# EDGAR Filing Document

**Accession Number:** 0000809593
**File Stem:** 0001410368-26-034086
**Filing Date:** 2026-3
**Character Count:** 191660
**Document Hash:** 2f9aee3eedf1b3c9401f01968a54a010
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034086.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0001410368-26-034086

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN BEACON FUNDS
- **CENTRAL INDEX KEY:** 0000809593

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04984
- **FILM NUMBER:** 26817660

**BUSINESS ADDRESS:**
- **STREET 1:** 220 EAST LAS COLINAS BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** IRVING
- **STATE:** TX
- **ZIP:** 75039
- **BUSINESS PHONE:** 8173916100

**MAIL ADDRESS:**
- **STREET 1:** 220 EAST LAS COLINAS BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** IRVING
- **STATE:** TX
- **ZIP:** 75039

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN AADVANTAGE FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN EAGLE FUNDS
- **DATE OF NAME CHANGE:** 19890813

## Series and Classes Contracts Data

### American Beacon NIS Core Plus Bond Fund (Series ID: S000069392)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000221415 | R6 Class     | NISRX           |
| C000221416 | Y Class      | NISYX           |
| C000221417 | A Class      | NISAX           |
| C000221418 | C Class      | NISCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AMERICAN BEACON FUNDS

- **b. Investment Company Act file number:** 811-04984

- **c. CIK number of Registrant:** 0000809593

- **d. LEI of Registrant:** 549300EXCES9V5RWB620

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

  - **Street Address 1:** 220 EAST LAS COLINAS BOULEVARD

  - **City:** IRVING

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75039

  - **Telephone number:** 817-391-6100

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

- **a. Name of Series:** American Beacon NIS Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000069392

- **c. LEI of Series:** 549300MEGDO7715JGW54

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $8389023.28

**Total Liabilities:** $118312.87

**Net Assets:** $8270710.41

**Delayed Delivery Securities:** $998.10

**Cash Not Reported:** $54175.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -10.05000000 | **1-Year:** -184.97000000 | **5-Year:** -637.64000000 | **10-Year:** -635.72000000 | **30-Year:** -185.68000000

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

- **3-Month:** -7.15000000 | **1-Year:** -101.61000000 | **5-Year:** -225.82000000 | **10-Year:** -142.53000000 | **30-Year:** -9.89000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221415 | 0.68%                | -0.28%               | 0.25%                |
| Class ID C000221416 | 0.56%                | -0.18%               | 0.24%                |
| Class ID C000221417 | 0.65%                | -0.31%               | 0.22%                |
| Class ID C000221418 | 0.60%                | -0.38%               | 0.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6263.10                 | $19602.31                                  |
| Month 2  | $8039.07                 | $-63278.01                                 |
| Month 3  | $2287.58                 | $-11499.76                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMN HEALTHCARE INC                                       | AMN Healthcare, Inc.                                                                  | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5065.55      | 0.06%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T, Inc.                                                                            | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10515.38     | 0.13%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                 | AT&T, Inc.                                                                            | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14768.41     | 0.18%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                   | AS Mileage Plan IP Ltd.                                                               | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     40000 | PA      | $40454.53     | 0.49%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                    | AAR Escrow Issuer LLC                                                                 | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2069.98      | 0.03%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACE CAPITAL TRUST II                                     | ACE Capital Trust II                                                                  | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $23931.90     | 0.29%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                   | Acrisure LLC/Acrisure Finance, Inc.                                                   | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9875.00      | 0.12%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                   | Acrisure LLC/Acrisure Finance, Inc.                                                   | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10352.92     | 0.13%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                       | Osaic Holdings, Inc.                                                                  | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5182.65      | 0.06%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                       | Osaic Holdings, Inc.                                                                  | CUSIP: 00791GAE7<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1036.26      | 0.01%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                 | Agree LP                                                                              | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     10000 | PA      | $8628.79      | 0.10%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                   | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC                  | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      1000 | PA      | $983.47       | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                 | Allison Transmission, Inc.                                                            | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1014.16      | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                       | Ally Financial, Inc.                                                                  | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19878.30     | 0.24%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                             | Alphabet, Inc.                                                                        | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9752.99      | 0.12%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                 | American Airlines Pass-Through Trust                                                  | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8911 | PA      | $8646.83      | 0.10%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                      | American Express Co.                                                                  | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5237.62      | 0.06%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                    | American Homes 4 Rent LP                                                              | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     10000 | PA      | $8925.58      | 0.11%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                      | American Tower Corp.                                                                  | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     10000 | PA      | $10008.95     | 0.12%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                | Amgen, Inc.                                                                           | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9088.75      | 0.11%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                     | Amkor Technology, Inc.                                                                | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6114.62      | 0.07%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                 | Antero Midstream Partners LP/Antero Midstream Finance Corp.                           | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8003.18      | 0.10%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                 | Aon Corp./Aon Global Holdings PLC                                                     | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      5000 | PA      | $4428.09      | 0.05%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                    | Aon North America, Inc.                                                               | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10386.49     | 0.13%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                | Apple, Inc.                                                                           | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25549.58     | 0.31%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                       | Aqua Finance Trust                                                                    | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32722 | PA      | $31999.58     | 0.39%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                                 | Archrock Services LP/Archrock Partners Finance Corp.                                  | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4996.23      | 0.06%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                 | Western Midstream Operating LP                                                        | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6385.22      | 0.08%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                  | Asbury Automotive Group, Inc.                                                         | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3887.21      | 0.05%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                          | Associated Banc-Corp.                                                                 | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15608.80     | 0.19%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                      | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4111.80      | 0.05%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC              | BBCMS Mortgage Trust                                                                  | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $16082.32     | 0.19%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                       | BX Trust                                                                              | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $14286.75     | 0.17%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                       | BX Trust                                                                              | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9594.82      | 0.12%             | 2041-12-09      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                | Ball Corp.                                                                            | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4065.60      | 0.05%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp.                                                                 | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9985.20      | 0.12%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp.                                                                 | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10047.49     | 0.12%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                     | Bank of America Corp.                                                                 | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10206.01     | 0.12%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                         | Bank of Montreal                                                                      | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9899.77      | 0.12%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                   | Bank of New York Mellon Corp.                                                         | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10592.11     | 0.13%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                      | Bank of Nova Scotia                                                                   | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9964.90      | 0.12%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | Bank                                                                                  | CUSIP: 06540EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $14180.00     | 0.17%             | 2064-12-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | Bank                                                                                  | CUSIP: 06541XAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12862 | PA      | $12768.08     | 0.15%             | 2060-09-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                             | Barclays PLC                                                                          | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $16035.66     | 0.19%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                | Bay Area Toll Authority                                                               | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10468.93     | 0.13%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                              | Truist Bank                                                                           | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20119.09     | 0.24%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC              | BBCMS Mortgage Trust                                                                  | CUSIP: 07336DAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $20969.21     | 0.25%             | 2056-07-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC              | BBCMS Mortgage Trust                                                                  | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $20806.26     | 0.25%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC              | BBCMS Mortgage Trust                                                                  | CUSIP: 07337AAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $15790.21     | 0.19%             | 2062-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust              | Bear Stearns ARM Trust                                                                | CUSIP: 07384M6H0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6249 | PA      | $6150.51      | 0.07%             | 2035-02-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust               | Bear Stearns Asset-Backed Securities Trust                                            | CUSIP: 07384YNA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21818 | PA      | $21807.56     | 0.26%             | 2033-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                      | BellRing Brands, Inc.                                                                 | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7192.84      | 0.09%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                    | Belron U.K. Finance PLC                                                               | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      7000 | PA      | $7133.29      | 0.09%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                 | Benchmark Mortgage Trust                                                              | CUSIP: 08162WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $25567.26     | 0.31%             | 2053-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                 | Benchmark Mortgage Trust                                                              | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $8870.61      | 0.11%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                 | Benchmark Mortgage Trust                                                              | CUSIP: 08163LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $8781.45      | 0.11%             | 2053-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                 | Blackstone Holdings Finance Co. LLC                                                   | CUSIP: 09261BAG5<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22153.81     | 0.27%             | 2032-03-30      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                           | Bombardier, Inc.                                                                      | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $4006.00      | 0.05%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                   | BP Capital Markets America, Inc.                                                      | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15164.64     | 0.18%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities Trust                      | Brean Asset-Backed Securities Trust                                                   | CUSIP: 10637YAA3<br>LEI: 98450003CE714EY3D313 | Long             | ABS-MBS          | CORP              | US        |     37983 | PA      | $37567.03     | 0.45%             | 2064-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities Trust                      | Brean Asset-Backed Securities Trust                                                   | CUSIP: 10638FAA3<br>LEI: 98450003CE714EY3D313 | Long             | ABS-MBS          | CORP              | US        |     44691 | PA      | $44675.73     | 0.54%             | 2065-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities Trust                      | Brean Asset-Backed Securities Trust                                                   | CUSIP: 10638MAA8<br>LEI: 98450003CE714EY3D313 | Long             | ABS-MBS          | CORP              | US        |     35899 | PA      | $35246.12     | 0.43%             | 2061-10-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom, Inc.                                                                        | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13636.95     | 0.16%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                   | Brookfield Finance, Inc.                                                              | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10817.90     | 0.13%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                 | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9402.19      | 0.11%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                   | CCO Holdings LLC/CCO Holdings Capital Corp.                                           | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8239.91      | 0.10%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                   | CCO Holdings LLC/CCO Holdings Capital Corp.                                           | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5912.83      | 0.07%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                  | CD&R Smokey Buyer, Inc./Radio Systems Corp.                                           | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4411.22      | 0.05%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                          | Cigna Group                                                                           | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15182.79     | 0.18%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIT Group Home Equity Loan Trust                         | CIT Home Equity Loan Trust                                                            | CUSIP: 12558MBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50513 | PA      | $50742.66     | 0.61%             | 2032-09-20      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                          | CLI Funding VI LLC                                                                    | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |      8607 | PA      | $8132.44      | 0.10%             | 2045-10-18      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                          | CLI Funding VIII LLC                                                                  | CUSIP: 12565KAE7<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |     10072 | PA      | $9366.25      | 0.11%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                            | CME Group, Inc.                                                                       | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10138.84     | 0.12%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                  | CRH America Finance, Inc.                                                             | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10006.09     | 0.12%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                      | COMM Mortgage Trust                                                                   | CUSIP: 12655TBM0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $9486.99      | 0.11%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                 | CQP Holdco LP/BIP-V Chinook Holdco LLC                                                | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9674.89      | 0.12%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                   | CHL Mortgage Pass-Through Trust                                                       | CUSIP: 12669FRW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13417 | PA      | $13469.24     | 0.16%             | 2034-05-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                   | CACI International, Inc.                                                              | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4150.15      | 0.05%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAL Funding IV Ltd                                       | CAL Funding IV Ltd.                                                                   | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      8150 | PA      | $7829.46      | 0.09%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                            | State of California                                                                   | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $18033.13     | 0.22%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                            | State of California                                                                   | CUSIP: 13063BN81<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9628.54      | 0.12%             | 2039-04-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                            | State of California                                                                   | CUSIP: 13063D3S5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15191.70     | 0.18%             | 2038-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                            | State of California                                                                   | CUSIP: 13063D3T3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9840.42      | 0.12%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                            | State of California                                                                   | CUSIP: 13063D7G7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15595.16     | 0.19%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                   | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10166.50     | 0.12%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                 | Capital One Financial Corp.                                                           | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16107.00     | 0.19%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                 | Capital One Financial Corp.                                                           | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10503.09     | 0.13%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                 | Capital One Financial Corp.                                                           | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10353.34     | 0.13%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                      | Cardinal Health, Inc.                                                                 | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10278.43     | 0.12%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                  | CarMax Auto Owner Trust                                                               | CUSIP: 14320HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $34972.29     | 0.42%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                     | Carpenter Technology Corp.                                                            | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5073.86      | 0.06%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                           | Carvana Auto Receivables Trust                                                        | CUSIP: 14687GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1772 | PA      | $1728.53      | 0.02%             | 2028-06-12      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                           | Carvana Auto Receivables Trust                                                        | CUSIP: 14689AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15055.04     | 0.18%             | 2030-12-10      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                 | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10162.34     | 0.12%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                 | Charter Communications Operating LLC/Charter Communications Operating Capital         | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15756.46     | 0.19%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                       | Chase Mortgage Finance Corp.                                                          | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11053 | PA      | $10473.55     | 0.13%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                       | Chase Mortgage Finance Corp.                                                          | CUSIP: 16164AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22463 | PA      | $21116.65     | 0.26%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO      | Metropolitan Water Reclamation District of Greater Chicago                            | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10353.72     | 0.13%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE         | Chicago Transit Authority Sales Tax Receipts Fund                                     | CUSIP: 16772PAQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     14493 | PA      | $15328.29     | 0.19%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                       | Cipher Compute LLC                                                                    | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2060.82      | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup, Inc.                                                                       | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10182.74     | 0.12%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup, Inc.                                                                       | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9156.40      | 0.11%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup, Inc.                                                                       | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10587.82     | 0.13%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                 | Clarios Global LP/Clarios U.S. Finance Co.                                            | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      4000 | PA      | $4140.12      | 0.05%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                        | Clean Harbors, Inc.                                                                   | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7167.56      | 0.09%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLECO SECURITIZATION I                                   | Cleco Securitization I LLC                                                            | CUSIP: 185512AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9495.62      | 0.11%             | 2042-09-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                         | Coca-Cola Co.                                                                         | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14651.59     | 0.18%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                   | Cogent Communications Group LLC/Cogent Finance, Inc.                                  | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2987.10      | 0.04%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                   | Cogent Communications Group LLC/Cogent Finance, Inc.                                  | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15610.48     | 0.19%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                 | Constellation Brands, Inc.                                                            | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19760.77     | 0.24%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                           | CPS Auto Receivables Trust                                                            | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3376 | PA      | $3378.83      | 0.04%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                       | Crown Americas LLC                                                                    | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6136.94      | 0.07%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                    | DB Master Finance LLC                                                                 | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      4800 | PA      | $4541.66      | 0.05%             | 2051-11-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| DC Office Trust                                          | DC Office Trust                                                                       | CUSIP: 23312BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $8629.13      | 0.10%             | 2045-09-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                          | DTE Electric Co.                                                                      | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10382.08     | 0.13%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE          | Dallas Fort Worth International Airport                                               | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4076.36      | 0.05%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE          | Dallas Fort Worth International Airport                                               | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $3630.01      | 0.04%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE           | Dallas Area Rapid Transit                                                             | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |      5000 | PA      | $3434.92      | 0.04%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                             | Dell Equipment Finance Trust                                                          | CUSIP: 24704EAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20180.18     | 0.24%             | 2030-08-22      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                      | Dominion Energy, Inc.                                                                 | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10398.98     | 0.13%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENE PR NC ST FDG II                                 | Duke Energy Progress Nc Storm Funding II LLC                                          | CUSIP: 26443NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9835.06      | 0.12%             | 2046-01-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY NC ST FDG II                                 | Duke Energy Carolinas Nc Storm Funding II LLC                                         | CUSIP: 26443UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29547.57     | 0.36%             | 2046-01-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG SC STOR                                 | Duke Energy Progress SC Storm Funding LLC                                             | CUSIP: 26445CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4751 | PA      | $4873.12      | 0.06%             | 2044-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                                      | Eagle Materials, Inc.                                                                 | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14686.71     | 0.18%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                 | Permian Resources Operating LLC                                                       | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8072.74      | 0.10%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE            | East Bay Municipal Utility District Water System Revenue                              | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5272.68      | 0.06%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                 | Encore Capital Group, Inc.                                                            | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6050.94      | 0.07%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                                    | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15532.40     | 0.19%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                 | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15188.59     | 0.18%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                       | Essex Portfolio LP                                                                    | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     15000 | PA      | $13603.03     | 0.16%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                        | Eversource Energy                                                                     | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21102.80     | 0.26%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                      | Exeter Automobile Receivables Trust                                                   | CUSIP: 30165JAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5437 | PA      | $5420.10      | 0.07%             | 2028-01-17      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                   | Extra Space Storage LP                                                                | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     10000 | PA      | $9061.81      | 0.11%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica        | FRESB Mortgage Trust                                                                  | CUSIP: 30297PAF0<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |      6081 | PA      | $6063.01      | 0.07%             | 2038-07-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                       | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14424.50     | 0.17%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                     | FREMF Mortgage Trust                                                                  | CUSIP: 30307TAG8<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |     20000 | PA      | $19806.92     | 0.24%             | 2050-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica        | FRESB Mortgage Trust                                                                  | CUSIP: 30308AAH6<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |      7119 | PA      | $7006.57      | 0.08%             | 2027-11-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                          | Fair Isaac Corp.                                                                      | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8151.48      | 0.10%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                 | FHF Issuer Trust                                                                      | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12280 | PA      | $12292.86     | 0.15%             | 2030-11-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                 | FHF Issuer Trust                                                                      | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7482 | PA      | $7480.75      | 0.09%             | 2031-02-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Federal Home Loan Mortgage Corp.                                                      | CUSIP: 3132D9KM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22749 | PA      | $21269.66     | 0.26%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Federal Home Loan Mortgage Corp.                                                      | CUSIP: 3132DN3X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22121 | PA      | $20086.90     | 0.24%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Federal Home Loan Mortgage Corp.                                                      | CUSIP: 3132DQDD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28265 | PA      | $26681.38     | 0.32%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Federal Home Loan Mortgage Corp.                                                      | CUSIP: 3132DSHB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80408 | PA      | $76145.57     | 0.92%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Federal Home Loan Mortgage Corp.                                                      | CUSIP: 31335BCW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41807 | PA      | $38292.00     | 0.46%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                           | Federal National Mortgage Association-ACES                                            | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19060 | PA      | $18941.66     | 0.23%             | 2028-09-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                           | Federal National Mortgage Association-ACES                                            | CUSIP: 3136B9J24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10000 | PA      | $8113.00      | 0.10%             | 2035-03-25      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                           | Federal National Mortgage Association-ACES                                            | CUSIP: 3136BGFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10000 | PA      | $8872.08      | 0.11%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                           | Federal National Mortgage Association-ACES                                            | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15000 | PA      | $13686.31     | 0.17%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                           | Federal National Mortgage Association-ACES                                            | CUSIP: 3136BQCP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15000 | PA      | $15041.01     | 0.18%             | 2033-07-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.         | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates     | CUSIP: 3137FQJY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12798 | PA      | $11877.23     | 0.14%             | 2034-07-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.         | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates     | CUSIP: 3137FUZH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47546 | PA      | $40913.14     | 0.49%             | 2035-01-25      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 3138XBXW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10561 | PA      | $10316.22     | 0.12%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 3140J5MF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26654 | PA      | $24973.73     | 0.30%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 3140J72S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17824 | PA      | $16306.67     | 0.20%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 3140J94Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28336 | PA      | $26537.74     | 0.32%             | 2037-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 3140X6LH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26752 | PA      | $23377.07     | 0.28%             | 2046-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 3140X6M57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21810 | PA      | $21412.68     | 0.26%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 3140XGKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32893 | PA      | $30000.84     | 0.36%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 3140XHK97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20346 | PA      | $19979.52     | 0.24%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 3140XJXT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37611 | PA      | $34048.20     | 0.41%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 3140XKRE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31115 | PA      | $28218.87     | 0.34%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 3140XLN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21151 | PA      | $21671.14     | 0.26%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 3140XMTK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35439 | PA      | $36529.69     | 0.44%             | 2043-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 31417Y3A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10336 | PA      | $10417.61     | 0.13%             | 2031-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23288 | PA      | $21203.78     | 0.26%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41660 | PA      | $36807.51     | 0.45%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21734 | PA      | $18968.08     | 0.23%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36292 | PA      | $32300.69     | 0.39%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Federal National Mortgage Association                                                 | CUSIP: 31418EEE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37811 | PA      | $35135.60     | 0.42%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust           | Finance of America Structured Securities Trust                                        | CUSIP: 316919AD1<br>LEI: 2549002UL0FAQKYSIR51 | Long             | ABS-MBS          | CORP              | US        |     48868 | PA      | $47630.75     | 0.58%             | 2055-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust           | Finance of America Structured Securities Trust                                        | CUSIP: 316929AC2<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $74574.20     | 0.90%             | 2075-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust           | Finance of America Structured Securities Trust                                        | CUSIP: 31739TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63123 | PA      | $64043.97     | 0.77%             | 2073-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust           | Finance of America Structured Securities Trust                                        | CUSIP: 31739XAD2<br>LEI: 2549004F0E42Q9KME434 | Long             | ABS-O            | CORP              | US        |     49747 | PA      | $48601.52     | 0.59%             | 2075-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust           | Finance of America Structured Securities Trust                                        | CUSIP: 31741AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45607 | PA      | $44403.13     | 0.54%             | 2074-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                       | First Horizon Bank                                                                    | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15466.72     | 0.19%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                               | Fiserv, Inc.                                                                          | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5137.21      | 0.06%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                    | GFL Environmental, Inc.                                                               | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20922.62     | 0.25%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                         | GGAM Finance Ltd.                                                                     | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     41000 | PA      | $43169.19     | 0.52%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27393 | PA      | $25754.96     | 0.31%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                  | GLP Capital LP/GLP Financing II, Inc.                                                 | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |     15000 | PA      | $13579.11     | 0.16%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                              | GSAMP Trust                                                                           | CUSIP: 36228FYS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39637 | PA      | $39343.56     | 0.48%             | 2033-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                              | Gartner, Inc.                                                                         | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23699.94     | 0.29%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                   | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5208.74      | 0.06%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                   | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5021.62      | 0.06%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                 | Genpact Luxembourg SARL/Genpact USA, Inc.                                             | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     15000 | PA      | $15717.86     | 0.19%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                      | Global Payments, Inc.                                                                 | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14339.14     | 0.17%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                               | goeasy Ltd.                                                                           | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4699.82      | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                            | Golar LNG Ltd.                                                                        | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |      6000 | PA      | $6005.12      | 0.07%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group, Inc.                                                             | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31711.57     | 0.38%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group, Inc.                                                             | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8875.66      | 0.11%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association REMICS                                       | CUSIP: 38383VRB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15918 | PA      | $16423.50     | 0.20%             | 2045-06-20      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                           | Gray Media, Inc.                                                                      | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5370.58      | 0.06%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                           | Gray Media, Inc.                                                                      | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3092.85      | 0.04%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                   | Conseco Finance Corp.                                                                 | CUSIP: 393505SK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4734 | PA      | $4747.81      | 0.06%             | 2028-03-15      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Greenpoint Mortgage Pass-Through Certificates            | GreenPoint Mortgage Pass-Through Certificates                                         | CUSIP: 395387AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13650 | PA      | $13426.82     | 0.16%             | 2033-10-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                   | HA Sustainable Infrastructure Capital, Inc.                                           | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10260.17     | 0.12%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                   | Harvest Midstream I LP                                                                | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13178.66     | 0.16%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                 | Healthcare Realty Holdings LP                                                         | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     10000 | PA      | $8793.14      | 0.11%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                 | Healthcare Realty Holdings LP                                                         | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     25000 | PA      | $24754.91     | 0.30%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                        | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2014.20      | 0.02%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                        | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2010.14      | 0.02%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                       | Howard Hughes Corp.                                                                   | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9997.86      | 0.12%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                    | HUB International Ltd.                                                                | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34963.30     | 0.42%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                 | Huntington National Bank                                                              | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10465.16     | 0.13%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                           | Hyundai Auto Receivables Trust                                                        | CUSIP: 44891XAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $20150.91     | 0.24%             | 2032-03-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                           | Hyundai Auto Receivables Trust                                                        | CUSIP: 44935FAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $14958.76     | 0.18%             | 2028-06-15      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                           | Hyundai Auto Receivables Trust                                                        | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25506.15     | 0.31%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                      | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     10000 | PA      | $9655.24      | 0.12%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                        | Iron Mountain, Inc.                                                                   | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     17000 | PA      | $16833.36     | 0.20%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10588.94     | 0.13%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15476.89     | 0.19%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14786.79     | 0.18%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                 | JP Morgan Mortgage Trust                                                              | CUSIP: 46653TAB5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     30585 | PA      | $25710.74     | 0.31%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                 | JP Morgan Mortgage Trust                                                              | CUSIP: 46654WAE1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     41872 | PA      | $35172.66     | 0.43%             | 2052-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                 | JP Morgan Mortgage Trust                                                              | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |     24816 | PA      | $25112.31     | 0.30%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                 | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16858.25     | 0.20%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                     | JetBlue Pass-Through Trust                                                            | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20184 | PA      | $19271.10     | 0.23%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                 | Jones Deslauriers Insurance Management, Inc.                                          | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9747.33      | 0.12%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                             | KKR & Co., Inc.                                                                       | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14852.44     | 0.18%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                      | Kimco Realty OP LLC                                                                   | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |      5000 | PA      | $4643.48      | 0.06%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                               | LAD Auto Receivables Trust                                                            | CUSIP: 501684AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15026.18     | 0.18%             | 2031-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                         | LPL Holdings, Inc.                                                                    | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5111.77      | 0.06%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                        | L3Harris Technologies, Inc.                                                           | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15612.03     | 0.19%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                  | Light & Wonder International, Inc.                                                    | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5062.50      | 0.06%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                      | Lightning Power LLC                                                                   | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9579.55      | 0.12%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                           | Eli Lilly & Co.                                                                       | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15198.47     | 0.18%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                        | Lithia Motors, Inc.                                                                   | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22097.74     | 0.27%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA CMNTY CLG DIST                            | Los Angeles Community College District                                                | CUSIP: 54438CNZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $5409.51      | 0.07%             | 2042-08-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CA PUBLIC WKS FING AUTH LEASE REVENUE   | Los Angeles County Public Works Financing Authority                                   | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $17719.54     | 0.21%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH  | Louisiana Local Government Environmental Facilities & Community Development Authority | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     25000 | PA      | $24274.58     | 0.29%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                               | MMAF Equipment Finance LLC                                                            | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $10160.21     | 0.12%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                  | MPLX LP                                                                               | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10102.08     | 0.12%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                 | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10124.85     | 0.12%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                 | Warnermedia Holdings, Inc.                                                            | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7040.00      | 0.09%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                 | Mars, Inc.                                                                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10238.47     | 0.12%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                 | Marsh & McLennan Cos., Inc.                                                           | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8974.93      | 0.11%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                   | Match Group Holdings II LLC                                                           | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9033.42      | 0.11%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                           | Mercedes-Benz Auto Lease Trust                                                        | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $10128.28     | 0.12%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                       | MetroNet Infrastructure Issuer LLC                                                    | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25200.68     | 0.30%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                            | Metropolitan Transportation Authority                                                 | CUSIP: 59259YDC0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5419.76      | 0.07%             | 2040-11-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL WTR & SWR REVENUE                     | County of Miami-Dade Water & Sewer System Revenue                                     | CUSIP: 59334DRL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4084.85      | 0.05%             | 2042-10-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                          | Mid-State Capital Corp. Trust                                                         | CUSIP: 595481AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7672 | PA      | $7692.04      | 0.09%             | 2040-01-15      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                          | Mid-State Capital Corp. Trust                                                         | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22130 | PA      | $22280.41     | 0.27%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                          | Mid-State Capital Corp. Trust                                                         | CUSIP: 59548PAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10293 | PA      | $10590.22     | 0.13%             | 2040-10-15      | Fixed         | 8.31%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                          | Mid-State Trust XI                                                                    | CUSIP: 59549WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8168 | PA      | $8167.22      | 0.10%             | 2038-07-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                        | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4396.65      | 0.05%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | Morgan Stanley                                                                        | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10344.55     | 0.13%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                | Morgan Stanley Bank of America Merrill Lynch Trust                                    | CUSIP: 61766RAY2<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     12591 | PA      | $12513.26     | 0.15%             | 2049-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                  | Morgan Stanley Private Bank NA                                                        | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10003.18     | 0.12%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                      | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     13000 | PA      | $13322.48     | 0.16%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                             | NMI Holdings, Inc.                                                                    | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15477.60     | 0.19%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust                                             | CUSIP: 638961AA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      6286 | PA      | $6445.95      | 0.08%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Loan Trust                                                  | CUSIP: 63939NAB9<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |       838 | PA      | $838.06       | 0.01%             | 2045-12-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust                                             | CUSIP: 63940UAB0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      4371 | PA      | $4350.71      | 0.05%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Private Education Refi Loan Trust                                             | CUSIP: 63941CAC7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      5934 | PA      | $5925.62      | 0.07%             | 2059-12-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                               | Navient Student Loan Trust                                                            | CUSIP: 63941LAB9<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |      7751 | PA      | $7645.94      | 0.09%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                 | New Enterprise Stone & Lime Co., Inc.                                                 | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3015.00      | 0.04%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                 | New Enterprise Stone & Lime Co., Inc.                                                 | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3000.80      | 0.04%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                  | New Jersey Transportation Trust Fund Authority                                        | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5590.08      | 0.07%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                      | New Residential Mortgage Loan Trust                                                   | CUSIP: 64828FAN2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     53434 | PA      | $53632.45     | 0.65%             | 2048-01-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                      | New Residential Mortgage Loan Trust                                                   | CUSIP: 64828GBB5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     65443 | PA      | $64396.82     | 0.78%             | 2059-09-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                      | New Residential Mortgage Loan Trust                                                   | CUSIP: 64829DAQ9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     15252 | PA      | $15271.81     | 0.18%             | 2054-11-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                      | New Residential Mortgage Loan Trust                                                   | CUSIP: 64829GAA7<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     22447 | PA      | $21958.76     | 0.27%             | 2035-11-26      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                      | New Residential Mortgage Loan Trust                                                   | CUSIP: 64829KBV1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     28607 | PA      | $27988.55     | 0.34%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                   | NRM FHT1 Excess Owner LLC                                                             | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42533 | PA      | $43091.92     | 0.52%             | 2032-03-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                              | City of New York                                                                      | CUSIP: 64966HTX8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      4572 | PA      | $4761.17      | 0.06%             | 2036-12-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                              | City of New York                                                                      | CUSIP: 64966HYM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10449.01     | 0.13%             | 2036-03-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                              | City of New York                                                                      | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15809.49     | 0.19%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                              | City of New York                                                                      | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10000.31     | 0.12%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE | New York City Municipal Water Finance Authority                                       | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20475.78     | 0.25%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE | New York City Municipal Water Finance Authority                                       | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5056.45      | 0.06%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                  | Nissan Auto Lease Trust                                                               | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15176.04     | 0.18%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                 | Northriver Midstream Finance LP                                                       | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7121.88      | 0.09%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                  | Northwestern University                                                               | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4657.37      | 0.06%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                          | OGE Energy Corp.                                                                      | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10356.09     | 0.13%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                   | NYC Commercial Mortgage Trust                                                         | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $20012.50     | 0.24%             | 2042-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH                                 | Oklahoma Development Finance Authority                                                | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |      5000 | PA      | $4655.62      | 0.06%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH                                 | Oklahoma Development Finance Authority                                                | CUSIP: 6789084F8<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |      7255 | PA      | $7206.89      | 0.09%             | 2033-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                   | Old Republic International Corp.                                                      | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10855.37     | 0.13%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                   | Old Republic International Corp.                                                      | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15567.81     | 0.19%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                     | OneMain Finance Corp.                                                                 | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5096.98      | 0.06%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                              | Oracle Corp.                                                                          | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9834.74      | 0.12%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OREGON EDU DISTS FULL FAITH & CREDIT PENSN OBLIGS        | Oregon Education Districts                                                            | CUSIP: 68587FBL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $7940.48      | 0.10%             | 2040-06-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                | State of Oregon                                                                       | CUSIP: 68609UNU5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10385.37     | 0.13%             | 2045-05-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                           | PECO Energy Co.                                                                       | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12357.11     | 0.15%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                   | PG&E Wildfire Recovery Funding LLC                                                    | CUSIP: 693342AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4711.84      | 0.06%             | 2039-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                   | PG&E Wildfire Recovery Funding LLC                                                    | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $26757.08     | 0.32%             | 2047-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                   | PG&E Wildfire Recovery Funding LLC                                                    | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21786.31     | 0.26%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                   | PG&E Wildfire Recovery Funding LLC                                                    | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4966.58      | 0.06%             | 2041-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                   | PNC Financial Services Group, Inc.                                                    | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10688.66     | 0.13%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                   | PNC Financial Services Group, Inc.                                                    | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5072.18      | 0.06%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                   | PNC Financial Services Group, Inc.                                                    | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10238.88     | 0.12%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                       | PPG Industries, Inc.                                                                  | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4984.97      | 0.06%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                  | PPL Capital Funding, Inc.                                                             | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15296.66     | 0.18%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                    | Panther Escrow Issuer LLC                                                             | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15448.89     | 0.19%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                 | Pattern Energy Operations LP/Pattern Energy Operations, Inc.                          | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24759.33     | 0.30%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                              | Paychex, Inc.                                                                         | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10286.00     | 0.12%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                    | PennyMac Financial Services, Inc.                                                     | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8073.08      | 0.10%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                              | PepsiCo, Inc.                                                                         | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27197.23     | 0.33%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                 | Petrobras Global Finance BV                                                           | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9892.00      | 0.12%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                    | PG&E Recovery Funding LLC                                                             | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10028.84     | 0.12%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                    | PG&E Recovery Funding LLC                                                             | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10018.46     | 0.12%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                 | Phoenix Aviation Capital Ltd.                                                         | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |      7000 | PA      | $7336.17      | 0.09%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JERSEY NY                    | Port Authority of New York & New Jersey                                               | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9760.74      | 0.12%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JERSEY NY                    | Port Authority of New York & New Jersey                                               | CUSIP: 73358WXP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9200.03      | 0.11%             | 2045-06-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                        | Post Holdings, Inc.                                                                   | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7187.64      | 0.09%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                      | Prestige Brands, Inc.                                                                 | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8412.53      | 0.10%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                     | Prime Mortgage Trust                                                                  | CUSIP: 74160MDK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89221 | PA      | $89171.10     | 1.08%             | 2034-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                 | Prudential Financial, Inc.                                                            | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29938.24     | 0.36%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                  | Public Service Co. of Oklahoma                                                        | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5116.28      | 0.06%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                 | Public Service Enterprise Group, Inc.                                                 | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10310.63     | 0.12%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                    | Quest Diagnostics, Inc.                                                               | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10087.70     | 0.12%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                      | Rocket Mortgage LLC                                                                   | CUSIP: 74840LAB8<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14601.45     | 0.18%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                              | RCKT Mortgage Trust                                                                   | CUSIP: 74935WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151000 | PA      | $151397.31    | 1.83%             | 2043-06-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                              | RCKT Mortgage Trust                                                                   | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31870 | PA      | $32281.27     | 0.39%             | 2044-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                              | RCKT Mortgage Trust                                                                   | CUSIP: 74939LAD6<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $45127.15     | 0.55%             | 2055-11-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                 | RHP Hotel Properties LP/RHP Finance Corp.                                             | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |      6000 | PA      | $6219.55      | 0.08%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                   | Radiology Partners, Inc.                                                              | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6299.82      | 0.08%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                  | Raymond James Financial, Inc.                                                         | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14816.76     | 0.18%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                  | Anywhere Real Estate Group LLC/Realogy Co-Issuer Corp.                                | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10490.22     | 0.13%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                  | Anywhere Real Estate Group LLC/Realogy Co-Issuer Corp.                                | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9823.10      | 0.12%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                       | Regency Centers LP                                                                    | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     20000 | PA      | $19572.45     | 0.24%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                   | Regions Financial Corp.                                                               | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10441.10     | 0.13%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                            | RFMSI Trust                                                                           | CUSIP: 76111XRB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10552 | PA      | $10273.54     | 0.12%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                | Retained Vantage Data Centers Issuer LLC                                              | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24820.42     | 0.30%             | 2049-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                 | Rexford Industrial Realty LP                                                          | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     15000 | PA      | $13424.19     | 0.16%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                 | Rexford Industrial Realty LP                                                          | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     10000 | PA      | $8770.79      | 0.11%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                           | Rocket Cos., Inc.                                                                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5119.05      | 0.06%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                              | Rollins, Inc.                                                                         | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15220.75     | 0.18%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                  | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     14000 | PA      | $14392.22     | 0.17%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                     | Royal Bank of Canada                                                                  | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10145.34     | 0.12%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                           | Ryan Specialty LLC                                                                    | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20332.28     | 0.25%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                 | SCE Recovery Funding LLC                                                              | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4130.18      | 0.05%             | 2042-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                 | SCE Recovery Funding LLC                                                              | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4759.09      | 0.06%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                 | SCE Recovery Funding LLC                                                              | CUSIP: 78433LAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4997.03      | 0.06%             | 2050-09-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                         | SMB Private Education Loan Trust                                                      | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5095 | PA      | $4873.87      | 0.06%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                    | SS&C Technologies, Inc.                                                               | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7993.08      | 0.10%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                    | SS&C Technologies, Inc.                                                               | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5162.12      | 0.06%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVENUE                        | City of San Antonio Electric & Gas Systems Revenue                                    | CUSIP: 79625GNB5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5047.22      | 0.06%             | 2045-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                | Sanofi SA                                                                             | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $14913.77     | 0.18%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                   | Santander Drive Auto Receivables Trust                                                | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25261.63     | 0.31%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                   | Santander Drive Auto Receivables Trust                                                | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35251.23     | 0.43%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                      | Charles Schwab Corp.                                                                  | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24900.37     | 0.30%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                      | Charles Schwab Corp.                                                                  | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10673.81     | 0.13%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                             | Seaspan Corp.                                                                         | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     13000 | PA      | $12363.87     | 0.15%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                      | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12698.66     | 0.15%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                      | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4566.77      | 0.06%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                 | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15230.22     | 0.18%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                         | SMB Private Education Loan Trust                                                      | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |      2547 | PA      | $2541.46      | 0.03%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                     | SoFi Professional Loan Program LLC                                                    | CUSIP: 83405YAA0<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |      8756 | PA      | $7742.28      | 0.09%             | 2043-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                 | Solstice Advanced Materials, Inc.                                                     | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6031.72      | 0.07%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST STUDENT LOAN CORP EDU REVENUE          | South Carolina Student Loan Corp.                                                     | CUSIP: 83715AAJ8<br>LEI: 549300PIO3ZMSROGFF38 | Long             | DBT              | MUN               | US        |      9745 | PA      | $9442.82      | 0.11%             | 2036-10-27      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                  | Southern Co. Gas Capital Corp.                                                        | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7793.72      | 0.09%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                | Block, Inc.                                                                           | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6233.72      | 0.08%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                | Block, Inc.                                                                           | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12257.79     | 0.15%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                  | Starwood Property Trust, Inc.                                                         | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     15000 | PA      | $15819.35     | 0.19%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                        | State Street Corp.                                                                    | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10146.55     | 0.12%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                      | Station Casinos LLC                                                                   | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6136.99      | 0.07%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                         | StoneX Group, Inc.                                                                    | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2127.77      | 0.03%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                 | Stonex Escrow Issuer LLC                                                              | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25792.48     | 0.31%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                             | Stryker Corp.                                                                         | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10245.65     | 0.12%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                | Sunoco LP                                                                             | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15469.97     | 0.19%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                            | Synchrony Card Issuance Trust                                                         | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30509.11     | 0.37%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                         | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13721.68     | 0.17%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                   | Taco Bell Funding LLC                                                                 | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19650 | PA      | $18259.75     | 0.22%             | 2051-08-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                 | Take-Two Interactive Software, Inc.                                                   | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9696.63      | 0.12%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                  | Talen Energy Supply LLC                                                               | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21102.20     | 0.26%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                 | Targa Resources Partners LP/Targa Resources Partners Finance Corp.                    | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20186.63     | 0.24%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                         | Taseko Mines Ltd.                                                                     | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11675.86     | 0.14%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                 | Teachers Insurance & Annuity Association of America                                   | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13762.55     | 0.17%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                      | Somnigroup International, Inc.                                                        | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5598.89      | 0.07%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                    | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2020.59      | 0.02%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE           | Texas Natural Gas Securitization Finance Corp.                                        | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $10137.59     | 0.12%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                 | State of Texas                                                                        | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |      4687 | PA      | $4789.93      | 0.06%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TEXAS WTR DEV BRD REVENUE                                | Texas Water Development Board                                                         | CUSIP: 88285AGV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4661.69      | 0.06%             | 2054-10-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                 | TotalEnergies Capital SA                                                              | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $9723.40      | 0.12%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                  | TotalEnergies Capital USA LLC                                                         | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5001.01      | 0.06%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                | Towd Point Mortgage Trust                                                             | CUSIP: 891944AB6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     40287 | PA      | $40211.55     | 0.49%             | 2064-10-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                 | Toyota Motor Credit Corp.                                                             | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5038.24      | 0.06%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                            | TransDigm, Inc.                                                                       | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16779.34     | 0.20%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                 | Transocean Titan Financing Ltd.                                                       | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     12143 | PA      | $12387.02     | 0.15%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                             | Triton Container Finance VIII LLC                                                     | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11783 | PA      | $10954.58     | 0.13%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                    | Truist Financial Corp.                                                                | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15371.07     | 0.19%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                        | Tutor Perini Corp.                                                                    | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3312.02      | 0.04%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| UDR INC                                                  | UDR, Inc.                                                                             | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     15000 | PA      | $12337.85     | 0.15%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                  | UKG, Inc.                                                                             | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5995.16      | 0.07%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                    | Mexico Government International Bonds                                                 | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     25000 | PA      | $24618.75     | 0.30%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                  | United Rentals North America, Inc.                                                    | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6995.88      | 0.08%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                                   | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $116531.25    | 1.41%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                                   | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    534000 | PA      | $420900.47    | 5.09%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                                   | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    221000 | PA      | $148631.13    | 1.80%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                                   | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     39000 | PA      | $34964.41     | 0.42%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     92000 | PA      | $91144.69     | 1.10%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                                   | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $88017.19     | 1.06%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Bonds                                                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $120693.75    | 1.46%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                                   | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    113000 | PA      | $106180.27    | 1.28%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $20133.59     | 0.24%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                                   | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    176000 | PA      | $180702.50    | 2.18%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                                   | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18000 | PA      | $18246.09     | 0.22%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                                   | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     49000 | PA      | $47983.63     | 0.58%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Inflation-Indexed Notes                                                 | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50910 | PA      | $51673.43     | 0.62%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    376000 | PA      | $376352.50    | 4.55%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                   | U.S. Treasury Notes                                                                   | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    177000 | PA      | $173377.03    | 2.10%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                            | Valvoline, Inc.                                                                       | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27554.69     | 0.33%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                 | Vantage Data Centers Issuer LLC                                                       | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |     20000 | PA      | $19646.82     | 0.24%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                   | Velocity Commercial Capital Loan Trust                                                | CUSIP: 92257CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16051 | PA      | $14823.65     | 0.18%             | 2049-03-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                   | Velocity Commercial Capital Loan Trust                                                | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8205 | PA      | $8064.88      | 0.10%             | 2048-10-26      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                   | Velocity Commercial Capital Loan Trust                                                | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67621 | PA      | $68827.50     | 0.83%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LLC                                     | Velocity Commercial Capital LLC                                                       | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8120.00      | 0.10%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                   | Velocity Commercial Capital Loan Trust                                                | CUSIP: 922969AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89295 | PA      | $90439.98     | 1.09%             | 2055-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications, Inc.                                                          | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13224.21     | 0.16%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                   | Verizon Communications, Inc.                                                          | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9871.13      | 0.12%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                       | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     14000 | PA      | $14056.45     | 0.17%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                       | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5068.96      | 0.06%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                 | Viking Ocean Cruises Ship VII Ltd.                                                    | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5000.21      | 0.06%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                  | WaMu Mortgage Pass-Through Certificates Trust                                         | CUSIP: 9292276K7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40372 | PA      | $39596.21     | 0.48%             | 2033-08-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co.                                                                     | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5171.01      | 0.06%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co.                                                                     | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10347.03     | 0.13%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | Wells Fargo & Co.                                                                     | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10424.43     | 0.13%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                       | Wendy's Funding LLC                                                                   | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |      4599 | PA      | $4537.81      | 0.05%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                       | Wendy's Funding LLC                                                                   | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     13198 | PA      | $12903.04     | 0.16%             | 2049-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                    | Westlake Automobile Receivables Trust                                                 | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15135.81     | 0.18%             | 2029-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                   | Williams Cos., Inc.                                                                   | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10107.91     | 0.12%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                         | WULF Compute LLC                                                                      | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2086.04      | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                   | XPLR Infrastructure Operating Partners LP                                             | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11540.31     | 0.14%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-19

**Name of Applicant:** AMERICAN BEACON FUNDS

**Signature:** Melinda Heika

**Name of Signer:** Melinda Heika

**Title:** Treasurer