CARLISLE COS INC                                   | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    490000 | PA      | $496161.70    | 0.03%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                             | CREDIT AGRICOLE SA                                 | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $319057.32    | 0.02%             | 2035-01-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7435059 | PA      | $6418583.60   | 0.41%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2024 A             | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $260460.84    | 0.02%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                 | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    583000 | PA      | $578848.32    | 0.04%             | 2199-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                                                       | FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M8E4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $43671.08     | 0.00%             | 2039-07-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                             | BOEING CO THE                                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3582000 | PA      | $4037128.92   | 0.26%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415490 | PA      | $422552.43    | 0.03%             | 2053-08-20      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Limited                                                                           | GGAM FINANCE LTD                                   | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $506840.20    | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160997 | PA      | $159551.94    | 0.01%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                                      | VIPER ENERGY PARTNERS LLC OLD                      | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1166898.90   | 0.07%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                               | AMERICAN NATIONAL GLOBAL FUNDING                   | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    168000 | PA      | $172851.84    | 0.01%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                                        | COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19648GMW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $122431.53    | 0.01%             | 2039-11-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270349 | PA      | $263554.53    | 0.02%             | 2054-10-15      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| LKQ CORPORATION                                                                                | LKQ CORP                                           | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     73000 | PA      | $78139.38     | 0.00%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMMK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665486 | PA      | $621715.08    | 0.04%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1765427 | PA      | $1808163.90   | 0.11%             | 2034-09-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1098427 | PA      | $1109241.25   | 0.07%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                              | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    842000 | PA      | $856970.66    | 0.05%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    152966 | PA      | $155585.45    | 0.01%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1001000 | PA      | $1061400.14   | 0.07%             | 2034-05-15      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                             | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP   | CUSIP: 72650RBP6<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    694000 | PA      | $716773.98    | 0.05%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                    | AKER BP ASA                                        | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    523000 | PA      | $512362.89    | 0.03%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133B3ES2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174072 | PA      | $154891.81    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                                                          | ONE BRYANT PARK                                    | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4230000 | PA      | $3926740.33   | 0.25%             | 2049-09-13      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486000 | PA      | $497257.47    | 0.03%             | 2031-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427PAA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6341610 | PA      | $6047588.25   | 0.38%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                      | REGAL REXNORD CORP                                 | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     49000 | PA      | $52764.18     | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                                           | ONTARIO TEACHERS CADILLAC FAIRVIEW PROP            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    755000 | PA      | $677846.55    | 0.04%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $253187.72    | 0.02%             | 2039-06-21      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2021 XL2              | CUSIP: 05609KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $104791.21    | 0.01%             | 2038-10-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EM80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222782 | PA      | $226127.16    | 0.01%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE N C CTFS PARTN                                                                       | CITY OF CHARLOTTE NC                               | CUSIP: 1610376K7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    790000 | PA      | $812720.82    | 0.05%             | 2040-06-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5639000 | PA      | $5870727.66   | 0.37%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                                                                  | BARINGS EQUIPMENT FINANCE LLC 2025 A               | CUSIP: 06764MAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1031000 | PA      | $1063759.99   | 0.07%             | 2050-06-13      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| MILE TRUST                                                                                     | MILE TRUST 2025 STNE                               | CUSIP: 59918AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362500 | PA      | $362474.79    | 0.02%             | 2030-07-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    944000 | PA      | $835146.83    | 0.05%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                                        | COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19648GA85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $510215.13    | 0.03%             | 2043-11-01      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK AUTO CREDIT-LINKED NOTES                                                           | TRUIST BANK AUTO CREDIT LINKED NOTES SERIES 2025 1 | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    736836 | PA      | $739676.16    | 0.05%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025 HI      | CUSIP: 949933AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $405226.05    | 0.03%             | 2042-10-15      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                 | VAR ENERGI ASA                                     | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    442000 | PA      | $467032.98    | 0.03%             | 2035-05-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO 2022 I LTD                            | CUSIP: 81785AAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442000 | PA      | $442574.60    | 0.03%             | 2038-01-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50238.78     | 0.00%             | 2029-04-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD.                                                                        | AS MILEAGE PLAN IP LTD                             | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    886000 | PA      | $894329.68    | 0.06%             | 2031-10-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: —       |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    601000 | PA      | $502053.70    | 0.03%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21478 | PA      | $21827.56     | 0.00%             | 2031-01-13      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                       | STATE STREET CORP                                  | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    579000 | PA      | $625878.89    | 0.04%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2019 55HY MORTGAGE TRUST              | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2115000 | PA      | $1992839.74   | 0.13%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1219322 | PA      | $1230725.46   | 0.08%             | 2051-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORPORATION                                                                     | MERITAGE HOMES CORP                                | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    592000 | PA      | $604816.32    | 0.04%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                                                     | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2025 HY | CUSIP: 05942CAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $195141.48    | 0.01%             | 2042-12-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198607 | PA      | $204349.75    | 0.01%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                        | BOARDWALK PIPELINES LP                             | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    817000 | PA      | $821248.04    | 0.05%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                                            | KILROY REALTY LP                                   | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    387000 | PA      | $401144.85    | 0.03%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VN30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15295110 | PA      | $13801125.04  | 0.88%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLEGHENY CNTY PA ARPT AUTH ARPT REV                                                           | ALLEGHENY COUNTY AIRPORT AUTHORITY                 | CUSIP: 01728LJY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $316718.67    | 0.02%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                          | WELLS FARGO COMPANY                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4473000 | PA      | $4457793.56   | 0.28%             | 2199-12-31      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE                                                                            | ELARA HGV TIMESHARE ISSUER 2019 A LLC              | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78123 | PA      | $77819.16     | 0.00%             | 2034-01-25      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                                                     | ALBERTSONS COS INC                                 | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    179000 | PA      | $179672.20    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429952 | PA      | $445960.46    | 0.03%             | 2030-04-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9L93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201818 | PA      | $198634.30    | 0.01%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2022 REV1             | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $952372.51    | 0.06%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                                                          | ALEXANDRIA REAL ESTATE EQUITIES INC                | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1221055.85   | 0.08%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                    | WESTPAC BANKING CORP                               | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $361065.30    | 0.02%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                           | DENTSPLY SIRONA INC                                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1459059.17   | 0.09%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BPR TRUST                                                                                      | BPR TRUST 2021 TY                                  | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119946 | PA      | $119799.07    | 0.01%             | 2038-09-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8F28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222956 | PA      | $188927.88    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1165827.27   | 0.07%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427QXP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9987929 | PA      | $9990225.30   | 0.63%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE. LTD.                                                      | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD            | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    500000 | PA      | $531787.49    | 0.03%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51580 | PA      | $51919.01     | 0.00%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                                                | STWD TRUST                                         | CUSIP: 85236WCL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $759050.23    | 0.05%             | 2036-11-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316000 | PA      | $313732.26    | 0.02%             | 2033-10-17      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72000 | PA      | $73667.77     | 0.00%             | 2031-03-26      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32787 | PA      | $29634.07     | 0.00%             | 2032-04-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141000 | PA      | $147528.53    | 0.01%             | 2030-12-16      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FLAGSHIP CREDIT AUTO TRUST 2021 4                  | CUSIP: 33845AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186432 | PA      | $185141.45    | 0.01%             | 2027-12-15      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                                                                 | TEXAS CAPITAL BANCSHARES                           | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492581.03    | 0.03%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM, INC.                                                                             | DT MIDSTREAM INC                                   | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    796000 | PA      | $827059.64    | 0.05%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1105000 | PA      | $1124897.86   | 0.07%             | 2030-04-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ADLA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    600173 | PA      | $535025.58    | 0.03%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                                                  | ASBURY AUTOMOTIVE GROUP INC                        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485997.15    | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915000 | PA      | $947855.96    | 0.06%             | 2033-05-12      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 B LLC                            | CUSIP: 62919WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4747000 | PA      | $4797402.37   | 0.30%             | 2033-01-18      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $914014.00    | 0.06%             | 2052-02-15      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                                                                  | RAYMOND JAMES FINANCIAL INC                        | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    973000 | PA      | $969292.87    | 0.06%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES ISSUER TRUST 20 | CUSIP: 02650VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $301168.20    | 0.02%             | 2031-06-16      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1478030 | PA      | $1409808.96   | 0.09%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $77842.39     | 0.00%             | 2029-09-25      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING, LLC                                                               | PERMIAN RESOURCES OPERATING LLC                    | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205218.73    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8712000 | PA      | $8677968.75   | 0.55%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                          | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    846000 | PA      | $901515.57    | 0.06%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| SOTHEBYS ARTFI MASTER TRUST                                                                    | SOTHEBY S ARTFI MASTER TRUST                       | CUSIP: 83589CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003383.40   | 0.06%             | 2031-12-22      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181000 | PA      | $186134.84    | 0.01%             | 2038-08-18      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168000 | PA      | $170707.35    | 0.01%             | 2029-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UHS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $468822.13    | 0.03%             | 2039-07-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $293869.37    | 0.02%             | 2029-06-20      | Fixed         | 7.24%                 | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                                         | FAIR ISAAC CORP                                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1431352.86   | 0.09%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| THE CARLYLE GROUP INC.                                                                         | CARLYLE GROUP INC THE                              | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1339885.79   | 0.09%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2025 2                  | CUSIP: 505912AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $987673.50    | 0.06%             | 2032-08-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ADEZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    269701 | PA      | $241554.57    | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $222982.03    | 0.01%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST                              | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265066 | PA      | $267970.13    | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171000 | PA      | $171087.58    | 0.01%             | 2028-01-21      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING, LLC                                                                         | DIRECTV FINANCING LLC                              | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    949296 | PA      | $951393.72    | 0.06%             | 2029-08-02      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                            | SOCIETE GENERALE SA                                | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    687000 | PA      | $688496.57    | 0.04%             | 2036-10-03      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LIMITED                                                          | MACQUARIE AIRFINANCE HOLDINGS LTD                  | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $5349.93      | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BJ'S WHOLESALE CLUB, INC.                                                                      | BJ S WHOLESALE CLUB INC                            | CUSIP: 09179FAX0<br>LEI: 549300H2XDOGOSR9L398 | Long             | LON              | CORP              | US        |    165000 | PA      | $165688.05    | 0.01%             | 2029-02-05      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY                                                   | FLUTTER FINANCING BV                               | CUSIP: N3313EAJ9<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |   1496250 | PA      | $1496250.00   | 0.09%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2024 LEAF1 NOTES                     | CUSIP: 55376YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $274581.16    | 0.02%             | 2031-08-18      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    613823 | PA      | $613792.02    | 0.04%             | 2044-12-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                                                       | ADVANCE AUTO PARTS INC                             | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503209.47    | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| WILLIS NORTH AMERICA INC.                                                                      | WILLIS NORTH AMERICA INC                           | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    676000 | PA      | $675704.72    | 0.04%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC.                                                                              | AMC NETWORKS INC                                   | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    221000 | PA      | $244349.66    | 0.02%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: —       |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC         | CUSIP: 03238BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1017097.40   | 0.06%             | 2031-07-21      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | 5 YEAR US TREASURY NOTE FUTURE MAR26               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       140 | NC      | $-11276.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $295653.18    | 0.02%             | 2052-02-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| VOYAGER PARENT, LLC                                                                            | VOYAGER PARENT LLC                                 | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $2039674.72   | 0.13%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MASTEC, INC.                                                                                   | MASTEC INC                                         | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    132000 | PA      | $137835.42    | 0.01%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| THE HERSHEY COMPANY                                                                            | HERSHEY CO THE                                     | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    531000 | PA      | $545765.77    | 0.03%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    252829 | PA      | $253428.50    | 0.02%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $126889.61    | 0.01%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74472 | PA      | $76182.52     | 0.00%             | 2029-11-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0BF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6034044 | PA      | $6064349.78   | 0.38%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                                   | MARRIOTT INTERNATIONAL INC MD                      | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430740.42    | 0.03%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535714 | PA      | $536903.28    | 0.03%             | 2034-01-16      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 4                  | CUSIP: 50571AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303568 | PA      | $315384.94    | 0.02%             | 2031-04-15      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION                         | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    906000 | PA      | $885241.55    | 0.06%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MBX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212000 | PA      | $219726.19    | 0.01%             | 2029-09-25      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CY8<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    196000 | PA      | $197198.47    | 0.01%             | 2035-05-15      | Fixed         | 6.69%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                                      | ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MN49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $346028.14    | 0.02%             | 2041-10-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                              | TELUS CORP                                         | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    762000 | PA      | $763679.83    | 0.05%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 1           | CUSIP: 37988XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $97097.14     | 0.01%             | 2030-03-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                             | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1321550.65   | 0.08%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| WEST VIRGINIA ST HSG DEV FD                                                                    | WEST VIRGINIA HOUSING DEVELOPMENT FUND             | CUSIP: 95662NQW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $118205.10    | 0.01%             | 2039-11-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                                                          | JEFFERIES FINANCE LLC JFIN                         | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |    526000 | PA      | $517413.93    | 0.03%             | 2031-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2017 GM                                  | CUSIP: 05607TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $435172.20    | 0.03%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | 30 YEAR US TREASURY BOND FUTURE MAR26              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       220 | NC      | $-158690.40   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                     | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5542000 | PA      | $3914352.28   | 0.25%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                            | GENERAL MOTORS                                     | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1009191 | PA      | $1038620.23   | 0.07%             | 2031-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                       | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    209000 | PA      | $214003.77    | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                               | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1752000 | PA      | $1737270.61   | 0.11%             | 2038-11-05      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2023 1           | CUSIP: 36266XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1943000 | PA      | $1978918.21   | 0.13%             | 2029-01-16      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST                                                                            | DBWF 2024 LCRS MORTGAGE TRUST                      | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232143 | PA      | $231877.95    | 0.01%             | 2034-04-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                        | DUKE ENERGY CORP                                   | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1080468.20   | 0.07%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196988 | PA      | $197166.43    | 0.01%             | 2028-03-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACJB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    245841 | PA      | $246545.42    | 0.02%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                          | AIR LEASE CORP                                     | CUSIP: 00913XA29<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |   6700000 | PA      | $6698509.25   | 0.43%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SGH2 LLC                                                                                       | SGH2 LLC                                           | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238032 | PA      | $238627.08    | 0.02%             | 2032-08-18      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45114.33     | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                   | TRUIST FINANCIAL CORP                              | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    696000 | PA      | $688635.98    | 0.04%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GS5Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5836919 | PA      | $5870286.20   | 0.37%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARS DB                                                                                        | CARS DB7 LP                                        | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197549 | PA      | $199021.35    | 0.01%             | 2053-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                                                 | MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654YK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    380000 | PA      | $368205.83    | 0.02%             | 2039-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP, INC.                                                                               | PULTEGROUP INC                                     | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    671000 | PA      | $721072.94    | 0.05%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    245175 | PA      | $245786.68    | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5137383 | PA      | $5287654.47   | 0.34%             | 2053-08-20      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2024 1 LLC                   | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3059747.08   | 0.19%             | 2032-01-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31425UWD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1304968 | PA      | $1326208.45   | 0.08%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2021 601L                                | CUSIP: 05607TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2037000 | PA      | $1793802.24   | 0.11%             | 2044-01-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                        | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    455000 | PA      | $438158.07    | 0.03%             | 2054-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                                             | INTERSTATE POWER AND LIGHT CO                      | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    474000 | PA      | $493358.84    | 0.03%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383HHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    154601 | PA      | $138338.78    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W3N88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10608611 | PA      | $10615020.52  | 0.67%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                           | USB AUTO OWNER TRUST 2025 1                        | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1807000 | PA      | $1831855.11   | 0.12%             | 2032-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RJA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $333154.57    | 0.02%             | 2030-06-20      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Olin Corporation                                                                               | OLIN CORP                                          | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    375000 | PA      | $369016.89    | 0.02%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC.                                                                                  | ALPHABET INC                                       | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    597000 | PA      | $587346.51    | 0.04%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    148771 | PA      | $152494.87    | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                       | DOW CHEMICAL CO THE                                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    552000 | PA      | $566731.70    | 0.04%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    332000 | PA      | $337119.15    | 0.02%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                                     | HUNTSMAN INTERNATIONAL L                           | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    798000 | PA      | $763363.44    | 0.05%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                               | OCCIDENTAL PETROLEUM CORP                          | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3191.71      | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                                                     | ROGERS COMMUNICATIONS INC                          | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    873000 | PA      | $822980.58    | 0.05%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199562.50    | 0.01%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                             | T MOBILE USA INC                                   | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    981000 | PA      | $975868.92    | 0.06%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                                  | NYC COMMERCIAL MORTGAGE TRUST 2025 300P            | CUSIP: 67121TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638501 | PA      | $640839.30    | 0.04%             | 2042-07-13      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                   | TRUIST FINANCIAL CORP                              | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8054.18      | 0.00%             | 2199-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST                                                                 | COMMERCIAL MORTGAGE PASS THROUGH                   | CUSIP: 449653AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $678794.52    | 0.04%             | 2032-03-15      | Variable      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    927770 | PA      | $952972.65    | 0.06%             | 2032-04-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 1   | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126000 | PA      | $128845.32    | 0.01%             | 2032-01-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                             | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   3872000 | PA      | $2812305.25   | 0.18%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                   | UBS GROUP AG                                       | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1105000 | PA      | $1095702.42   | 0.07%             | 2037-03-23      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV                                                     | IDAHO HOUSING FINANCE ASSOCIATION                  | CUSIP: 45130BEM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1375763.51   | 0.09%             | 2040-07-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025 1           | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $4463479.33   | 0.28%             | 2035-07-16      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                                                                  | FOCUS FINANCIAL PARTNERS LLC                       | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    667000 | PA      | $689788.10    | 0.04%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 1           | CUSIP: 224927AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $957443.00    | 0.06%             | 2033-05-16      | Fixed         | 7.02%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 97 CLO LTD                                  | CUSIP: 26248XAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1604228 | PA      | $1606900.64   | 0.10%             | 2038-10-20      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                          | BANCO SANTANDER SA                                 | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $443426.91    | 0.03%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                                                  | ALIMENTATION COUCHE TARD INC                       | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   1271000 | PA      | $1278563.44   | 0.08%             | 2035-09-29      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    573513 | PA      | $546894.21    | 0.03%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS, INC.                                                                        | QNITY ELECTRONICS INC                              | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519270.20    | 0.03%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                               | MARSH MCLENNAN COS INC                             | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    556000 | PA      | $535457.90    | 0.03%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS, INC.                                                               | AMC ENTERTAINMENT HOLDINGS INC                     | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |   2120938 | PA      | $2121149.59   | 0.13%             | 2029-01-04      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2025 SPRL MORTGAGE TRUST              | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $283422.85    | 0.02%             | 2040-01-13      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 35105NAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96705 | PA      | $96771.27     | 0.01%             | 2028-03-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845000 | PA      | $872410.88    | 0.06%             | 2030-01-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $252978.33    | 0.02%             | 2031-05-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                           | DENTSPLY SIRONA INC                                | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   4524000 | PA      | $4239411.63   | 0.27%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    796403 | PA      | $716831.60    | 0.05%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2DU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4488687 | PA      | $4579053.64   | 0.29%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                                                 | PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QXK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $198171.74    | 0.01%             | 2039-10-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021 SAVE    | CUSIP: 95003LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199423.25    | 0.01%             | 2040-02-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618H9GQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2477097 | PA      | $2477557.52   | 0.16%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MTP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1169173 | PA      | $1200465.18   | 0.08%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                                                           | HSBC US GOVT MMKT-I                                | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3820006 | NS      | $3820006.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2023 4                     | CUSIP: 14318XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $198416.90    | 0.01%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53000 | PA      | $54418.21     | 0.00%             | 2033-04-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                       | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9994278 | PA      | $392795.47    | 0.02%             | 2055-07-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4HN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $9785187.60   | 0.62%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359573.32    | 0.02%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    787898 | PA      | $752246.95    | 0.05%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                               | SLG OFFICE TRUST 2021 OVA                          | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $557545.82    | 0.04%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVJF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1352552 | PA      | $1359345.69   | 0.09%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                           | USB AUTO OWNER TRUST 2025 1                        | CUSIP: 90367VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1499000 | PA      | $1519450.17   | 0.10%             | 2031-03-17      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                                                     | ALBERTSONS COS INC                                 | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133704.73    | 0.01%             | 2028-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                                   | NEW YORK LIFE GLOBAL FUNDING                       | CUSIP: 64952WFM0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1785876.87   | 0.11%             | 2035-01-23      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 2                  | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198627 | PA      | $201860.14    | 0.01%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $410501.22    | 0.03%             | 2035-04-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                                        | COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19648G2V3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1987072.45   | 0.13%             | 2042-11-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSF22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    859448 | PA      | $874603.15    | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2025 1                    | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1939000 | PA      | $1978329.57   | 0.13%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| SANDISK CORPORATION                                                                            | SANDISK CORPORATION                                | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178750 | PA      | $179643.75    | 0.01%             | 2031-12-13      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                                       | RETAINED VANTAGE DATA CENTERS ISSUER LLC           | CUSIP: 76134KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106679 | PA      | $106044.68    | 0.01%             | 2049-09-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                           | VICI PROPERTIES LP                                 | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1151934.98   | 0.07%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2175000 | PA      | $2273543.44   | 0.14%             | 2033-03-15      | Fixed         | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKQD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281576 | PA      | $282452.36    | 0.02%             | 2055-04-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                                                | MARTIN MARIETTA MATERIALS INC                      | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    363000 | PA      | $370256.07    | 0.02%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CLECO POWER LLC                                                                                | CLECO POWER LLC                                    | CUSIP: 185508AJ7<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |    920000 | PA      | $926338.92    | 0.06%             | 2036-01-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                                                      | WILLIS NORTH AMERICA INC                           | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    990000 | PA      | $990918.16    | 0.06%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPFH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15716448 | PA      | $14980957.87  | 0.95%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                                                                         | COLOSSUS ACQUIRECO LLC                             | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1498125.00   | 0.10%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    823852 | PA      | $828981.78    | 0.05%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751151 | PA      | $769671.47    | 0.05%             | 2029-12-20      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL USA, INC.                                                                           | MURPHY OIL USA INC                                 | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469871.02    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                                           | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    582000 | PA      | $617077.14    | 0.04%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                                            | NEW JERSEY HOUSING MORTGAGE FINANCE AGENCY         | CUSIP: 64613AKJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $31359.67     | 0.00%             | 2034-10-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                               | FIRST INVESTORS AUTO OWNER TRUST 2022 2            | CUSIP: 32058KAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323000 | PA      | $333044.54    | 0.02%             | 2028-10-16      | Fixed         | 8.71%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                                                                      | DLLAA 2025 1 LLC                                   | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1068828 | PA      | $1101205.51   | 0.07%             | 2033-04-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106773 | PA      | $108862.71    | 0.01%             | 2030-09-16      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99720 | PA      | $100867.58    | 0.01%             | 2033-12-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| SCG COMMERCIAL MORTGAGE TRUST                                                                  | SCG COMMERCIAL MORTGAGE TRUST 2025 FLWR            | CUSIP: 78438AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000180.35   | 0.06%             | 2030-08-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2023 2           | CUSIP: 36269EAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $325005.37    | 0.02%             | 2030-01-15      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                                                    | KIOXIA HOLDINGS CORP                               | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   1061000 | PA      | $1104578.02   | 0.07%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2TH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4820775 | PA      | $4824868.80   | 0.31%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                                                          | SOLVENTUM CORP                                     | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    414000 | PA      | $431570.16    | 0.03%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                   | JBS USA HOLDING LUX SARL JBS USA FOODS GROUP       | CUSIP: 472140AE2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    781000 | PA      | $792581.82    | 0.05%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                            | SOCIETE GENERALE SA                                | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $192930.30    | 0.01%             | 2043-01-21      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2022 CSMO             | CUSIP: 05610MAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100450.90    | 0.01%             | 2027-06-15      | Floating      | 8.09%                 | Yes           |                  2 | On Loan: No      |
| NEBRASKA INVT FIN AUTH SINGLE FAMILY HSG REV                                                   | NEBRASKA INVESTMENT FINANCE AUTHORITY              | CUSIP: 63968M7L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $191336.58    | 0.01%             | 2043-03-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                               | PUBLIC STORAGE OPERATING CO                        | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1252407.48   | 0.08%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                          | AVENTURA MALL TRUST                                | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $783251.18    | 0.05%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                                                | BARINGS CLO LTD 2025 V                             | CUSIP: 06765BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940072 | PA      | $941599.62    | 0.06%             | 2038-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    365000 | PA      | $381268.05    | 0.02%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196000 | PA      | $202148.22    | 0.01%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BONDS                                 | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21377600 | PA      | $22102434.25  | 1.40%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    178643 | PA      | $179386.46    | 0.01%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2025 1                | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109000 | PA      | $111290.71    | 0.01%             | 2031-08-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2025 A             | CUSIP: 14319UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1815000 | PA      | $1854323.62   | 0.12%             | 2031-07-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ARIA                                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    907000 | PA      | $912630.42    | 0.06%             | 2042-12-13      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251000 | PA      | $264115.98    | 0.02%             | 2029-12-20      | Fixed         | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Asplundh Tree Expert, LLC                                                                      | ASPLUNDH TREE EXPERT LLC                           | CUSIP: 04538FAE9<br>LEI: 549300R0YQTCFHYAL481 | Long             | LON              | CORP              | US        |    146878 | PA      | $147402.13    | 0.01%             | 2031-05-08      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45918 | PA      | $47310.29     | 0.00%             | 2030-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                                       | RETAINED VANTAGE DATA CENTERS ISSUER LLC           | CUSIP: 76134KAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $990509.59    | 0.06%             | 2050-08-15      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6174000 | PA      | $5919322.50   | 0.38%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                                                           | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    450000 | PA      | $474595.60    | 0.03%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                                     | ALLIANZ SE                                         | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $321815.67    | 0.02%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622ACS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    213970 | PA      | $221416.07    | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                                | CYRUSONE DATA CENTERS ISSUER I LLC                 | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441125 | PA      | $450046.96    | 0.03%             | 2050-02-20      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2025 2                  | CUSIP: 505912AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992491.52    | 0.06%             | 2032-12-15      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST SERIES 2025 2                 | CUSIP: 92348KDX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1905958 | PA      | $1965409.08   | 0.12%             | 2033-01-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                      | KRAFT HEINZ FOODS CO                               | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2176000 | PA      | $2432559.88   | 0.15%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                   | FORD CREDIT AUTO LEASE TRUST 2023 B                | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196000 | PA      | $196926.77    | 0.01%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384EYV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    140146 | PA      | $141106.50    | 0.01%             | 2048-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2025 COPT             | CUSIP: 05618XAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93972 | PA      | $94059.46     | 0.01%             | 2042-09-15      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2024 A                  | CUSIP: 55318CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485929 | PA      | $501920.13    | 0.03%             | 2049-07-13      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DURA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1623348 | PA      | $1657951.65   | 0.11%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    226568 | PA      | $231279.63    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC.                                                                         | GENESEE WYOMING INC                                | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    944000 | PA      | $974703.21    | 0.06%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140N4P35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137481 | PA      | $139454.85    | 0.01%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES, INC.                                                                             | GETTY IMAGES INC                                   | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503772.91    | 0.03%             | 2030-11-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                                                  | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    900000 | PA      | $801257.18    | 0.05%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7981000 | PA      | $8290263.75   | 0.53%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPQJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1041131 | PA      | $1063509.30   | 0.07%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                                                   | NORTH CAROLINA HOUSING FINANCE AGENCY              | CUSIP: 65820BCF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $194079.30    | 0.01%             | 2050-07-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DB7<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    119000 | PA      | $122420.24    | 0.01%             | 2035-10-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFNP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    431223 | PA      | $430390.89    | 0.03%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                        | BPCE SA                                            | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $218875.80    | 0.01%             | 2036-01-14      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $106312.56    | 0.01%             | 2031-05-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2021 REV2             | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $735862.68    | 0.05%             | 2034-05-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3590000 | PA      | $3603462.50   | 0.23%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                                              | VIKING OCEAN CRUISES SHIP VII LTD                  | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $500809.95    | 0.03%             | 2029-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 48 CLO LTD                                 | CUSIP: 92340YAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $630369.81    | 0.04%             | 2036-10-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| NORTH DAKOTA ST HSG FIN AGY                                                                    | NORTH DAKOTA HOUSING FINANCE AGENCY                | CUSIP: 65889BDG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1031338.35   | 0.07%             | 2040-07-01      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST                                                                 | CAMB COMMERCIAL MORTGAGE TRUST                     | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $222082.17    | 0.01%             | 2046-11-10      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1466898.00   | 0.09%             | 2052-02-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                                                    | WEST VIRGINIA HOUSING DEVELOPMENT FUND             | CUSIP: 95662NQX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $132816.68    | 0.01%             | 2044-11-01      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XIV LLC                           | CUSIP: 68784HAD3<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |    510010 | PA      | $506019.37    | 0.03%             | 2029-04-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP.                                                                              | LAMAR MEDIA CORP                                   | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $148608.64    | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $410894.60    | 0.03%             | 2035-04-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2022 3                     | CUSIP: 14318MAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $202608.13    | 0.01%             | 2029-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JANUS INTERNATIONAL GROUP, LLC                                                                 | JANUS INTERNATIONAL GROUP LLC                      | CUSIP: 47102DAN9<br>LEI: 549300EG57ZJJG8NC776 | Long             | LON              | CORP              | US        |     44200 | PA      | $44233.15     | 0.00%             | 2030-08-05      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO LIMITED                                                                      | CENT CLO                                           | CUSIP: 19737TAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249675.00    | 0.02%             | 2034-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XHV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    675066 | PA      | $607537.09    | 0.04%             | 2052-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7487000 | PA      | $7769357.36   | 0.49%             | 2030-07-22      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                        | ROYAL BANK OF CANADA                               | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    669000 | PA      | $697676.74    | 0.04%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5078000 | PA      | $4601144.06   | 0.29%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                         | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1185707.28   | 0.08%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    636000 | PA      | $649476.05    | 0.04%             | 2029-04-16      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                                        | BLACK HILLS CORP                                   | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    311000 | PA      | $331829.67    | 0.02%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 2 LLC                                | CUSIP: 252153AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854000 | PA      | $853447.37    | 0.05%             | 2036-04-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING LLC                     | CUSIP: 96328GBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341000 | PA      | $348691.23    | 0.02%             | 2039-02-18      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST                                                                          | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377422 | PA      | $381595.07    | 0.02%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                       | TRICON RESIDENTIAL 2024 SFR4 TRUST                 | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218080 | PA      | $216510.11    | 0.01%             | 2029-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC.                                                                 | JH NORTH AMERICA HOLDINGS INC                      | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3739583.73   | 0.24%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GCC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345742 | PA      | $351693.26    | 0.02%             | 2039-09-19      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $502734.38    | 0.03%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING COMPANY OF AMERICA, INC.                                                        | ROLLER BEARING CO OF AMERICA INC                   | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    424000 | PA      | $418073.37    | 0.03%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622ACJK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    225247 | PA      | $229833.58    | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                            | CALPINE CORP                                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    870000 | PA      | $870156.24    | 0.06%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206448 | PA      | $208021.43    | 0.01%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2022 1           | CUSIP: 36263XAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430000 | PA      | $1431391.52   | 0.09%             | 2029-05-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                            | CBRE SERVICES INC                                  | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    241000 | PA      | $249041.86    | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                                                    | CAESARS ENTERTAINMENT INC                          | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204908.46    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                                       | GOLDEN CREDIT CARD TRUST                           | CUSIP: 380881FD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $195984.05    | 0.01%             | 2028-08-15      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                             | T MOBILE USA INC                                   | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    589000 | PA      | $575765.17    | 0.04%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GQ5H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    519741 | PA      | $536856.99    | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KLPT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1034493 | PA      | $915395.35    | 0.06%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 2                  | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52000 | PA      | $52942.99     | 0.00%             | 2031-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| SWEPCO STORM RECOVERY FUNDING LLC                                                              | SWEPCO STORM RECOVERY FUNDING LLC                  | CUSIP: 870696AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477649 | PA      | $482420.17    | 0.03%             | 2041-09-01      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2024 1                       | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411000 | PA      | $415885.26    | 0.03%             | 2031-12-22      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2022 REV1             | CUSIP: 34528EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102000 | PA      | $102307.94    | 0.01%             | 2034-11-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1629296.88   | 0.10%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2024 B   | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224269 | PA      | $225647.44    | 0.01%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132E0SD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10073957 | PA      | $9873474.79   | 0.63%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    186051 | PA      | $167791.94    | 0.01%             | 2053-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                                            | NEW JERSEY HOUSING MORTGAGE FINANCE AGENCY         | CUSIP: 64613AKL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41683.41     | 0.00%             | 2035-10-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL                                                                                    | CHICAGO IL                                         | CUSIP: 167486Y78<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252449.25    | 0.02%             | 2035-01-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                                                         | HILCORP ENERGY                                     | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    471438 | PA      | $471734.51    | 0.03%             | 2030-02-05      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                                        | MICRON TECHNOLOGY INC                              | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    355000 | PA      | $378965.97    | 0.02%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021 SAVE    | CUSIP: 95003LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200010.12    | 0.01%             | 2040-02-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638000 | PA      | $652590.66    | 0.04%             | 2028-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2313477.28   | 0.15%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                                                       | LG ENERGY SOLUTION LTD                             | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    221000 | PA      | $223695.52    | 0.01%             | 2034-07-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                                                                | AFFILIATED MANAGERS GROUP INC                      | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1561981.19   | 0.10%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                                                          | UNITED AIRLINES 2024 1 CLASS A PASS THROUGH TRUST  | CUSIP: 90932WAB9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    128414 | PA      | $131286.97    | 0.01%             | 2038-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| M.S.D. INVESTMENT CORP.                                                                        | MSD INVESTMENT CORP                                | CUSIP: 55354LAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2026000 | PA      | $2014164.60   | 0.13%             | 2031-02-05      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CX0<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |     64000 | PA      | $64395.94     | 0.00%             | 2035-05-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                   | JBS USA HOLDING LUX SARL JBS USA FOODS GROUP       | CUSIP: 472140AG7<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    541000 | PA      | $539533.89    | 0.03%             | 2056-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                        | HELMERICH PAYNE INC                                | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98545.96     | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EM4H2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    795000 | PA      | $625442.40    | 0.04%             | 2036-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LER82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502816 | PA      | $431477.77    | 0.03%             | 2034-01-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| IOWA FIN AUTH SINGLE FAMILY MTG REV                                                            | IOWA FINANCE AUTHORITY                             | CUSIP: 46247EHQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $514822.54    | 0.03%             | 2037-07-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BBSV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209127 | PA      | $187055.24    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                       | DOW CHEMICAL CO THE                                | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   3286000 | PA      | $3273859.80   | 0.21%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV2             | CUSIP: 34535CAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $202764.56    | 0.01%             | 2036-02-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| ASPEN INSURANCE HOLDINGS LIMITED                                                               | ASPEN INSURANCE HOLDINGS LTD                       | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    244000 | PA      | $254161.35    | 0.02%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4JR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $9512818.90   | 0.60%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361243.42    | 0.02%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y7Q50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17962814 | PA      | $17921903.81  | 1.14%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7588 | PA      | $7593.62      | 0.00%             | 2033-06-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| ARCOSA, INC.                                                                                   | ARCOSA INC                                         | CUSIP: 03965EAH9<br>LEI: 549300WFHLTCZV7D6V29 | Long             | LON              | CORP              | US        |    114964 | PA      | $115411.47    | 0.01%             | 2032-06-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    654000 | PA      | $574861.32    | 0.04%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2YU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1771306 | PA      | $1780253.04   | 0.11%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261000 | PA      | $262379.00    | 0.02%             | 2027-06-25      | Fixed         | 6.91%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1539003 | PA      | $1715784.37   | 0.11%             | 2054-06-20      | Fixed         | 11.16%                | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $489633.36    | 0.03%             | 2038-12-17      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| BLOCK, INC.                                                                                    | BLOCK INC                                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1984688.11   | 0.13%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CLOUD CAPITAL DATA CENTERS                                                                     | CLOUD CAPITAL HOLDCO LP                            | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604160 | PA      | $602336.31    | 0.04%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS, LLC                                                                 | TIH INSURANCE HOLDINGS LLC                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275806 | PA      | $275922.29    | 0.02%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58202 | PA      | $58477.38     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W1FZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5265043 | PA      | $5018761.20   | 0.32%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                                 | EPR PROPERTIES                                     | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92721.23     | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                    | BANK OF AMERICA CORP                               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    693000 | PA      | $608953.41    | 0.04%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                   | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST       | CUSIP: 02582JKF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3238000 | PA      | $3374961.16   | 0.21%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38382KLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1956828 | PA      | $1530046.35   | 0.10%             | 2050-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40542000 | PA      | $41884953.75  | 2.66%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                             | METROPOLITAN LIFE GLOBAL FUNDING I                 | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    650000 | PA      | $577704.86    | 0.04%             | 2032-01-11      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                                                          | UNITED AIRLINES INC                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129282.98    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140M7LP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    913401 | PA      | $931808.43    | 0.06%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2022 CSMO             | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3575200 | PA      | $3579496.81   | 0.23%             | 2027-06-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996000 | PA      | $1008687.92   | 0.06%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183148 | PA      | $184345.80    | 0.01%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180215 | PA      | $186315.47    | 0.01%             | 2055-06-20      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $305568.33    | 0.02%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                                        | UNITED AUTO CREDIT SECURITIZATION TRUST 2025 1     | CUSIP: 90945JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251082.30    | 0.02%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                                                      | SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY         | CUSIP: 83756LDP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    768000 | PA      | $787710.53    | 0.05%             | 2040-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329346 | PA      | $348108.94    | 0.02%             | 2031-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                                   | FLUTTER TREASURY DESIGNATED ACTIVITY CO            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1238000 | PA      | $1277113.41   | 0.08%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                                                   | SHERWIN WILLIAMS CO THE                            | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1082247.50   | 0.07%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                                        | COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19648GJU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    625000 | PA      | $638635.40    | 0.04%             | 2039-11-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC.                                                                    | AMYNTA AGENCY BORROWER INC AND AMYNTA WARRANTY     | CUSIP: 03238AAA3<br>LEI: 5493000GP6HBRVTWBO85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508331.30    | 0.03%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    750000 | PA      | $707765.80    | 0.04%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 3                  | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224000 | PA      | $224674.85    | 0.01%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2025 SPRL MORTGAGE TRUST              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    766000 | PA      | $793240.40    | 0.05%             | 2040-01-13      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $106315.88    | 0.01%             | 2030-06-17      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0HF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5181869 | PA      | $4927393.48   | 0.31%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323800 | PA      | $330573.00    | 0.02%             | 2052-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                                   | TESLA ELECTRIC VEHICLE TRUST 2023 1                | CUSIP: 881943AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $204649.39    | 0.01%             | 2031-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376000 | PA      | $382951.09    | 0.02%             | 2032-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BONDS                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20068000 | PA      | $19851641.88  | 1.26%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1947679.96   | 0.12%             | 2031-12-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| STONEBRIAR ABF ISSUER LLC                                                                      | STONEBRIAR ABF LLC                                 | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $236732.77    | 0.02%             | 2030-12-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV                                                     | IDAHO HOUSING FINANCE ASSOCIATION                  | CUSIP: 45129Y7X8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $500052.80    | 0.03%             | 2045-01-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 5           | CUSIP: 22535PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302064 | PA      | $304000.41    | 0.02%             | 2033-12-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                                                 | SWCH COMMERCIAL MORTGAGE TRUST 2025 DATA           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1714649 | PA      | $1695733.18   | 0.11%             | 2042-03-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON COAT FACTORY WAREHOUSE CORPORATION                                                  | BURLINGTON COAT FACTORY WAREHOUSE CORP             | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |    123750 | PA      | $123852.71    | 0.01%             | 2031-09-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Limited                                                                           | GGAM FINANCE LTD                                   | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $518135.92    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    374190 | PA      | $366739.06    | 0.02%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                                      | BAXTER INTERNATIONAL INC                           | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    629000 | PA      | $638013.58    | 0.04%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                                                          | SBNA AUTO LEASE 2024 B                             | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132657 | PA      | $134339.63    | 0.01%             | 2028-12-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES FUNDING LLC       | CUSIP: 39154GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    698171 | PA      | $707040.45    | 0.04%             | 2033-01-18      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    421340 | PA      | $413637.58    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123053 | PA      | $124962.10    | 0.01%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                                                           | NCL CORP LTD                                       | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2992000 | PA      | $3064654.49   | 0.19%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION COMPANY, LLC                                                          | FLORIDA GAS TRANSMISSION CO LLC                    | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    423000 | PA      | $438815.88    | 0.03%             | 2035-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH MIDCO 3 LIMITED                                                                       | ARDONAGH GROUP FINCO PTY LTD                       | CUSIP: Q0500HAB5<br>LEI: 549300C8F38DVT8CAO43 | Long             | LON              | CORP              | GB        |   1243758 | PA      | $1239877.29   | 0.08%             | 2031-03-07      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                             | HARBOUR ENERGY PLC                                 | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     11000 | PA      | $11145.93     | 0.00%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                            | ONCOR ELECTRIC DELIVERY CO LLC                     | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1415291.57   | 0.09%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD.                                                                        | AS MILEAGE PLAN IP LTD                             | CUSIP: G0541TAC9<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    122258 | PA      | $122767.35    | 0.01%             | 2031-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126989 | PA      | $129333.36    | 0.01%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75552 | PA      | $75799.21     | 0.00%             | 2032-04-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| OREGON ST                                                                                      | STATE OF OREGON                                    | CUSIP: 68609UKC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $196653.39    | 0.01%             | 2039-05-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                 | ING GROEP NV                                       | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    882000 | PA      | $953188.89    | 0.06%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST                                           | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3249434.70   | 0.21%             | 2030-12-30      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                                                    | CITGO PETROLEUM CORP                               | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1084250.84   | 0.07%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2024 1 LLC                   | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $523083.86    | 0.03%             | 2033-06-21      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2025 A                       | CUSIP: 04033CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135417 | PA      | $136685.24    | 0.01%             | 2034-01-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                          | BOSTON PROPERTIES LP                               | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    841000 | PA      | $696703.03    | 0.04%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| THE TIMKEN COMPANY                                                                             | TIMKEN CO THE                                      | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1081577.80   | 0.07%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2450000 | PA      | $2409804.69   | 0.15%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2017 GM                                  | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1016697.55   | 0.06%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJ3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263686 | PA      | $245630.63    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 4                      | CUSIP: 16144YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $205310.41    | 0.01%             | 2030-07-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2024 1                | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92000 | PA      | $93393.86     | 0.01%             | 2030-09-23      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                    | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1001596.64   | 0.06%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124094 | PA      | $128064.02    | 0.01%             | 2031-07-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS                                       | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $106783.03    | 0.01%             | 2039-07-10      | Variable      | 3.44%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140ARD31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4847101 | PA      | $4843931.76   | 0.31%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $506406.25    | 0.03%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APTARGROUP, INC.                                                                               | APTARGROUP INC                                     | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    657000 | PA      | $613692.60    | 0.04%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C4BY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246161 | PA      | $246694.14    | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023 1   | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167000 | PA      | $171417.65    | 0.01%             | 2031-02-20      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $972608.31    | 0.06%             | 2028-06-26      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO IV LTD                                | CUSIP: 81785BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $185142.82    | 0.01%             | 2037-04-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BLUELINX HOLDINGS INC.                                                                         | BLUELINX HOLDINGS INC                              | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    867000 | PA      | $850351.37    | 0.05%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| D.R. HORTON, INC.                                                                              | DR HORTON INC                                      | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    345000 | PA      | $359019.70    | 0.02%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 45 CLO LTD                                 | CUSIP: 92326GBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1365229 | PA      | $1360936.72   | 0.09%             | 2035-07-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                                                | RHODE ISLAND HOUSING MORTGAGE FINANCE CORP         | CUSIP: 76221SCV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $333172.28    | 0.02%             | 2044-10-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AT6Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610737 | PA      | $619647.16    | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                                                | RHODE ISLAND HOUSING MORTGAGE FINANCE CORP         | CUSIP: 76221SFY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $261133.96    | 0.02%             | 2039-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    308941 | PA      | $316617.08    | 0.02%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0N68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1509349 | PA      | $1539785.49   | 0.10%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DC5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $190657.08    | 0.01%             | 2035-10-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                                                   | NORTH CAROLINA HOUSING FINANCE AGENCY              | CUSIP: 6582078R9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $324062.16    | 0.02%             | 2044-07-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CINCINNATI OHIO GEN RCPTS                                                           | UNIVERSITY OF CINCINNATI                           | CUSIP: 9141195D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66955.53     | 0.00%             | 2040-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                                             | NUMERICABLE US LLC                                 | CUSIP: BL5258944<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $499270.00    | 0.03%             | 2031-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                              | HSBC HOLDINGS PLC                                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $58633.73     | 0.00%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87497 | PA      | $88857.35     | 0.01%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                                      | VERSANT MEDIA GROUP INC                            | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516080.79    | 0.03%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Olin Corporation                                                                               | OLIN CORP                                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1191568.38   | 0.08%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                          | DELTA AIR LINES INC                                | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    339000 | PA      | $348521.71    | 0.02%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO VII LTD                               | CUSIP: 81800WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300180.00    | 0.02%             | 2037-04-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                                            | VENTURE GLOBAL PLAQUEMINES LNG LLC                 | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1144174.34   | 0.07%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224000 | PA      | $231924.04    | 0.01%             | 2034-05-15      | Fixed         | 6.93%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV                                                | CALIFORNIA INFRASTRUCTURE ECONOMIC DEVELOPMENT B   | CUSIP: 13034A5T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $112850.78    | 0.01%             | 2038-07-01      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2527734.38   | 0.16%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760476 | PA      | $762639.26    | 0.05%             | 2034-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    467000 | PA      | $470482.77    | 0.03%             | 2028-10-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HAWAII ST                                                                                      | STATE OF HAWAII                                    | CUSIP: 419792R57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $308654.04    | 0.02%             | 2043-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388999 | PA      | $382091.27    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    249734 | PA      | $250263.96    | 0.02%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1381749.85   | 0.09%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 1                  | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207000 | PA      | $210377.71    | 0.01%             | 2029-06-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                                                            | SIX FLAGS ENTERTAINMENT CORP                       | CUSIP: 83002YAA7<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    532000 | PA      | $536757.72    | 0.03%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221597 | PA      | $224665.90    | 0.01%             | 2031-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                                                               | DELTA 2 LUX SARL                                   | CUSIP: L2465BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    250000 | PA      | $250625.00    | 0.02%             | 2031-09-19      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                                  | ACRISURE LLC ACRISURE FINANCE INC                  | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    916000 | PA      | $942063.69    | 0.06%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XNYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210845 | PA      | $214590.87    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2021 XL2              | CUSIP: 05609KAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $174860.05    | 0.01%             | 2038-10-15      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2023 2           | CUSIP: 36269EAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $129129.10    | 0.01%             | 2031-02-18      | Fixed         | 8.22%                 | Yes           |                  2 | On Loan: No      |
| MONEYGRAM INTERNATIONAL, INC.                                                                  | MOBIUS MERGER SUB INC                              | CUSIP: 606950AA1<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $984822.10    | 0.06%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 3                  | CUSIP: 50168BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198000 | PA      | $203280.94    | 0.01%             | 2030-12-16      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 2                  | CUSIP: 505713AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201287.32    | 0.01%             | 2028-09-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMYL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579339 | PA      | $538154.54    | 0.03%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                             | BOEING CO THE                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    598000 | PA      | $590327.66    | 0.04%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES, LP                                                                       | RHP HOTEL PROPERTIES LP RHP FINANCE CORP           | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103746.98    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BV5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    507000 | PA      | $540876.04    | 0.03%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| COTY INC.                                                                                      | COTY INC HFC PRESTIGE PRODUCTS INC                 | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1612040.43   | 0.10%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 3                | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73000 | PA      | $73588.79     | 0.00%             | 2029-10-22      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKP95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165941 | PA      | $158825.83    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                                             | NEW YORK CITY HOUSING DEVELOPMENT CORP             | CUSIP: 64972KDL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $270856.40    | 0.02%             | 2039-11-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1946938.55   | 0.12%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1158252 | PA      | $1136534.62   | 0.07%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4250000 | PA      | $2439765.63   | 0.15%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147000 | PA      | $149263.12    | 0.01%             | 2033-03-25      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                           | M T BANK CORP                                      | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    619000 | PA      | $625586.16    | 0.04%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                                                                     | PICARD MIDCO INC                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506488.29    | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MSS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1214014 | PA      | $1248151.36   | 0.08%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QTB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4899041 | PA      | $4860012.49   | 0.31%             | 2051-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC.                                                               | SOLSTICE ADVANCED MATERIALS INC                    | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |    500000 | PA      | $502190.00    | 0.03%             | 2032-10-29      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                                                | UNIVERSAL HEALTH SERVICES INC                      | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    482000 | PA      | $473009.08    | 0.03%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA ST UNIV REVS                                                                           | ARIZONA BOARD OF REGENTS                           | CUSIP: 040664PG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $557716.76    | 0.04%             | 2035-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2022 2 LLC                   | CUSIP: 78397WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65921 | PA      | $66064.63     | 0.00%             | 2032-10-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC.                                                                | GE HEALTHCARE TECHNOLOGIES INC                     | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1039129.88   | 0.07%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ENJA9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    309000 | PA      | $263478.12    | 0.02%             | 2034-12-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133CUCX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385044 | PA      | $398339.86    | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COTY INC.                                                                                      | COTY INC HFC PRESTIGE PRODUCTS INC                 | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    872000 | PA      | $879909.04    | 0.06%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2024 LEAF1 NOTES                     | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103931 | PA      | $104250.42    | 0.01%             | 2031-08-18      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                       | HYATT HOTELS CORP                                  | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14676.19     | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                 | MORGAN STANLEY CAPITAL I TRUST 2021 PLZA           | CUSIP: 61773PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $433245.08    | 0.03%             | 2031-11-09      | Variable      | 2.90%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                                   | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    197000 | PA      | $202547.27    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                                                           | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264813.73    | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2025 2                      | CUSIP: 16144MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473687 | PA      | $473118.48    | 0.03%             | 2031-04-25      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| BIMBO BAKERIES USA, INC.                                                                       | BIMBO BAKERIES USA INC                             | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1206273.28   | 0.08%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER LLC                                                                     | UNITI FIBER ABS ISSUER LLC                         | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177000 | PA      | $181165.33    | 0.01%             | 2055-04-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305051 | PA      | $314678.66    | 0.02%             | 2052-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GFH MORTGAGE TRUST                                                                             | GFH 2025 IND MORTGAGE TRUST                        | CUSIP: 36171JAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $956347.58    | 0.06%             | 2033-06-15      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                                             | NORTHWESTERN MUTUAL GLOBAL FUNDING                 | CUSIP: 66815L2U2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    157000 | PA      | $160857.21    | 0.01%             | 2030-01-13      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1333578.42   | 0.08%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: —       |
| THE J. M. SMUCKER COMPANY                                                                      | J M SMUCKER CO THE                                 | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    612000 | PA      | $662219.96    | 0.04%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                            | GENERAL MOTORS                                     | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200403 | PA      | $201691.65    | 0.01%             | 2028-06-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST                                           | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1620000 | PA      | $1538194.94   | 0.10%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2021 2           | CUSIP: 36261XAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2468716.88   | 0.16%             | 2028-05-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                          | ESSEX PORTFOLIO LP                                 | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1225234.43   | 0.08%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    412000 | PA      | $419383.71    | 0.03%             | 2032-07-20      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2014000 | PA      | $2078967.28   | 0.13%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 121 CLO LTD                                 | CUSIP: 26253VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428083 | PA      | $428767.93    | 0.03%             | 2037-01-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST                                                                  | BLP COMMERCIAL MORTGAGE TRUST 2025 IND             | CUSIP: 05625BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285867 | PA      | $283779.55    | 0.02%             | 2042-03-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                         | CVS HEALTH CORP                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67894.11     | 0.00%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2015 A LLC                            | CUSIP: 62890QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207000 | PA      | $210700.06    | 0.01%             | 2030-06-17      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| ALLEGHENY CNTY PA ARPT AUTH ARPT REV                                                           | ALLEGHENY COUNTY AIRPORT AUTHORITY                 | CUSIP: 01728LJZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $264982.40    | 0.02%             | 2037-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    262065 | PA      | $242328.04    | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97000 | PA      | $100599.91    | 0.01%             | 2033-04-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W22H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4955088 | PA      | $4860929.79   | 0.31%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA, INC.                                                                        | AON NORTH AMERICA INC                              | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $266113.12    | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                                                   | PETSMART INC PETSMART FINANCE CORP                 | CUSIP: 71677KAC2<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |    288000 | PA      | $292842.57    | 0.02%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER, LLC                                                                      | GTCR W 2 MERGER SUB LLC                            | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   6536000 | PA      | $6947075.10   | 0.44%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                    | SBNA AUTO RECEIVABLES TRUST 2025 SF1               | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277000 | PA      | $278595.11    | 0.02%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1995296 | PA      | $1947851.65   | 0.12%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                                                                         | TRACTOR SUPPLY CO                                  | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    579000 | PA      | $513193.20    | 0.03%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NYAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1234872 | PA      | $1226856.99   | 0.08%             | 2035-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 93 CLO LTD                                  | CUSIP: 26190TAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171000 | PA      | $171290.70    | 0.01%             | 2038-01-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    541102 | PA      | $515986.97    | 0.03%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO US MIDCO III LP                                                                        | CHICAGO US MIDCO III LP                            | CUSIP: 16825PAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    340145 | PA      | $340570.18    | 0.02%             | 2032-10-29      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    222487 | PA      | $192136.88    | 0.01%             | 2053-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | 10 YEAR US TREASURY NOTE FUTURE MAR26              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       360 | NC      | $-107782.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198000 | PA      | $203406.06    | 0.01%             | 2030-01-25      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1590146 | PA      | $1622147.77   | 0.10%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                                         | INTERNATIONAL GAME TECHNOLOGY PLC                  | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   2484000 | PA      | $2478053.66   | 0.16%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    953000 | PA      | $948292.18    | 0.06%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC.                                                                                    | ECOLAB INC                                         | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    667000 | PA      | $680071.76    | 0.04%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                                                   | NORTH CAROLINA HOUSING FINANCE AGENCY              | CUSIP: 65820BDH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2785000 | PA      | $2861062.47   | 0.18%             | 2040-07-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381PVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2434480 | PA      | $2427065.33   | 0.15%             | 2051-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUY76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    611963 | PA      | $630259.30    | 0.04%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1855289 | PA      | $1898509.65   | 0.12%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                                            | NEW JERSEY HOUSING MORTGAGE FINANCE AGENCY         | CUSIP: 64613AMT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1465000 | PA      | $1498054.04   | 0.10%             | 2040-10-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEVADA HSG DIV SINGLE FAMILY MTG REV                                                           | NEVADA HOUSING DIVISION                            | CUSIP: 641279F33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $673557.74    | 0.04%             | 2045-10-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                                                                        | ONEDIGITAL BORROWER LLC                            | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    123438 | PA      | $123594.27    | 0.01%             | 2031-07-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                                                              | PERRIGO FINANCE UNLIMITED CO                       | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   1112000 | PA      | $1084846.32   | 0.07%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                                              | INDIANA HOUSING COMMUNITY DEVELOPMENT AUTHORITY    | CUSIP: 45505T7Q8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $354416.12    | 0.02%             | 2045-07-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XVII LLC                          | CUSIP: 68784BAC8<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |    241000 | PA      | $242094.80    | 0.02%             | 2029-03-12      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    909485 | PA      | $913109.71    | 0.06%             | 2030-06-15      | Floating      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                                                      | CRH AMERICA FINANCE INC                            | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    577000 | PA      | $601256.26    | 0.04%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corporation                                                                      | BAUSCH LOMB ESCROW CORP                            | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $521037.23    | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SCG COMMERCIAL MORTGAGE TRUST                                                                  | SCG COMMERCIAL MORTGAGE TRUST 2025 FLWR            | CUSIP: 78438AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667000 | PA      | $666864.49    | 0.04%             | 2030-08-15      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133CV3P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155218 | PA      | $158813.71    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRV TRUST                                                                                      | IRV TRUST 2025 200P                                | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2185000 | PA      | $2227758.82   | 0.14%             | 2047-03-14      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C5HN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135086 | PA      | $137916.39    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP, LLC                                                                             | HEALTHPEAK OP LLC                                  | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    584000 | PA      | $596467.78    | 0.04%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS, INC.                                                                          | PRESTIGE BRANDS INC                                | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233393.93    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224000 | PA      | $226611.44    | 0.01%             | 2029-08-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483361 | PA      | $487283.62    | 0.03%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RGL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    972000 | PA      | $981359.08    | 0.06%             | 2027-10-20      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                       | TRICON RESIDENTIAL 2022 SFR2 TRUST                 | CUSIP: 89616TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201573.01    | 0.01%             | 2040-07-17      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                 | CHARLES SCHWAB CORP THE                            | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    352000 | PA      | $376854.12    | 0.02%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                                                      | ARTHUR J GALLAGHER CO                              | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1699112.68   | 0.11%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                                                   | PERFORMANCE FOOD GROUP INC                         | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516099.32    | 0.03%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                                                             | BANK OF MONTREAL                                   | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |   1247000 | PA      | $1121909.93   | 0.07%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QJG0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $233126.99    | 0.01%             | 2031-04-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31426BRV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4868648 | PA      | $4938557.57   | 0.31%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                            | POST HOLDINGS INC                                  | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201950.23    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H8BK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    814859 | PA      | $758560.93    | 0.05%             | 2032-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318376 | PA      | $324379.01    | 0.02%             | 2039-09-19      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                                                   | TENET HEALTHCARE CORP                              | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499976.29    | 0.03%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Limited                                                                         | AZORRA FINANCE LTD                                 | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $317183.74    | 0.02%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2022 A                      | CUSIP: 16144JAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201929.09    | 0.01%             | 2030-06-25      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPYE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    438711 | PA      | $449081.87    | 0.03%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                            | CALPINE CORP                                       | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   5421000 | PA      | $5500751.14   | 0.35%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427Q5E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $9802947.00   | 0.62%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H REV                                                                      | NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY           | CUSIP: 63607YCF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    310000 | PA      | $315282.31    | 0.02%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 1                       | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133000 | PA      | $134808.66    | 0.01%             | 2032-10-14      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GXO LOGISTICS, INC.                                                                            | GXO LOGISTICS INC                                  | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    234000 | PA      | $252870.81    | 0.02%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179X5B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    394524 | PA      | $340723.30    | 0.02%             | 2053-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47000 | PA      | $48576.06     | 0.00%             | 2031-01-13      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| ATLANTA GA ARPT CUSTOMER FAC CHARGE REV                                                        | CITY OF ATLANTA GA AIRPORT PASSENGER FACILITY CHAR | CUSIP: 047773AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1673837.21   | 0.11%             | 2040-07-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193000 | PA      | $193125.91    | 0.01%             | 2028-01-21      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1620309 | PA      | $1645247.46   | 0.10%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179YRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1055181 | PA      | $978996.93    | 0.06%             | 2054-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                                                | MARTIN MARIETTA MATERIALS INC                      | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    783000 | PA      | $756625.92    | 0.05%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                        | KEYCORP                                            | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144909.78    | 0.01%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                                   | SCIENTIFIC GAMES HOLDINGS LP                       | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    594000 | PA      | $527781.87    | 0.03%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265150 | PA      | $267927.05    | 0.02%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $461789.06    | 0.03%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                      | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC          | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81855.11     | 0.01%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    558062 | PA      | $563436.44    | 0.04%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                                               | AMERITEX HOLDCO INTERMEDIATE LLC                   | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $526163.46    | 0.03%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1882000 | PA      | $1887860.26   | 0.12%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2023 A                  | CUSIP: 55317WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152000 | PA      | $156184.75    | 0.01%             | 2038-12-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 5                      | CUSIP: 16144QAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122000 | PA      | $122488.21    | 0.01%             | 2032-01-26      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1027328.80   | 0.07%             | 2032-04-14      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                                                | BOFA AUTO TRUST 2024 1                             | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134385 | PA      | $135477.21    | 0.01%             | 2028-11-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP, LLC                                                                      | GREAT AMERICAN OUTDOORS                            | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    536687 | PA      | $539370.50    | 0.03%             | 2032-03-05      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0QZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4801174 | PA      | $4891855.50   | 0.31%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BMG66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209241 | PA      | $209995.03    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                                                     | NORTHERN TRUST CORP                                | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1432908.71   | 0.09%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BSEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    664247 | PA      | $668772.55    | 0.04%             | 2048-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YRG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1566939 | PA      | $1569489.86   | 0.10%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJZZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999761 | PA      | $1000113.96   | 0.06%             | 2029-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3098672 | PA      | $3170662.68   | 0.20%             | 2034-09-20      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2023 LEAF1 NOTES                     | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60480 | PA      | $60835.22     | 0.00%             | 2030-07-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0RB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2328432 | PA      | $2329910.11   | 0.15%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV                                              | GREENVILLE SPARTANBURG AIRPORT DISTRICT            | CUSIP: 396613DU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15450.30     | 0.00%             | 2034-07-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST                                                                 | CAMB COMMERCIAL MORTGAGE TRUST 2021 CX2            | CUSIP: 12477BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $128638.66    | 0.01%             | 2046-11-10      | Variable      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                | MVW 2019 2 LLC                                     | CUSIP: 55400DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534038 | PA      | $533419.06    | 0.03%             | 2038-10-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                                    | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    566000 | PA      | $584120.56    | 0.04%             | 2036-07-14      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                                             | NEW YORK CITY HOUSING DEVELOPMENT CORP             | CUSIP: 64972KDM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $228087.55    | 0.01%             | 2044-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                                                 | PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QF57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $156484.32    | 0.01%             | 2044-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                                  | NYC COMMERCIAL MORTGAGE TRUST 2025 300             | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $492104.46    | 0.03%             | 2042-07-13      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| IOWA FIN AUTH SINGLE FAMILY MTG REV                                                            | IOWA FINANCE AUTHORITY                             | CUSIP: 46247EEF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002875.52   | 0.06%             | 2039-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                         | TESLA AUTO LEASE TRUST 2023 B                      | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29071 | PA      | $29071.45     | 0.00%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                                      | SUNOCO LP                                          | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    750000 | PA      | $792210.36    | 0.05%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                                           | ECHOSTAR CORP                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2121018 | PA      | $2342674.31   | 0.15%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                                                                     | AGILENT TECHNOLOGIES INC                           | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    399000 | PA      | $398038.87    | 0.03%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER, LLC                                                                     | PANTHER ESCROW ISSUER LLC                          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $585639.50    | 0.04%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GATX CORPORATION                                                                               | GATX CORP                                          | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718072.20    | 0.05%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Minera Mexico, S.A. de C.V.                                                                    | MINERA MEXICO SA DE CV                             | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    588000 | PA      | $607563.86    | 0.04%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2546606 | PA      | $2315626.43   | 0.15%             | 2032-05-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42491 | PA      | $43024.69     | 0.00%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $489974.85    | 0.03%             | 2028-02-10      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4C70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4960265 | PA      | $5053189.95   | 0.32%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY, LLC                                                                            | RYAN SPECIALTY LLC                                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2995979.74   | 0.19%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $339681.45    | 0.02%             | 2039-06-21      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| SHR TRUST                                                                                      | SHR TRUST 2024 LXRY                                | CUSIP: 784234AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303000 | PA      | $303936.19    | 0.02%             | 2041-10-15      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    126511 | PA      | $128584.91    | 0.01%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 4           | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191000 | PA      | $192163.32    | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                 | HYUNDAI AUTO RECEIVABLES TRUST 2024 C              | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109000 | PA      | $110184.79    | 0.01%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2328453 | PA      | $2335112.90   | 0.15%             | 2030-06-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| JW COMMERCIAL MORTGAGE TRUST                                                                   | JW COMMERCIAL MORTGAGE TRUST 2024 MRCO             | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2661627 | PA      | $2669854.16   | 0.17%             | 2039-06-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2022 CSMO             | CUSIP: 05610MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501824.21    | 0.03%             | 2027-06-15      | Floating      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                             | MARS INC                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1330908.45   | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                                                               | PACKAGING CORP OF AMERICA                          | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    488000 | PA      | $495680.94    | 0.03%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY                                                   | FLUTTER ENTERTAINMENT                              | CUSIP: N3313EAG5<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |    693705 | PA      | $692546.06    | 0.04%             | 2030-11-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130519 | PA      | $127726.38    | 0.01%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2154425 | PA      | $1997277.36   | 0.13%             | 2032-06-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                                                       | ROPER TECHNOLOGIES INC                             | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1088037.62   | 0.07%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                                            | UTAH HOUSING CORP                                  | CUSIP: 917437KT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    265000 | PA      | $265756.47    | 0.02%             | 2039-07-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $231707.83    | 0.01%             | 2030-03-25      | Fixed         | 7.51%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2021 4           | CUSIP: 36263DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1760000 | PA      | $1743249.67   | 0.11%             | 2028-10-16      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                                   | BLUE OWL ASSET LEASING TRUST 2024 1 LLC            | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254000 | PA      | $256969.49    | 0.02%             | 2030-03-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                           | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812XSE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1545000 | PA      | $1542900.31   | 0.10%             | 2040-07-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                                                 | PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QYS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65445.51     | 0.00%             | 2039-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                                                                 | APOLLO GLOBAL MANAGEMENT INC                       | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    900000 | PA      | $902178.00    | 0.06%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                                            | UTAH HOUSING CORP                                  | CUSIP: 917437VD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1210000 | PA      | $1244243.39   | 0.08%             | 2040-07-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT, LLC                                                                            | VOYAGER PARENT LLC                                 | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   1775000 | PA      | $1774077.00   | 0.11%             | 2032-05-09      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59000 | PA      | $61889.78     | 0.00%             | 2031-12-12      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 80620BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    536000 | PA      | $542546.38    | 0.03%             | 2032-02-17      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                                              | SUMITOMO MITSUI TRUST GROUP INC                    | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | CORP              | JP        |    603000 | PA      | $605562.79    | 0.04%             | 2036-09-11      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1513595 | PA      | $1525713.75   | 0.10%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                                          | INDIANA HOUSING COMMUNITY DEVELOPMENT AUTHORITY    | CUSIP: 45505WDH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    960000 | PA      | $962094.36    | 0.06%             | 2040-07-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM 2024 277P MORTGAGE TRUST                      | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266611 | PA      | $280610.89    | 0.02%             | 2044-08-10      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                 | CITIGROUP INC                                      | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    586000 | PA      | $584250.12    | 0.04%             | 2199-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    797439 | PA      | $809073.10    | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST                                             | CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $461714.33    | 0.03%             | 2030-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP.                                                                        | SYNOVUS FINANCIAL CORP                             | CUSIP: 87161CAM7<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    958000 | PA      | $1011634.65   | 0.06%             | 2029-02-07      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                                 | 7 ELEVEN INC                                       | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1346609.61   | 0.09%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381NQK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    909610 | PA      | $909778.18    | 0.06%             | 2065-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC.                                                                                 | BOYNE USA INC                                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1181445.36   | 0.07%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                                                 | PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QR96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2230000 | PA      | $2299531.49   | 0.15%             | 2040-10-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427QJA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11064782 | PA      | $10905319.95  | 0.69%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                                     | VMWARE INC                                         | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    550000 | PA      | $488749.60    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $2019388.34   | 0.13%             | 2030-02-20      | Fixed         | 7.34%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                           | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812XDB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $298885.48    | 0.02%             | 2039-10-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC         | CUSIP: 03238BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2560000 | PA      | $2607761.97   | 0.17%             | 2031-07-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1226760 | PA      | $1103166.28   | 0.07%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GCN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $473080.23    | 0.03%             | 2040-05-18      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS, INC.                                                                           | OSAIC HOLDINGS INC                                 | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518045.24    | 0.03%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133GGY31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    427948 | PA      | $387037.68    | 0.02%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                                    | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020 M | CUSIP: 03882LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $469658.98    | 0.03%             | 2054-12-15      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                                            | UTAH HOUSING CORP                                  | CUSIP: 917437KS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $85239.86     | 0.01%             | 2036-07-01      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $815941.54    | 0.05%             | 2029-10-26      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| 180 MEDICAL, INC.                                                                              | 180 MEDICAL INC                                    | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448580.79    | 0.03%             | 2035-10-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FTM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4536288 | PA      | $4557869.66   | 0.29%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $92534.76     | 0.01%             | 2033-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                         | SOUTHWEST AIRLINES CO                              | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   2884000 | PA      | $2822349.89   | 0.18%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC          | CUSIP: 03237FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2014000 | PA      | $2058049.61   | 0.13%             | 2032-01-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615166 | PA      | $623721.21    | 0.04%             | 2032-04-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                                           | ECHOSTAR CORP                                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   3180503 | PA      | $3259076.18   | 0.21%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEVADA HSG DIV SINGLE FAMILY MTG REV                                                           | NEVADA HOUSING DIVISION                            | CUSIP: 641279YM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $270137.65    | 0.02%             | 2035-10-01      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                                                            | CNT HOLDINGS I CORP                                | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    465158 | PA      | $466055.98    | 0.03%             | 2032-11-08      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| SODEXO, INC.                                                                                   | SODEXO INC                                         | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1685858.31   | 0.11%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1238359.53   | 0.08%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                         | LOWE S COS INC                                     | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2513945.08   | 0.16%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPRK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1502719 | PA      | $1527454.11   | 0.10%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU LTD                                                                              | TRIMARAN CAVU LLC                                  | CUSIP: 89624GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $748425.00    | 0.05%             | 2035-01-18      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                                                                   | COCA COLA CONSOLIDATED INC                         | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    783000 | PA      | $819010.59    | 0.05%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                            | AVIANCA MIDCO 2 PLC                                | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    977000 | PA      | $980455.70    | 0.06%             | 2030-02-14      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| TEXAS WTR DEV BRD REV                                                                          | TEXAS WATER DEVELOPMENT BOARD                      | CUSIP: 88285AGN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $148882.31    | 0.01%             | 2034-10-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RFL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666667 | PA      | $667233.47    | 0.04%             | 2027-02-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC.                                                                                      | MSCI INC                                           | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    541000 | PA      | $544511.57    | 0.03%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP.                                                                              | LAMAR MEDIA CORP                                   | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188302.88    | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 A   | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1453062 | PA      | $1461177.73   | 0.09%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       548 | PA      | $548.23       | 0.00%             | 2033-06-15      | Fixed         | 7.08%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                 | BNP PARIBAS SA                                     | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    520000 | PA      | $546369.92    | 0.03%             | 2035-02-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS NC STORM FUNDING LLC                                                     | DUKE ENERGY CAROLINAS SC STORM FUNDING LLC         | CUSIP: 26443YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $387751.85    | 0.02%             | 2046-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                                           | BA CREDIT CARD TRUST                               | CUSIP: 05522RDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232000 | PA      | $235662.67    | 0.01%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION                         | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55282 | PA      | $56327.09     | 0.00%             | 2031-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QT2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    706130 | PA      | $706571.02    | 0.04%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31425U3X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2151595 | PA      | $2045333.54   | 0.13%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2TL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5835501 | PA      | $5948728.27   | 0.38%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                                | BACARDI LTD BACARDI MARTINI BV                     | CUSIP: 05635JAB6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     54000 | PA      | $54644.83     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189000 | PA      | $191079.05    | 0.01%             | 2030-03-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                                               | NRG ENERGY INC                                     | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    316573 | PA      | $317310.13    | 0.02%             | 2031-04-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    468753 | PA      | $469990.39    | 0.03%             | 2030-06-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                                         | BRIGHTSTAR LOTTERY PLC BRIGHTSTAR GLOBAL           | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1555000 | PA      | $1544051.69   | 0.10%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                                   | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2810000 | PA      | $2910288.90   | 0.18%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                           | META PLATFORMS INC                                 | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1154659.69   | 0.07%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                                               | STACK INFRASTRUCTURE ISSUER LLC                    | CUSIP: 85236KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199154 | PA      | $199613.51    | 0.01%             | 2048-03-25      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                    | LOCKHEED MARTIN CORP                               | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    947000 | PA      | $965338.00    | 0.06%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2025 2                | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992000 | PA      | $995816.49    | 0.06%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                                                                  | MERIT 2020                                         | CUSIP: 55293DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $398802.01    | 0.03%             | 2027-01-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                                        | COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19648GWB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $371062.02    | 0.02%             | 2044-05-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 1                       | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $367912.44    | 0.02%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                                   | MARRIOTT INTERNATIONAL INC MD                      | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    179000 | PA      | $183238.69    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                               | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169000 | PA      | $167445.81    | 0.01%             | 2038-11-05      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2FB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735580 | PA      | $667998.94    | 0.04%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                                          | ATLASSIAN CORP                                     | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1269905.87   | 0.08%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73007 | PA      | $73389.66     | 0.00%             | 2033-08-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| OEG BORROWER, LLC                                                                              | OEG BORROWER LLC                                   | CUSIP: 67115HAG8<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |     49500 | PA      | $49623.75     | 0.00%             | 2031-06-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B, LLC                                                                              | CPI HOLDCO B LLC                                   | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1247481 | PA      | $1249739.05   | 0.08%             | 2031-05-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV                                                     | IDAHO HOUSING FINANCE ASSOCIATION                  | CUSIP: 45130BDJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    740000 | PA      | $751494.98    | 0.05%             | 2040-07-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LIMITED                                                                            | ASCOT GROUP LTD                                    | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    613000 | PA      | $637437.81    | 0.04%             | 2035-06-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV                                                     | IDAHO HOUSING FINANCE ASSOCIATION                  | CUSIP: 45129Y6Q4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    410000 | PA      | $408797.33    | 0.03%             | 2039-07-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 2                | CUSIP: 24703GAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $125482.10    | 0.01%             | 2029-01-22      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 3 LLC              | CUSIP: 29374LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151000 | PA      | $156301.06    | 0.01%             | 2030-06-20      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                                   | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    455000 | PA      | $487883.12    | 0.03%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| 1301 TRUST                                                                                     | 1301 TRUST 2025 AOA                                | CUSIP: 682461AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    478895 | PA      | $484167.61    | 0.03%             | 2030-08-11      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FLAGSHIP CREDIT AUTO TRUST 2019 4                  | CUSIP: 33845FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377757 | PA      | $377114.34    | 0.02%             | 2027-03-15      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 78436RAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199759 | PA      | $204469.25    | 0.01%             | 2030-12-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United Airlines 2014-1 Pass Through Trusts                                                     | UNITED AIRLINES 2014 1 CLASS A                     | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    428050 | PA      | $427213.72    | 0.03%             | 2027-10-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                        | DUKE ENERGY CORP                                   | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    460000 | PA      | $479303.85    | 0.03%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC.                                                                            | COTERRA ENERGY INC                                 | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    279000 | PA      | $283255.84    | 0.02%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DSZU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    801797 | PA      | $814537.05    | 0.05%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE, INC.                                                                              | DOLLAR TREE INC                                    | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    605000 | PA      | $546335.50    | 0.03%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER, LLC                                                                      | BOOST NEWCO BORROWER LLC                           | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     99251 | PA      | $99313.78     | 0.01%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                       | TRINITY RAIL LEASING 2022 LLC                      | CUSIP: 89656RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442548 | PA      | $437112.10    | 0.03%             | 2052-05-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                           | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812XEC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $485835.94    | 0.03%             | 2039-07-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    891879 | PA      | $890400.07    | 0.06%             | 2030-03-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276588 | PA      | $256297.02    | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1266298.20   | 0.08%             | 2035-08-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                           | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812XKR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1247575.21   | 0.08%             | 2040-07-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                                                | STWD TRUST                                         | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499375.30    | 0.03%             | 2036-11-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853BA7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    907000 | PA      | $925832.35    | 0.06%             | 2034-06-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                          | OPEN TEXT CORP                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1412000 | PA      | $1468804.94   | 0.09%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| SHR TRUST                                                                                      | SHR TRUST 2024 LXRY                                | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376873 | PA      | $377819.10    | 0.02%             | 2041-10-15      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                 | MORGAN STANLEY CAPITAL I TRUST 2021 PLZA           | CUSIP: 61773PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $622954.60    | 0.04%             | 2031-11-09      | Variable      | 2.81%                 | Yes           |                  2 | On Loan: No      |
| THE BALDWIN INSURANCE GROUP HOLDINGS, LLC                                                      | BALDWIN INSURANCE GROUP HOLDINGS LLC               | CUSIP: 05825XAA7<br>LEI: 5493004GCDREAQPPYG20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517535.95    | 0.03%             | 2031-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 A   | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610921 | PA      | $1614486.65   | 0.10%             | 2033-06-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO US MIDCO III LP                                                                        | CHICAGO US MIDCO III LP                            | CUSIP: BL5250230<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50516 | PA      | $50579.15     | 0.00%             | 2032-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227942 | PA      | $228811.56    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21040.60     | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179V4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    886255 | PA      | $748721.58    | 0.05%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                                     | HUNTSMAN INTERNATIONAL LLC                         | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    799000 | PA      | $673773.70    | 0.04%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W3M63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3490608 | PA      | $3485884.85   | 0.22%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                                                          | REGENCY CENTERS LP                                 | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1584008.13   | 0.10%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Four Seasons Holdings Inc.                                                                     | FOUR SEASONS HOTELS                                | CUSIP: 35100DAW6<br>LEI: 549300KN76IMZYPMJC43 | Long             | LON              | CORP              | CA        |    597487 | PA      | $600558.38    | 0.04%             | 2032-09-13      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CXBY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177506 | PA      | $182271.25    | 0.01%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    679357 | PA      | $693080.94    | 0.04%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEX MORTGAGE TRUST                                                                             | LEX 2024 BBG MORTGAGE TRUST                        | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330875 | PA      | $332994.59    | 0.02%             | 2037-10-13      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| HARRIS CNTY TEX HOTEL OCCUPANCY TAX REV                                                        | COUNTY OF HARRIS TX HOTEL OCCUPANCY TAX REVENUE    | CUSIP: 414157BQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $159942.08    | 0.01%             | 2044-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 45 CLO LTD                                 | CUSIP: 92326GAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3302371 | PA      | $3288451.51   | 0.21%             | 2035-07-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS SYSTEM, L.L.C.                                                          | GULFSTREAM NATURAL GAS SYSTEM LLC                  | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    727000 | PA      | $745064.36    | 0.05%             | 2035-07-23      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV                                               | MARYLAND DEPARTMENT OF HOUSING COMMUNITY DEVELOP   | CUSIP: 57419UVE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1031290.59   | 0.07%             | 2040-09-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| NHP FOUNDATION (THE)                                                                           | NHP FOUNDATION THE                                 | CUSIP: 62925MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $192962.31    | 0.01%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    531000 | PA      | $542519.09    | 0.03%             | 2030-10-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CARNIVAL CORP                                      | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    622000 | PA      | $651663.38    | 0.04%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                            | BMW US CAPITAL LLC                                 | CUSIP: 05565EDD4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    895000 | PA      | $904623.92    | 0.06%             | 2035-08-11      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MASTERBRAND, INC.                                                                              | MASTERBRAND INC                                    | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518589.11    | 0.03%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111595 | PA      | $115104.48    | 0.01%             | 2033-01-18      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| FIDELIS INSURANCE HOLDINGS LIMITED                                                             | FIDELIS INSURANCE HOLDINGS LTD                     | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |    664000 | PA      | $718744.21    | 0.05%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| GENERAL MILLS, INC.                                                                            | GENERAL MILLS INC                                  | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    675000 | PA      | $599364.41    | 0.04%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                                                    | KEYSIGHT TECHNOLOGIES INC                          | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1028206.01   | 0.07%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LBA TRUST                                                                                      | LBA TRUST 2024 7IND                                | CUSIP: 52109XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    524264 | PA      | $524191.82    | 0.03%             | 2041-10-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CARNIVAL CORP                                      | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1147000 | PA      | $1184076.88   | 0.08%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                  | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024 1        | CUSIP: 92887QAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006460.35   | 0.06%             | 2031-07-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM 2024 277P MORTGAGE TRUST                      | CUSIP: 12654FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1533326 | PA      | $1629806.92   | 0.10%             | 2044-08-10      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I, L.P.                                                                      | HARVEST MIDSTREAM I LP                             | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250152.89    | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST SERIES 2024 4                 | CUSIP: 92348KCX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $80441.57     | 0.01%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4557586 | PA      | $4548393.26   | 0.29%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                       | STATE STREET CORP                                  | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735182.72    | 0.05%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622AB3J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    564731 | PA      | $510778.95    | 0.03%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                                                   | NORTH CAROLINA HOUSING FINANCE AGENCY              | CUSIP: 6582078Q1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $130646.92    | 0.01%             | 2039-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST                                                                                     | 1301 TRUST 2025 AOA                                | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    753817 | PA      | $763195.69    | 0.05%             | 2030-08-11      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                               | PARAMOUNT GLOBAL                                   | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2909000 | PA      | $2031354.70   | 0.13%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NDSP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201918 | PA      | $201861.27    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                                                           | BACARDI MARTINI BV                                 | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    559000 | PA      | $580928.82    | 0.04%             | 2035-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSN72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286384 | PA      | $272580.28    | 0.02%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                                                    | OCP CLO 2020 8R LTD                                | CUSIP: 670898BA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1471099.56   | 0.09%             | 2038-10-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                                          | TEXAS DEPARTMENT OF HOUSING COMMUNITY AFFAIRS      | CUSIP: 882750YU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67234.19     | 0.00%             | 2044-01-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                                  | GLOBAL ATLANTIC FIN CO                             | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114232.00    | 0.01%             | 2033-06-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1024656.22   | 0.07%             | 2030-07-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                               | SLG OFFICE TRUST 2021 OVA                          | CUSIP: 78449RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1332487.94   | 0.08%             | 2041-07-15      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614000 | PA      | $615381.50    | 0.04%             | 2035-04-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                            | CENTENE CORP                                       | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    651000 | PA      | $561595.58    | 0.04%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                            | RESIDEO FUNDING INC                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    787000 | PA      | $806915.89    | 0.05%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329259 | PA      | $332230.13    | 0.02%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                    | ONEOK INC                                          | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    702000 | PA      | $709694.47    | 0.05%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 1 LLC              | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156198 | PA      | $157408.52    | 0.01%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2025 1                    | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2504000 | PA      | $2555110.06   | 0.16%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7000 | PA      | $7246.14      | 0.00%             | 2054-05-15      | Fixed         | 8.87%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                                               | BROOKFIELD ASSET MANAGEMENT LTD                    | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    866000 | PA      | $888749.82    | 0.06%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                     | CSMC SERIES 2019 UVIL                              | CUSIP: 12656DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $285004.19    | 0.02%             | 2041-12-15      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| PETSMART LLC                                                                                   | PETSMART LLC                                       | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1492035.00   | 0.09%             | 2032-08-09      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| NGC LTD                                                                                        | NGC 2024 I LTD                                     | CUSIP: 652927AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205263 | PA      | $205345.27    | 0.01%             | 2037-07-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ERMZ1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    333000 | PA      | $330808.86    | 0.02%             | 2039-08-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267000 | PA      | $268325.69    | 0.02%             | 2028-10-16      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2019 30HY MORTGAGE TRUST              | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    578789 | PA      | $553524.19    | 0.04%             | 2039-07-10      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| CARDS II TRUST                                                                                 | CARDS II TRUST                                     | CUSIP: 14161GCL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168000 | PA      | $168689.88    | 0.01%             | 2029-07-16      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                                                                  | BARINGS EQUIPMENT FINANCE LLC 2025 B               | CUSIP: 06764YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588241 | PA      | $587047.05    | 0.04%             | 2050-09-13      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYS91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114718 | PA      | $107868.38    | 0.01%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                                  | NY COMMERCIAL MORTGAGE TRUST 2025 299P             | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1632000 | PA      | $1714798.25   | 0.11%             | 2047-02-10      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65970 | PA      | $66099.07     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 4                      | CUSIP: 16144YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187000 | PA      | $192024.76    | 0.01%             | 2031-11-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MCB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38000 | PA      | $38585.68     | 0.00%             | 2028-02-25      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN GOVT NASHVILLE & DAVIDSON CNTY TENN SPORTS AUTH REV                               | METROPOLITAN GOVERNMENT NASHVILLE DAVIDSON COUNT   | CUSIP: 592090LX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $79048.56     | 0.01%             | 2035-07-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 97415AAE2<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |    108170 | PA      | $110277.87    | 0.01%             | 2032-09-20      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666897 | PA      | $635977.31    | 0.04%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DG6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    192000 | PA      | $194518.04    | 0.01%             | 2036-05-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                                       | VULCAN MATERIALS CO                                | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    490000 | PA      | $488967.04    | 0.03%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 47 CLO LTD                                 | CUSIP: 92330DAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000700.00   | 0.06%             | 2036-04-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ONE MORTGAGE TRUST                                                                             | ONE 2021 PARK MORTGAGE TRUST                       | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $223136.92    | 0.01%             | 2036-03-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 93 CLO LTD                                  | CUSIP: 26190TAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302400 | PA      | $302218.56    | 0.02%             | 2038-01-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                                                       | LUMEN TECHNOLOGIES INC                             | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1949535 | PA      | $1956495.00   | 0.12%             | 2028-06-01      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                       | AMERICREDIT AUTOMOBILE RECEIVABLES                 | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258129 | PA      | $256440.58    | 0.02%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 5                      | CUSIP: 16144QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274000 | PA      | $275748.69    | 0.02%             | 2030-08-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7019000 | PA      | $6240329.69   | 0.40%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM MORTGAGE TRUST                                | CUSIP: 12656KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $159134.06    | 0.01%             | 2046-11-10      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| WEIR GROUP INC.                                                                                | WEIR GROUP PLC THE                                 | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1347232.91   | 0.09%             | 2030-05-06      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GFH MORTGAGE TRUST                                                                             | GFH 2025 IND MORTGAGE TRUST                        | CUSIP: 36171JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1266000 | PA      | $1275477.74   | 0.08%             | 2033-06-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST                  | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237000 | PA      | $242880.82    | 0.02%             | 2034-07-17      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $72342.12     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6048000 | PA      | $5852385.00   | 0.37%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                            | CENTENE CORP                                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2429083.66   | 0.15%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206000 | PA      | $210229.95    | 0.01%             | 2035-08-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| KNIFE RIVER CORPORATION                                                                        | KNIFE RIVER                                        | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199000 | PA      | $199662.67    | 0.01%             | 2032-02-19      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RFW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333333 | PA      | $334943.34    | 0.02%             | 2027-04-20      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                                                         | HILTON DOMESTIC OPERATING CO INC                   | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478541.77    | 0.03%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89000 | PA      | $94042.49     | 0.01%             | 2033-08-22      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                                 | 7 ELEVEN INC                                       | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $91039.56     | 0.01%             | 2051-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                             | SUBWAY FUNDING LLC                                 | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4248090 | PA      | $4337916.60   | 0.28%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101220.97    | 0.01%             | 2036-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 2                       | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $990043.11    | 0.06%             | 2033-05-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3593 | PA      | $3593.21      | 0.00%             | 2027-08-16      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                                  | PEPSICO INC                                        | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    354000 | PA      | $361690.65    | 0.02%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130500 | PA      | $133940.99    | 0.01%             | 2030-12-16      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74000 | PA      | $73155.53     | 0.00%             | 2035-06-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH ED LN REV                                                          | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY      | CUSIP: 57563RUF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1865000 | PA      | $1883780.91   | 0.12%             | 2050-07-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, L.P.                                                                    | AMERICAN ASSETS TRUST LP                           | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133198.18    | 0.01%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 2                       | CUSIP: 12516XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    559000 | PA      | $562034.53    | 0.04%             | 2034-08-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168139 | PA      | $167395.66    | 0.01%             | 2030-03-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA AVIATION REV                                                               | COUNTY OF MIAMI DADE FL AVIATION REVENUE           | CUSIP: 593340AE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $759520.57    | 0.05%             | 2043-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS ARTFI MASTER TRUST                                                                    | SOTHEBY S ARTFI MASTER TRUST                       | CUSIP: 83589CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1044000 | PA      | $1046244.70   | 0.07%             | 2031-12-22      | Fixed         | 7.91%                 | Yes           |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UNJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $429952.36    | 0.03%             | 2044-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LES VETEMENTS DE SPORT GILDAN INC.                                                             | GILDAN ACTIVEWEAR INC                              | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    541000 | PA      | $539209.81    | 0.03%             | 2035-10-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4DA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5992423 | PA      | $5978775.12   | 0.38%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                 | CHARLES SCHWAB CORP THE                            | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    715000 | PA      | $711874.47    | 0.05%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2023 1 LLC                   | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76953 | PA      | $77532.01     | 0.00%             | 2032-05-20      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                          | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    694000 | PA      | $733613.52    | 0.05%             | 2039-01-25      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2017 GM                                  | CUSIP: 05607TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $211826.66    | 0.01%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2025 LEAF1 NOTES                     | CUSIP: 55340QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2172000 | PA      | $2212746.36   | 0.14%             | 2032-03-16      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                                               | BROOKFIELD ASSET MANAGEMENT LTD                    | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   2047000 | PA      | $2044047.35   | 0.13%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRXP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3717422 | PA      | $3714990.90   | 0.24%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382789 | PA      | $388792.57    | 0.02%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                                                       | FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5Y3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $303640.53    | 0.02%             | 2039-07-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL                                                                                    | CITY OF CHICAGO IL                                 | CUSIP: 167486W21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $308518.63    | 0.02%             | 2032-01-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2023 1                       | CUSIP: 12512XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173174 | PA      | $175276.62    | 0.01%             | 2030-09-16      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO LTD                                                                                  | AIMCO CLO 17 LTD                                   | CUSIP: 00889JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207276 | PA      | $207338.50    | 0.01%             | 2037-07-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                | VANTAGE DATA CENTERS LLC                           | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    453000 | PA      | $431481.05    | 0.03%             | 2045-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                  | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    901000 | PA      | $958297.07    | 0.06%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76000 | PA      | $76920.32     | 0.00%             | 2030-10-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO 2022 I LTD                            | CUSIP: 81785AAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442000 | PA      | $442795.60    | 0.03%             | 2038-01-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| UKG INC.                                                                                       | UKG INC                                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257478.03    | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82000 | PA      | $82361.01     | 0.01%             | 2029-04-25      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1458023.23   | 0.09%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217913 | PA      | $225956.41    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720948 | PA      | $1726445.77   | 0.11%             | 2027-10-13      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461000 | PA      | $468911.88    | 0.03%             | 2033-05-12      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                           | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1315000 | PA      | $1377412.43   | 0.09%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    232704 | PA      | $236372.11    | 0.02%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $271152.83    | 0.02%             | 2031-12-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                                                     | OTIS WORLDWIDE CORP                                | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    859000 | PA      | $875504.80    | 0.06%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $227024.20    | 0.01%             | 2038-08-18      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                              | SYSCO CORP                                         | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1524761.14   | 0.10%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS                                       | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434724 | PA      | $430187.00    | 0.03%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    569648 | PA      | $569967.24    | 0.04%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 2           | CUSIP: 22537EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1267000 | PA      | $1291318.09   | 0.08%             | 2033-09-15      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2S44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6013974 | PA      | $5909987.05   | 0.38%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 02008FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474000 | PA      | $481749.40    | 0.03%             | 2029-10-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC.                                                                             | HERC HOLDINGS INC                                  | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264969.27    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                                                 | TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KNE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $192064.72    | 0.01%             | 2039-07-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 2                  | CUSIP: 505920AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198627 | PA      | $202765.84    | 0.01%             | 2029-10-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140A04E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236987 | PA      | $245175.34    | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST                             | CUSIP: 22767VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1517000 | PA      | $1539286.86   | 0.10%             | 2032-02-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                       | SYNCHRONY CARD ISSUANCE TRUST                      | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $244394.54    | 0.02%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                                 | GLDMN SCHS FIN SQ GV-FST                           | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3820006 | NS      | $3820006.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LYRA MUSIC ASSETS LP                                                                           | LYRA MUSIC ASSETS DELAWARE LP                      | CUSIP: 552339AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008900.64   | 0.06%             | 2065-09-20      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                                      | AT T INC                                           | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    386000 | PA      | $370766.09    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                                             | DIAMOND ISSUER                                     | CUSIP: 25267TAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    654000 | PA      | $627321.90    | 0.04%             | 2051-11-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                                          | TEXAS DEPARTMENT OF HOUSING COMMUNITY AFFAIRS      | CUSIP: 882750YT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $68663.41     | 0.00%             | 2039-01-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1738000 | PA      | $1788102.11   | 0.11%             | 2029-11-15      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RFX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226667 | PA      | $227320.00    | 0.01%             | 2027-04-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| JANE STREET GROUP, LLC                                                                         | JANE STREET GROUP JSG FINANCE INC                  | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   2709000 | PA      | $2826763.20   | 0.18%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y                                                                                   | CITY OF NEW YORK NY                                | CUSIP: 64966SSD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2978463.82   | 0.19%             | 2040-10-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST #1                                                                        | AMERICAN TOWER TRUST                               | CUSIP: 03027WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $264353.91    | 0.02%             | 2028-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200261 | PA      | $190924.73    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 5           | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3411254 | PA      | $3523065.06   | 0.22%             | 2034-04-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    572965 | PA      | $540040.76    | 0.03%             | 2053-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING, INC.                                                                      | PPL CAPITAL FUNDING INC                            | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    124000 | PA      | $127055.38    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST 2020 1MW MORTGAGE TRUST             | CUSIP: 563136AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2762412 | PA      | $2656670.10   | 0.17%             | 2039-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XQLE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5272907 | PA      | $5022064.58   | 0.32%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294000 | PA      | $294657.04    | 0.02%             | 2039-01-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                | CIGNA GROUP THE                                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    495000 | PA      | $503594.99    | 0.03%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                               | SLG OFFICE TRUST 2021 OVA                          | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2477000 | PA      | $2198855.03   | 0.14%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COMPANIES, INC.                                                                         | ROCKET COS INC                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $97136.79     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    533000 | PA      | $533392.49    | 0.03%             | 2042-07-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    205851 | PA      | $177708.62    | 0.01%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP, INC.                                                                        | VSP OPTICAL GROUP INC                              | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1240783.66   | 0.08%             | 2035-12-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    763000 | PA      | $785750.96    | 0.05%             | 2031-12-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                                       | RETAINED VANTAGE DATA CENTERS ISSUER LLC           | CUSIP: 76134KAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395744 | PA      | $391515.61    | 0.02%             | 2049-09-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES                   | CUSIP: 39154TCM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $66438.34     | 0.00%             | 2031-12-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                                                | PALMER SQUARE LOAN FUNDING 2024 3 LTD              | CUSIP: 69690EAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259000 | PA      | $258844.60    | 0.02%             | 2032-08-08      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                                                      | DLLAD 2024 1 LLC                                   | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128980 | PA      | $133688.75    | 0.01%             | 2031-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4190341 | PA      | $4300171.02   | 0.27%             | 2035-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV2             | CUSIP: 34535CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $457399.61    | 0.03%             | 2036-02-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    642000 | PA      | $672036.64    | 0.04%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189000 | PA      | $197802.44    | 0.01%             | 2029-12-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QJR6<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |   1829000 | PA      | $1862481.16   | 0.12%             | 2031-09-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $200943.14    | 0.01%             | 2038-08-18      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| ARCOSA, INC.                                                                                   | ARCOSA INC                                         | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527083.71    | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                                   | MIZUHO FINANCIAL GROUP INC                         | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    227000 | PA      | $237640.62    | 0.02%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                   | FORD CREDIT AUTO LEASE TRUST 2023 B                | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $130799.92    | 0.01%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104425.96    | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                                             | BURFORD CAPITAL GLOBAL FINANCE LLC                 | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    214000 | PA      | $206004.29    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BALLYROCK CLO LTD                                                                              | BALLYROCK CLO 30 LTD                               | CUSIP: 05876UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001706.00   | 0.06%             | 2038-10-25      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ADW46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    747816 | PA      | $661157.27    | 0.04%             | 2053-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC                                                                | CONSOLIDATED COMMUNICATIONS LLC FIDIUM FIBER FINAN | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365300 | PA      | $373853.68    | 0.02%             | 2055-05-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                                       | VULCAN MATERIALS CO                                | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    410000 | PA      | $425250.97    | 0.03%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORPORATION                                                                  | DIAGEO INVESTMENT CORP                             | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    625000 | PA      | $661489.12    | 0.04%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico                 | BBVA BANCOMER SA TEXAS                             | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    116000 | PA      | $128100.16    | 0.01%             | 2038-06-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                                               | ONEMAIN FINANCIAL ISSUANCE TRUST 2022 3            | CUSIP: 68269PAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065000 | PA      | $1077738.15   | 0.07%             | 2034-05-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVS NON ST SUPPORTED DEBT                                               | NEW YORK STATE DORMITORY AUTHORITY                 | CUSIP: 64985SFE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1516131.11   | 0.10%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES, INC.                                                                        | AMERICAN AIRLINES INC                              | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    429000 | PA      | $432283.60    | 0.03%             | 2036-05-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                                                       | TEXAS ST                                           | CUSIP: 8827244E4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1543536.99   | 0.10%             | 2040-10-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                       | HYATT HOTELS CORP                                  | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    509000 | PA      | $510770.36    | 0.03%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |    106000 | PA      | $106480.76    | 0.01%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DELAWARE ST HSG AUTH REV                                                                       | DELAWARE STATE HOUSING AUTHORITY                   | CUSIP: 246395V20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2026123.66   | 0.13%             | 2040-07-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C7AE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    901266 | PA      | $882994.08    | 0.06%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYENSQO FINANCE (AMERICA), LLC                                                                 | SOLVAY FINANCE AMERICA LLC                         | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    945000 | PA      | $986021.72    | 0.06%             | 2034-06-04      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293000 | PA      | $299356.09    | 0.02%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                                                       | FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5Z0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    195000 | PA      | $202691.96    | 0.01%             | 2044-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C15G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191475 | PA      | $195507.02    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WW4Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    428984 | PA      | $436209.47    | 0.03%             | 2040-07-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST                                                                   | ATRIUM HOTEL PORTFOLIO TRUST 2025 ATRM             | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $741000.42    | 0.05%             | 2030-08-15      | Floating      | 9.46%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2021 3           | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1104814.49   | 0.07%             | 2028-10-16      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico                 | BBVA BANCOMER SA TEXAS                             | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    294000 | PA      | $308756.73    | 0.02%             | 2035-02-11      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BBGJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5998140 | PA      | $5558098.90   | 0.35%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $278728.35    | 0.02%             | 2032-10-21      | Fixed         | 7.53%                 | Yes           |                  2 | On Loan: No      |
| CHARLESTON CNTY S C SPL SOURCE REV                                                             | COUNTY OF CHARLESTON SC                            | CUSIP: 160130BR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $231349.91    | 0.01%             | 2029-12-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $604643.54    | 0.04%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| JABIL INC.                                                                                     | JABIL INC                                          | CUSIP: 46652MA88<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   9000000 | PA      | $8991221.40   | 0.57%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                                                 | CHENIERE ENERGY PARTNERS LP                        | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109498.24    | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC        | CUSIP: 03237CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119000 | PA      | $120924.44    | 0.01%             | 2031-01-21      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                       | BENCHMARK 2020 B19 MORTGAGE TRUST                  | CUSIP: 08162WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $843062.88    | 0.05%             | 2053-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 50 CLO LTD                                 | CUSIP: 92333CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212800 | PA      | $212885.12    | 0.01%             | 2037-10-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C9JX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    364306 | PA      | $375523.22    | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    684259 | PA      | $689269.36    | 0.04%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| CHARLESTON CNTY S C ARPT DIST ARPT SYS REV                                                     | CHARLESTON COUNTY AIRPORT DISTRICT                 | CUSIP: 160070FM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $732974.76    | 0.05%             | 2034-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                                                     | ALBERTSONS COS INC                                 | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    710000 | PA      | $729680.69    | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427QNB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17710568 | PA      | $17362217.08  | 1.10%             | 2055-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL, INC.                                                           | LIGHT WONDER INTERNATIONAL INC                     | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    241959 | PA      | $242488.96    | 0.02%             | 2029-04-16      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                                     | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3802172 | NS      | $3802171.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2954531.25   | 0.19%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    902000 | PA      | $708275.79    | 0.04%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYYE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    341716 | PA      | $348007.98    | 0.02%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10650000 | PA      | $7215375.00   | 0.46%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    946181 | PA      | $816889.03    | 0.05%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339693 | PA      | $345517.04    | 0.02%             | 2055-03-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MZ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1763223 | PA      | $1686726.03   | 0.11%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    151470 | PA      | $154050.12    | 0.01%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $734762.18    | 0.05%             | 2038-12-17      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                               | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1136000 | PA      | $1128072.63   | 0.07%             | 2038-11-05      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25130000 | PA      | $25428418.75  | 1.61%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659000 | PA      | $668725.40    | 0.04%             | 2037-04-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2275000 | PA      | $1929484.38   | 0.12%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XII LLC                           | CUSIP: 68785AAD7<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |     11542 | PA      | $11507.61     | 0.00%             | 2028-04-10      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CW2<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |     57000 | PA      | $57301.61     | 0.00%             | 2035-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101779.37    | 0.01%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    132300 | PA      | $129683.43    | 0.01%             | 2053-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRX24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1174636 | PA      | $1211250.84   | 0.08%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                                                      | NORTHWESTERN MUTUAL LIFE INSURANCE CO THE          | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    979000 | PA      | $1043427.99   | 0.07%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV2             | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218711 | PA      | $225177.00    | 0.01%             | 2036-02-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                             | LPL HOLDINGS INC                                   | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    407000 | PA      | $417310.65    | 0.03%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MMP CAPITAL LLC                                                                                | MMP CAPITAL 2025 A LLC                             | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    412032 | PA      | $415652.42    | 0.03%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| ESAB CORPORATION                                                                               | ESAB CORP                                          | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    534000 | PA      | $549642.30    | 0.03%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W1MZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5887627 | PA      | $5981679.66   | 0.38%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| nVent Finance S.a r.l.                                                                         | NVENT FINANCE SARL                                 | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    985000 | PA      | $1027764.50   | 0.07%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS, LLC                                                                           | SHIFT4 PAYMENTS LLC                                | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516412.92    | 0.03%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INTL COMMERCIAL MORTGAGE TRUST                                                                 | INT COMMERCIAL MORTGAGE TRUST 2025 PLAZA           | CUSIP: 44989YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504502.77    | 0.03%             | 2037-11-05      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORPORATION                                                                        | BOYD GAMING CORP                                   | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488919.53    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| BLUE OWL ASSET LEASING TRUST                                                                   | BLUE OWL ASSET LEASING TRUST 2024 1 LLC            | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $793879.99    | 0.05%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $400209.32    | 0.03%             | 2042-07-15      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    345996 | PA      | $347265.48    | 0.02%             | 2065-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                                   | TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025 A | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    744000 | PA      | $746825.28    | 0.05%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| KELLANOVA                                                                                      | KELLANOVA                                          | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    311000 | PA      | $274127.07    | 0.02%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP.                                                                    | TOLL BROTHERS FINANCE CORP                         | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $703731.72    | 0.04%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO 2023 II LTD                           | CUSIP: 817941AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1318676 | PA      | $1316018.87   | 0.08%             | 2038-10-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKV68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    379279 | PA      | $380455.12    | 0.02%             | 2054-09-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144LAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $302491.33    | 0.02%             | 2030-02-28      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92500 | PA      | $94531.68     | 0.01%             | 2029-09-17      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1452399 | PA      | $1484017.24   | 0.09%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4HV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $7412476.40   | 0.47%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2025 1           | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $254669.44    | 0.02%             | 2031-03-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2024 2                   | CUSIP: 50117DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129000 | PA      | $132401.04    | 0.01%             | 2030-05-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AUEX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196841 | PA      | $203317.26    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                                                       | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2021 1    | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $245190.07    | 0.02%             | 2034-06-12      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    730000 | PA      | $721604.09    | 0.05%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93000 | PA      | $96652.68     | 0.01%             | 2032-04-14      | Fixed         | 7.18%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                                                         | ENTERGY LOUISIANA LLC                              | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485929.94    | 0.03%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST                                                                 | BSTN COMMERCIAL MORTGAGE TRUST 2025 1C             | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4568871 | PA      | $4693484.05   | 0.30%             | 2044-06-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico                 | BBVA BANCOMER SA TEXAS                             | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    288000 | PA      | $311242.89    | 0.02%             | 2039-01-08      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                 | SYNOPSYS INC                                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    588000 | PA      | $597445.78    | 0.04%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2026000 | PA      | $2015019.28   | 0.13%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                          | DELTA AIR LINES INC                                | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    201000 | PA      | $196505.05    | 0.01%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2021 TY                                  | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499793.26    | 0.03%             | 2038-09-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10190625.00  | 0.65%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                 | HYUNDAI AUTO RECEIVABLES TRUST 2021 C              | CUSIP: 44935FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497503.76    | 0.03%             | 2028-06-15      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                                | CYRUSONE DATA CENTERS ISSUER I LLC                 | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $200040.51    | 0.01%             | 2049-05-20      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2025 1                      | CUSIP: 16145NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2454946 | PA      | $2477582.22   | 0.16%             | 2032-11-26      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKMB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1679860 | PA      | $1682587.81   | 0.11%             | 2055-03-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                                         | CMS ENERGY CORP                                    | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26522.87     | 0.00%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    921000 | PA      | $748312.50    | 0.05%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    543000 | PA      | $548165.37    | 0.03%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                                          | TD SYNNEX CORP                                     | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    686000 | PA      | $680066.01    | 0.04%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RELIANCE, INC.                                                                                 | RELIANCE INC                                       | CUSIP: 759509AB8<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    215000 | PA      | $242944.28    | 0.02%             | 2036-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1114825.75   | 0.07%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KY6P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4977162 | PA      | $5004047.88   | 0.32%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                       | HYATT HOTELS CORP                                  | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     99000 | PA      | $102181.69    | 0.01%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORPORATION                                                                           | WESTLAKE CORP                                      | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1150812.60   | 0.07%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BYCX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199619 | PA      | $200079.83    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST                                                                                     | 1345 TRUST 2025 AOA                                | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3900000 | PA      | $3911965.95   | 0.25%             | 2030-06-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL USA, INC.                                                                           | MURPHY USA INC                                     | CUSIP: 62675KAB5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | LON              | CORP              | US        |    200000 | PA      | $201608.00    | 0.01%             | 2032-04-07      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                                             | NEW YORK CITY HOUSING DEVELOPMENT CORP             | CUSIP: 64966WHC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $248245.01    | 0.02%             | 2029-01-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2023 3                     | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $226617.98    | 0.01%             | 2030-12-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    320424 | PA      | $327057.60    | 0.02%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico | BANCO SANTANDER MEXICO SA INSTITUCION              | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    167000 | PA      | $173311.11    | 0.01%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA ST BRD ADMIN FIN CORP REV                                                              | STATE BOARD OF ADMINISTRATION FINANCE CORP         | CUSIP: 341271AH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3430000 | PA      | $3608144.79   | 0.23%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2023 A LLC                            | CUSIP: 62890QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3241000 | PA      | $3366917.40   | 0.21%             | 2030-06-17      | Fixed         | 8.04%                 | Yes           |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                                    | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020 M | CUSIP: 03881BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $328783.31    | 0.02%             | 2053-05-15      | Variable      | 3.06%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47000 | PA      | $48761.02     | 0.00%             | 2031-12-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 1                       | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $976282.64    | 0.06%             | 2033-03-21      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025 B     | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261636 | PA      | $265559.49    | 0.02%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                          | SWITCH ABS ISSUER LLC                              | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500978 | PA      | $493559.58    | 0.03%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                                                          | THERMO FISHER SCIENTIFIC INC                       | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    878000 | PA      | $873009.21    | 0.06%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                                             | PUBLIC SERVICE CO OF OKLAHOMA                      | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1298908.75   | 0.08%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERITEX HOLDINGS, INC.                                                                         | VERITEX HOLDINGS INC                               | CUSIP: 923451AD0<br>LEI: 549300F3SMOML02SC814 | Long             | DBT              | CORP              | US        |    674000 | PA      | $674012.00    | 0.04%             | 2030-10-15      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $70266.95     | 0.00%             | 2028-05-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                                              | ALTICE FRANCE SA                                   | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $102861.93    | 0.01%             | 2029-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV                                              | GREENVILLE SPARTANBURG AIRPORT DISTRICT            | CUSIP: 396613DV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20527.73     | 0.00%             | 2035-07-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| UKG INC.                                                                                       | UKG INC                                            | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     33374 | PA      | $33387.31     | 0.00%             | 2031-01-31      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179X2H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    402941 | PA      | $384239.06    | 0.02%             | 2053-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH AND WELLNESS COMPANY, INC.                                                        | PETCO ANIMAL SUPPLIES INC                          | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |   1200000 | PA      | $1186356.00   | 0.08%             | 2028-02-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    128437 | PA      | $130034.52    | 0.01%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST                              | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141999 | PA      | $144769.30    | 0.01%             | 2032-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2021 TY                                  | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309661 | PA      | $309281.34    | 0.02%             | 2038-09-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    777000 | PA      | $804786.54    | 0.05%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                                                      | ARTHUR J GALLAGHER CO                              | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    605000 | PA      | $627418.87    | 0.04%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYXY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172126 | PA      | $172079.15    | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KANKAKEE ILL                                                                                   | CITY OF KANKAKEE IL                                | CUSIP: 484404B56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $67881.15     | 0.00%             | 2036-12-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 4                  | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292497 | PA      | $300572.07    | 0.02%             | 2029-03-15      | Fixed         | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H74A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    354257 | PA      | $318819.44    | 0.02%             | 2032-03-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                                                      | STONEPEAK NILE PARENT LLC                          | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    652000 | PA      | $690482.12    | 0.04%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                             | ZEGONA FINANCE PLC                                 | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    368000 | PA      | $389086.95    | 0.02%             | 2029-07-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4386024 | PA      | $3950932.17   | 0.25%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                                                       | DISH NETWORK CORP                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1994000 | PA      | $2074973.68   | 0.13%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                       | LLOYDS BANKING GROUP PLC                           | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $320739.15    | 0.02%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $216057.80    | 0.01%             | 2052-11-15      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                       | GS MORTGAGE SECURITIES CORP II                     | CUSIP: 36270GAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118438 | PA      | $118714.81    | 0.01%             | 2026-09-06      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2025 1                   | CUSIP: 50117FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399000 | PA      | $408352.87    | 0.03%             | 2030-07-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| METLIFE, INC.                                                                                  | METLIFE INC                                        | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     55000 | PA      | $65945.59     | 0.00%             | 2068-04-08      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 4                  | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182141 | PA      | $184865.97    | 0.01%             | 2028-10-16      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                                          | AXON ENTERPRISE INC                                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519833.74    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Breakwater Energy Holdings S.a r.l.                                                            | BREAKWATER ENERGY HOLDINGS SARL                    | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |    776000 | PA      | $803487.87    | 0.05%             | 2030-11-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1526000 | PA      | $1354708.25   | 0.09%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 A                       | CUSIP: 00218KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $51165.61     | 0.00%             | 2032-11-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118000 | PA      | $120092.07    | 0.01%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| DRAFTKINGS INC.                                                                                | DK CROWN HOLDINGS INC                              | CUSIP: 23326SAB3<br>LEI: 2549006G33IUL6IVOD83 | Long             | LON              | CORP              | US        |    696500 | PA      | $696374.63    | 0.04%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                               | AUTONATION INC                                     | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103595.77    | 0.01%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2023 2                       | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $252575.78    | 0.02%             | 2031-07-21      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 1           | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2493000 | PA      | $2548199.31   | 0.16%             | 2033-07-15      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105160 | PA      | $106277.43    | 0.01%             | 2047-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                    | IMPERIAL BRANDS FINANCE PLC                        | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1246000 | PA      | $1279813.18   | 0.08%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194919 | PA      | $191275.21    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                                       | SONOCO PRODUCTS CO                                 | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1084723.91   | 0.07%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427PDH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3057945 | PA      | $3062283.94   | 0.19%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                             | DTE ENERGY CO                                      | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    878000 | PA      | $936324.99    | 0.06%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107000 | PA      | $108800.35    | 0.01%             | 2054-05-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                             | BOEING CO THE                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    527000 | PA      | $592780.14    | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways 2019-1 Pass Through Trusts                                                     | JETBLUE 2019 1 CLASS AA PASS THROUGH TRUST         | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151108 | PA      | $134717.39    | 0.01%             | 2033-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1502710.20   | 0.10%             | 2035-04-20      | Fixed         | 7.66%                 | Yes           |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UDH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $184209.57    | 0.01%             | 2039-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550693 | PA      | $554920.59    | 0.04%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3175935 | PA      | $3243315.54   | 0.21%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153455 | PA      | $153847.57    | 0.01%             | 2028-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6717927 | PA      | $6755011.81   | 0.43%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENM Capital Labuan Limited                                                                    | GENM CAPITAL LABUAN LTD                            | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |     25000 | PA      | $22641.54     | 0.00%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                                                | BARINGS CLO LTD 2025 V                             | CUSIP: 06765BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1264043 | PA      | $1264369.12   | 0.08%             | 2038-10-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226000 | PA      | $229319.08    | 0.01%             | 2030-06-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                                                   | CADENCE DESIGN SYSTEMS INC                         | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    981000 | PA      | $981190.64    | 0.06%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312000 | PA      | $304929.14    | 0.02%             | 2028-07-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQW85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255453 | PA      | $259921.26    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                                                  | US BANK NA                                         | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82890 | PA      | $83769.94     | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    692477 | PA      | $681747.39    | 0.04%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                                          | STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YJ73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $260816.25    | 0.02%             | 2040-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UEN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $364170.50    | 0.02%             | 2039-07-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III, LLC                                                                      | WINDSOR HOLDINGS III LLC                           | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528609.79    | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                                              | EMRLD BORROWER LP EMERALD CO ISSUER INC            | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    488000 | PA      | $514422.28    | 0.03%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    702929 | PA      | $689260.48    | 0.04%             | 2038-12-17      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING, INC.                                                                   | ACUITY BRANDS LIGHTING                             | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8989.40      | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2024 1                | CUSIP: 24702GAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92000 | PA      | $93326.76     | 0.01%             | 2030-03-22      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP.                                                                          | WMG ACQUISITION CORP                               | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1368546.90   | 0.09%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                              | AIRCASTLE LTD                                      | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    146000 | PA      | $145532.68    | 0.01%             | 2199-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SUMIT MORTGAGE TRUST                                                                           | SUMIT 2022 BVUE MORTGAGE TRUST                     | CUSIP: 865592AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       636 | PA      | $515.71       | 0.00%             | 2041-02-12      | Variable      | 2.89%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1007881.06   | 0.06%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS, INC.                                                                        | QNITY ELECTRONICS INC                              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    670000 | PA      | $686312.39    | 0.04%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KFB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502000 | PA      | $502157.95    | 0.03%             | 2033-10-20      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $767108.12    | 0.05%             | 2035-08-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FNS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383577 | PA      | $388684.83    | 0.02%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88000 | PA      | $91087.64     | 0.01%             | 2030-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    796000 | PA      | $716773.13    | 0.05%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ACE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582000 | PA      | $583278.89    | 0.04%             | 2030-09-26      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CARDS II TRUST                                                                                 | CARDS II TRUST                                     | CUSIP: 14161GCP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1362931.47   | 0.09%             | 2031-03-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73000 | PA      | $74814.46     | 0.00%             | 2030-02-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213000 | PA      | $216138.44    | 0.01%             | 2030-07-25      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                          | OPEN TEXT CORP                                     | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    279697 | PA      | $279733.61    | 0.02%             | 2030-01-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                                                | RHODE ISLAND HOUSING MORTGAGE FINANCE CORP         | CUSIP: 76221SCU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203358.70    | 0.01%             | 2039-10-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025 P1      | CUSIP: 96043LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2550903.60   | 0.16%             | 2032-07-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA U.S. FINANCING, INC.                                                                    | TAKEDA US FINANCING INC                            | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1042618.95   | 0.07%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    142740 | PA      | $128914.76    | 0.01%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO. L.L.C.                                                              | BLACKSTONE REG FINANCE CO LLC                      | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    795000 | PA      | $791144.25    | 0.05%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                                           | ERAC USA FINANCE LLC                               | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    788000 | PA      | $799524.92    | 0.05%             | 2033-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 97415CAD0<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $302394.10    | 0.02%             | 2033-09-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                     | TORONTO DOMINION BANK THE                          | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1497000 | PA      | $1519080.20   | 0.10%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CZ5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |     38351 | PA      | $38786.53     | 0.00%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Victory Portfolios II

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer