# EDGAR Filing Document

**Accession Number:** 0001450011
**File Stem:** 0001099263-26-003079
**Filing Date:** 2026-3
**Character Count:** 395012
**Document Hash:** da0375c069883719571d85a85c9889f1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003079.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003079

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO ETF Trust
- **CENTRAL INDEX KEY:** 0001450011

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22250
- **FILM NUMBER:** 26705898

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949.720.6000

**MAIL ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### PIMCO Enhanced Short Maturity Active Exchange-Traded Fund (Series ID: S000026751)

| Class ID   | Class Name                                                | Ticker Symbol   |
|:---|:---|:---|
| C000080241 | PIMCO Enhanced Short Maturity Active Exchange-Traded Fund | MINT            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO ETF Trust

- **b. Investment Company Act file number:** 811-22250

- **c. CIK number of Registrant:** 0001450011

- **d. LEI of Registrant:** 5493004M9TBGFQUJ6D27

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

  - **Street Address 1:** 650 Newport Center Drive

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 400-4383

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

- **a. Name of Series:** PIMCO Enhanced Short Maturity Active Exchange-Traded Fund

- **b. EDGAR series identifier (if any):** S000026751

- **c. LEI of Series:** VOYE9Z80GB9431LFS645

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14626280587.54

**Total Liabilities:** $59286941.86

**Net Assets:** $14566993645.68

**Cash Not Reported:** $16587264.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1033361.968100 | **1-Year:** 472680.380800 | **5-Year:** 50313.322400 | **10-Year:** 3983.426900 | **30-Year:** 1499.098700

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

- **3-Month:** 287.988300 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000080241 | 0.40%                | 0.33%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4798889.50              | $-4554060.21                               |
| Month 2  | $692335.03               | $3594424.08                                |
| Month 3  | $411757.65               | $3292509.28                                |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** 0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AVIATION CAPITAL GROUP LLC                                               | AVIATION CAPITAL GROUP SR UNSECURED 144A 09/26 1.95    | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  20519000 | PA      | $20191491.93  | 0.14%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD                                                            | PERNOD RICARD SA SR UNSECURED 144A 06/26 3.25          | CUSIP: 714264AM0<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |  23803000 | PA      | $23790395.12  | 0.16%             | 2026-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                         | DEUTSCHE BANK NY 01/26 4.1                             | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  26477000 | PA      | $26475833.42  | 0.18%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                         | ALGONQUIN PWR + UTILITY SR UNSECURED 06/26 VAR         | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |  13400000 | PA      | $13466078.35  | 0.09%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED REGS 08/26 VAR           | CUSIP: 04686E4J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200695.05    | 0.00%             | 2026-08-27      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P2                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3        | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    978632 | PA      | $986215.78    | 0.01%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| COLORADO INTERSTATE GAS CO LLC / COLORADO INTERSTATE ISSUING CORP        | COLORADO INT GAS CO/ISS COMPANY GUAR 144A 08/26 4.15   | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8194000 | PA      | $8184131.80   | 0.06%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                    | AIR LEASE CORP SR UNSECURED 04/27 3.625                | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1256460.70   | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RELIANCE STANDARD LIFE GLOBAL FUNDING II                                 | RELIANCE STAND LIFE II SECURED 144A 02/26 5.243        | CUSIP: 75951ACY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    599000 | PA      | $599357.00    | 0.00%             | 2026-02-02      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                                | FANNIE MAE FNR 2025 18 FM                              | CUSIP: 3136BVKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 233431694 | PA      | $234254681.05 | 1.61%             | 2054-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST 2024-B                               | NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A2B         | CUSIP: 65479WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11455282 | PA      | $11459530.83  | 0.08%             | 2027-06-15      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2010-H10                                      | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H10 FC         | CUSIP: 38375BCN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    570796 | PA      | $578403.87    | 0.00%             | 2060-05-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2003-5                                     | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 1A2        | CUSIP: 07384MWG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204407 | PA      | $200511.54    | 0.00%             | 2033-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2025-A                                             | SBNA AUTO LEASE TRUST SBALT 2025 A A2 144A             | CUSIP: 78437KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    886007 | PA      | $886946.65    | 0.01%             | 2027-04-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA                        | NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A        | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6288115 | PA      | $5955177.23   | 0.04%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                 | AMERICAN EXPRESS CO SR UNSECURED 07/27 VAR             | CUSIP: 025816DJ5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3813645.27   | 0.03%             | 2027-07-28      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC DISC COML PAPER 02/26 ZCP                      | CUSIP: 40412DB40<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3386507.78   | 0.02%             | 2026-02-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED 144A 01/27 VAR               | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2713000 | PA      | $2714061.54   | 0.02%             | 2027-01-12      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)              | WESTINGHOUSE AIR BRAKE COMPANY GUAR 11/26 3.45         | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3384045.43   | 0.02%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                                 | COOPERAT RABOBANK UA/NY 01/26 VAR                      | CUSIP: 21688ABB7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  41000000 | PA      | $41004220.95  | 0.28%             | 2026-01-09      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 05/27 VAR                    | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  48701000 | PA      | $48982881.88  | 0.34%             | 2027-05-09      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                      | NATWEST MARKETS PLC SR UNSECURED REGS 09/26 VAR        | CUSIP: G6382GWU2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $451292.00    | 0.00%             | 2026-09-29      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| DRSLF-2017-54A                                                           | DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A         | CUSIP: 26244RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2190025 | PA      | $2192087.79   | 0.02%             | 2029-10-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4344                                                  | FREDDIE MAC FHR 4344 FA                                | CUSIP: 3137BAJK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    634892 | PA      | $621439.23    | 0.00%             | 2037-12-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H14                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H14 FK         | CUSIP: 38375BTU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     91973 | PA      | $92084.47     | 0.00%             | 2062-07-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                     | KYNDRYL HOLDINGS INC SR UNSECURED 10/26 2.05           | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3315746.98   | 0.02%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                    | CROWN CASTLE INC SR UNSECURED 07/26 1.05               | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3218000 | PA      | $3165604.14   | 0.02%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2024-1A                                       | BOFA AUTO TRUST BAAT 2024 1A A3 144A                   | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11023744 | PA      | $11137687.41  | 0.08%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                      | SYNCHRONY FINANCIAL SR UNSECURED 08/26 3.7             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   9408000 | PA      | $9376985.87   | 0.06%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                  | MERCEDES BENZ FIN NA COMPANY GUAR REGS 01/26 VAR       | CUSIP: U5876JAN5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340030.06    | 0.00%             | 2026-01-09      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H01                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H01 FB         | CUSIP: 38380QUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7916959 | PA      | $7860510.68   | 0.05%             | 2070-11-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H24                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H24 FB         | CUSIP: 38375UBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34640 | PA      | $34835.88     | 0.00%             | 2063-09-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                     | FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 03/26 5.15  | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7115000 | PA      | $7132580.67   | 0.05%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-1                                                             | CARMAX AUTO OWNER TRUST CARMX 2025 1 A2B               | CUSIP: 14319WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22664717 | PA      | $22675061.34  | 0.16%             | 2028-03-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY                | SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 10/26 1.9   | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   4005000 | PA      | $3938272.21   | 0.03%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | CONSTELLATION BRANDS INC COMPANY GUAR 12/26 3.7        | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   7780000 | PA      | $7762915.12   | 0.05%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-205                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 205 FG         | CUSIP: 38385K4B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  51614475 | PA      | $51624137.23  | 0.35%             | 2053-12-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                          | BACARDI LTD COMPANY GUAR 144A 07/26 2.75               | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |  25500000 | PA      | $25293082.55  | 0.17%             | 2026-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                       | RGA GLOBAL FUNDING SR SECURED 144A 11/26 2             | CUSIP: 76209PAA1<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8843171.49   | 0.06%             | 2026-11-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2024-A                                           | BMW VEHICLE OWNER TRUST BMWOT 2024 A A3                | CUSIP: 096919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22611939 | PA      | $22823726.51  | 0.16%             | 2029-02-26      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 543868 GN 01/31 FIXED 7                      | CUSIP: 36212UFH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       317 | PA      | $323.12       | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                         | ABN AMRO BANK NV 144A 09/27 VAR                        | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  30395000 | PA      | $30660233.76  | 0.21%             | 2027-09-18      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV1                            | STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A   | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510655 | PA      | $1449652.31   | 0.01%             | 2055-11-25      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                      | SUMITOMO MITSUI FINL GRP SR UNSECURED 07/26 VAR        | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  44888000 | PA      | $45156153.28  | 0.31%             | 2026-07-13      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G                         | NAVIENT STUDENT LOAN TRUST NAVSL 2021 GA A 144A        | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21871045 | PA      | $19889810.51  | 0.14%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/26 3.2   | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4966369.20   | 0.03%             | 2026-09-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5580                                                  | FREDDIE MAC FHR 5580 FP                                | CUSIP: 3137HMXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3166672 | PA      | $3185259.92   | 0.02%             | 2055-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2010-H11                                      | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H11 FA         | CUSIP: 38375BDG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    648469 | PA      | $652895.65    | 0.00%             | 2060-06-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-53                                                | FANNIE MAE FNR 2019 53 FA                              | CUSIP: 3136B5K95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3930158 | PA      | $3845399.03   | 0.03%             | 2049-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                                | FANNIE MAE FNR 2025 16 FM                              | CUSIP: 3136BU5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8920338 | PA      | $8961240.11   | 0.06%             | 2055-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 5.25   | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3706000 | PA      | $3749551.24   | 0.03%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FL         | CUSIP: 38383KDY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18067290 | PA      | $18267229.42  | 0.13%             | 2073-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-B                                          | TOYOTA LEASE OWNER TRUST TLOT 2025 B A2B 144A          | CUSIP: 89240NAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22150000 | PA      | $22166935.89  | 0.15%             | 2028-05-22      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 6.95       | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  11200000 | PA      | $11225771.98  | 0.08%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                          | RTX CORP SR UNSECURED 11/26 5.75                       | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3459000 | PA      | $3507140.01   | 0.02%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-DA                        | NAVIENT STUDENT LOAN TRUST NAVSL 2020 DA A 144A        | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3784831 | PA      | $3617969.83   | 0.02%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-78                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 78 FJ          | CUSIP: 38381WUF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3624317 | PA      | $3559362.27   | 0.02%             | 2049-06-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                    | SOUTHWEST AIRLINES CO SR UNSECURED 11/26 3             | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |  22347000 | PA      | $22150501.71  | 0.15%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H29 FB         | CUSIP: 38376RMD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    413645 | PA      | $414920.87    | 0.00%             | 2065-11-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                 | LLOYDS BANKING GROUP PLC SR UNSECURED 05/27 VAR        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  16306000 | PA      | $16159038.10  | 0.11%             | 2027-05-11      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 09/27 VAR                | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  57158000 | PA      | $57331462.53  | 0.39%             | 2027-09-10      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A2 144A      | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30702010 | PA      | $30813936.91  | 0.21%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A                         | NAVIENT STUDENT LOAN TRUST NAVSL 2022 A A 144A         | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17927812 | PA      | $16443880.56  | 0.11%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-34                                                       | FANNIE MAE FNR 2002 34 FA                              | CUSIP: 31392CM92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14938 | PA      | $14938.40     | 0.00%             | 2032-05-18      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                                | FELLS POINT FUNDING TR SR UNSECURED 144A 01/27 3.046   | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2866000 | PA      | $2832865.08   | 0.02%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2025-A                               | PENFED AUTO RECEIVABLES OWNER PNFED 2025 A A2 144A     | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2003083.20   | 0.01%             | 2028-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                            | FLEX LTD SR UNSECURED 02/26 3.75                       | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |  13233000 | PA      | $13222016.87  | 0.09%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST 2024-6                                              | VERIZON MASTER TRUST VZMT 2024 6 A1B                   | CUSIP: 92348KDF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22600000 | PA      | $22731224.64  | 0.16%             | 2030-08-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P1                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A3 144A   | CUSIP: 14688NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17877762 | PA      | $17965066.46  | 0.12%             | 2029-04-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H05                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H05 FC         | CUSIP: 38376RU61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    723232 | PA      | $725688.94    | 0.00%             | 2067-02-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                      | VIRGINIA ELEC + POWER CO SR UNSECURED 11/26 2.95       | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1013445.81   | 0.01%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3850                                                         | FREDDIE MAC FHR 3850 FC                                | CUSIP: 3137A96V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117033 | PA      | $116170.98    | 0.00%             | 2041-04-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                     | GENERAL MOTORS FINL CO SR UNSECURED 01/26 1.25         | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1347349.25   | 0.01%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2025 2 A2 144A      | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  34600000 | PA      | $34769394.68  | 0.24%             | 2028-02-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                             | SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A             | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25383879 | PA      | $25520251.78  | 0.18%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2005-A                                            | SLM STUDENT LOAN TRUST SLMA 2005 A A4                  | CUSIP: 78443CBV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2221694 | PA      | $2194787.65   | 0.02%             | 2038-12-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2025-A                                           | NISSAN AUTO LEASE TRUST NALT 2025 A A2A                | CUSIP: 65479XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1692452 | PA      | $1698364.64   | 0.01%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                                 | COOPERAT RABOBANK UA/NY SR UNSECURED 03/27 VAR         | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  70100000 | PA      | $70469544.77  | 0.48%             | 2027-03-05      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                             | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A2B        | CUSIP: 36271VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  88284131 | PA      | $88315869.62  | 0.61%             | 2027-05-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                            | VW CR INC                                              | CUSIP: 91842KAD8<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4992966.00   | 0.03%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR 144A 04/26 VAR         | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  25120000 | PA      | $25141449.97  | 0.17%             | 2026-04-02      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A                               | OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A   | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2192552 | PA      | $2195186.64   | 0.02%             | 2030-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4913                                                  | FREDDIE MAC FHR 4913 FC                                | CUSIP: 3137FNJC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3691853 | PA      | $3649933.31   | 0.03%             | 2044-06-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                                  | FREDDIE MAC FHR 5508 FB                                | CUSIP: 3137HJGE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15115972 | PA      | $15126172.53  | 0.10%             | 2055-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                         | EQUITABLE AMERICA GLOBAL SECURED 144A 09/27 3.95       | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5495993.20   | 0.04%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2025-C                                      | NAVIENT REFINANCE LOAN TRUST NAVRL 2025 C A 144A       | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32190007 | PA      | $32287755.31  | 0.22%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE                                            | TAKE TWO INTERACTIVE SOF SR UNSECURED 03/26 5          | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   4102000 | PA      | $4111278.52   | 0.03%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-86                                                | FANNIE MAE FNR 2014 86 PA                              | CUSIP: 3136AMHN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    636583 | PA      | $569746.22    | 0.00%             | 2044-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2001-57                                                       | FANNIE MAE FNR 2001 57 F                               | CUSIP: 313921JD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26963 | PA      | $26959.38     | 0.00%             | 2031-06-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY SR UNSECURED 01/27 VAR                  | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $22015302.76  | 0.15%             | 2027-01-28      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4600                                                  | FREDDIE MAC FHR 4600 FA                                | CUSIP: 3137BQX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1967513 | PA      | $1969106.49   | 0.01%             | 2044-11-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                       | CREDIT AGRICOLE SA SR UNSECURED REGS 03/27 VAR         | CUSIP: 22535EAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7515000 | PA      | $7542738.62   | 0.05%             | 2027-03-11      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2A                                        | KUBOTA CREDIT OWNER TRUST KCOT 2024 2A A2 144A         | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8350180 | PA      | $8378669.51   | 0.06%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-99                                                | FANNIE MAE FNR 2025 99 KF                              | CUSIP: 3136BXY40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9260583 | PA      | $9294218.98   | 0.06%             | 2055-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/27 VAR    | CUSIP: 44891CDJ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331308.33    | 0.00%             | 2027-09-24      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                              | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375  | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3919000 | PA      | $3949828.54   | 0.03%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 03/26 VAR   | CUSIP: U9273ADZ5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  14812000 | PA      | $14826433.85  | 0.10%             | 2026-03-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                           | CARMAX AUTO OWNER TRUST CARMX 2024 3 A2B               | CUSIP: 14319GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10369390 | PA      | $10371761.59  | 0.07%             | 2027-09-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                | BANQUE FED CRED MUTUEL REGS 01/26 4.935                | CUSIP: 06675GAZ8<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2700000 | PA      | $2701659.15   | 0.02%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR    | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $9959213.09   | 0.07%             | 2027-06-23      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5567                                                  | FREDDIE MAC FHR 5567 FB                                | CUSIP: 3137HMEX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28779286 | PA      | $28964210.00  | 0.20%             | 2055-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                  | BPCE SA 144A 01/27 VAR                                 | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  89128000 | PA      | $89183194.30  | 0.61%             | 2027-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-24                                                | FANNIE MAE FNR 2025 24 FA                              | CUSIP: 3136BVRT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  36243862 | PA      | $36371664.79  | 0.25%             | 2055-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC SR UNSECURED REGS 01/27 VAR     | CUSIP: ACI1TZQT3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  34294000 | PA      | $34266316.17  | 0.24%             | 2027-01-14      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR    | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6395000 | PA      | $6422273.46   | 0.04%             | 2027-06-24      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                   | NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875        | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  31970000 | PA      | $31942012.18  | 0.22%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                 | WOODSIDE FINANCE LTD COMPANY GUAR 144A 09/26 3.7       | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $99651.79     | 0.00%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC SR UNSECURED REGS 01/27 VAR     | CUSIP: G84228FN3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200062.91    | 0.00%             | 2027-01-09      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                       | SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 09/26 VAR   | CUSIP: J7771YSN8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2850000 | PA      | $2869548.15   | 0.02%             | 2026-09-14      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                   | CVS HEALTH CORP SR UNSECURED 06/26 2.875               | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  42745000 | PA      | $42535434.09  | 0.29%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                         | EQUITABLE AMERICA GLOBAL SECURED 144A 09/27 VAR        | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |  21850000 | PA      | $21843285.93  | 0.15%             | 2027-09-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                             | ING GROEP NV SR UNSECURED 04/27 VAR                    | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  48848000 | PA      | $48919526.66  | 0.34%             | 2027-04-01      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC DISC COML PAPER 01/26 ZCP                      | CUSIP: 40412DA74<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        | 114650000 | PA      | $114561272.37 | 0.79%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                     | JACKSON NATL LIFE GLOBAL SECURED 144A 01/27 4.9        | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  16600000 | PA      | $16741431.67  | 0.11%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-40                                                       | FANNIE MAE FNR 2025 40 F                               | CUSIP: 3136BWGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3168014 | PA      | $3185565.12   | 0.02%             | 2055-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                             | UNITED OVERSEAS BANK LTD SR UNSECURED 144A 04/28 VAR   | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  64500000 | PA      | $64641249.84  | 0.44%             | 2028-04-02      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-C                                 | WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A3         | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5440000 | PA      | $5474640.29   | 0.04%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED REGS 10/26 VAR       | CUSIP: ACI30TSM7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  18000000 | PA      | $18002479.14  | 0.12%             | 2026-10-09      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3898                                                         | FREDDIE MAC FHR 3898 TF                                | CUSIP: 3137ADYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16944 | PA      | $16866.52     | 0.00%             | 2039-07-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                       | BANCO SANTANDER SA SR UNSECURED 09/27 VAR              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4086000 | PA      | $4017441.78   | 0.03%             | 2027-09-14      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2008-53                                                       | FANNIE MAE FNR 2008 53 LF                              | CUSIP: 31397LC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9241 | PA      | $9309.24      | 0.00%             | 2038-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 08/26 VAR   | CUSIP: U9273AEE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    675000 | PA      | $677237.87    | 0.00%             | 2026-08-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H07                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H07 FA         | CUSIP: 38380L8G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  29878774 | PA      | $29911569.38  | 0.21%             | 2070-04-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                                | FRESENIUS MED CARE III COMPANY GUAR 144A 12/26 1.875   | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2982069.27   | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                                 | COOPERAT RABOBANK UA/NY 08/26 VAR                      | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  27300000 | PA      | $27370823.03  | 0.19%             | 2026-08-28      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE SR UNSECURED 07/26 VAR          | CUSIP: 02665WGC9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9800000 | PA      | $9819864.11   | 0.07%             | 2026-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H22                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H22 F          | CUSIP: 38384LA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20561695 | PA      | $20653206.71  | 0.14%             | 2075-10-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                     | JACKSON NATL LIFE GLOBAL SECURED 144A 06/27 VAR        | CUSIP: 46849CJR3<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  34942000 | PA      | $35083327.46  | 0.24%             | 2027-06-09      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-88                                                | FANNIE MAE FNR 2025 88 KF                              | CUSIP: 3136BXZS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4370781 | PA      | $4388629.97   | 0.03%             | 2055-09-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-C                                    | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A2B         | CUSIP: 448976AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14233241 | PA      | $14239227.70  | 0.10%             | 2027-09-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC DISC COML PAPER 01/26 ZCP                      | CUSIP: 40412DAM1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5586859.60   | 0.04%             | 2026-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389      | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  30584000 | PA      | $30586118.86  | 0.21%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                             | NEW YORK LIFE GLOBAL FDG SR SECURED 144A 02/27 VAR     | CUSIP: 64953BBU1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  74700000 | PA      | $74744356.11  | 0.51%             | 2027-02-05      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2023-A                                        | MMAF EQUIPMENT FINANCE LLC MMAF 2023 A A2 144A         | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143962 | PA      | $144034.88    | 0.00%             | 2026-11-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                      | NATWEST MARKETS PLC SR UNSECURED REGS 03/28 VAR        | CUSIP: G6382RGE2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $221346.29    | 0.00%             | 2028-03-21      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 03/28 VAR                    | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  11356000 | PA      | $11474984.08  | 0.08%             | 2028-03-12      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                                | FANNIE MAE FNR 2025 12 EF                              | CUSIP: 3136BVGN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10957461 | PA      | $10997807.60  | 0.08%             | 2055-03-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                       | AMERICAN TOWER CORP SR UNSECURED 01/27 2.75            | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1184659.58   | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO/THE                                                | BROOKLYN UNION GAS CO SR UNSECURED 144A 03/26 3.407    | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3296058.25   | 0.02%             | 2026-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-2                                           | CARMAX AUTO OWNER TRUST CARMX 2025 2 A2B               | CUSIP: 14320AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31504961 | PA      | $31558645.91  | 0.22%             | 2028-07-17      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                      | NOMURA HOLDINGS INC SR UNSECURED 07/26 1.653           | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  56446000 | PA      | $55757962.77  | 0.38%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA/NEW YORK BRANCH                                   | GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR          | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  37164000 | PA      | $37223358.71  | 0.26%             | 2027-05-21      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR             | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14458000 | PA      | $14528950.47  | 0.10%             | 2028-04-22      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY SR UNSECURED 05/27 VAR                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  39100000 | PA      | $38763115.18  | 0.27%             | 2027-05-04      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING XVII LLC 2024-2A                                        | OSCAR US FUNDING TRUST OSCAR 2024 2A A3 144A           | CUSIP: 68784BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3025000 | PA      | $3039064.13   | 0.02%             | 2029-03-12      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC COMPANY GUAR 06/26 5.25                        | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4501000 | PA      | $4504593.87   | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H15                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H15 FA         | CUSIP: 38378U8D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    625612 | PA      | $625919.63    | 0.00%             | 2064-07-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H01                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H01 FD         | CUSIP: 38380QUL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6594947 | PA      | $6546550.26   | 0.04%             | 2070-12-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 568048 GN 08/31 FIXED 7                      | CUSIP: 36213YBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       379 | PA      | $387.58       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  22232000 | PA      | $21951400.37  | 0.15%             | 2027-07-22      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2010-89                                                | FANNIE MAE FNR 2010 89 CF                              | CUSIP: 31398TNX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168806 | PA      | $167725.37    | 0.00%             | 2038-02-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T MOBILE USA INC COMPANY GUAR 02/26 2.25               | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182588.28    | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2020-IA                                       | NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A      | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250940 | PA      | $5225644.35   | 0.04%             | 2069-04-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-70                                                | FANNIE MAE FNR 2024 70 FA                              | CUSIP: 3136BS6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1995910 | PA      | $2002132.78   | 0.01%             | 2054-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 330                                                   | FREDDIEMAC STRIP FHS 330 F4                            | CUSIP: 31351DDT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1561635 | PA      | $1543539.18   | 0.01%             | 2037-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC DISC COML PAPER 01/26 ZCP                      | CUSIP: 40412DAD1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  66450000 | PA      | $66354059.49  | 0.46%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                             | DNB BANK ASA 144A 05/27 VAR                            | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  25218000 | PA      | $24965390.29  | 0.17%             | 2027-05-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                       | PLAINS ALL AMER PIPELINE SR UNSECURED 12/26 4.5        | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5858000 | PA      | $5876547.31   | 0.04%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                             | ENBRIDGE INC COMPANY GUAR 10/26 1.6                    | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3251000 | PA      | $3193394.23   | 0.02%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| POST CLO 2021-1 LTD                                                      | POST CLO LTD POST 2021 1A AR 144A                      | CUSIP: 73742FAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $800069.79    | 0.01%             | 2034-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-AA           | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A   | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14096489 | PA      | $14147842.81  | 0.10%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO LTD 2017-1A                                                   | ROMARK CLO LTD RMRK 2017 1A A1R 144A                   | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1140084 | PA      | $1141479.50   | 0.01%             | 2030-10-23      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                    | AIR LEASE CORP SR UNSECURED 06/26 5.3                  | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  15387000 | PA      | $15467559.72  | 0.11%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                    | CROWN CASTLE INC SR UNSECURED 02/26 4.45               | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   5247000 | PA      | $5246318.41   | 0.04%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5601                                                  | FREDDIE MAC FHR 5601 F                                 | CUSIP: 3137HNQX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16192079 | PA      | $16263614.48  | 0.11%             | 2055-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-44                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 44 FE          | CUSIP: 38381TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3600884 | PA      | $3542130.40   | 0.02%             | 2049-04-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H13                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H13 FT         | CUSIP: 38375B2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46881 | PA      | $46801.85     | 0.00%             | 2063-05-20      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CITIGROUP REPO REPO                     5807           | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 296000000 | PA      | $296000000.02 | 2.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5565                                                  | FREDDIE MAC FHR 5565 FA                                | CUSIP: 3137HMGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18151695 | PA      | $18230604.03  | 0.13%             | 2055-08-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                              | PNC BANK NA SR UNSECURED 01/27 VAR                     | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   7950000 | PA      | $7952235.94   | 0.05%             | 2027-01-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                               | SYDNEY AIRPORT FINANCE SR SECURED REGS 04/26 3.625     | CUSIP: Q8809VAH2<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   3621000 | PA      | $3614113.84   | 0.02%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H02                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H02 FH         | CUSIP: 38376RPV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1207734 | PA      | $1214898.38   | 0.01%             | 2066-01-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                         | DEUTSCHE BANK NY 11/27 VAR                             | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $50226.20     | 0.00%             | 2027-11-16      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 21 AC          | CUSIP: 38382DMC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1138947 | PA      | $1026988.46   | 0.01%             | 2049-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/26 VAR   | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  24648000 | PA      | $24729717.24  | 0.17%             | 2026-08-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H15                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 DF         | CUSIP: 38380LA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    624490 | PA      | $629142.07    | 0.00%             | 2069-09-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5560                                                  | FREDDIE MAC FHR 5560 FB                                | CUSIP: 3137HLZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16372785 | PA      | $16477989.49  | 0.11%             | 2055-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/26 5.5    | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2269000 | PA      | $2276556.68   | 0.02%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-3                                           | CARMAX AUTO OWNER TRUST CARMX 2025 3 A2B               | CUSIP: 14290FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $13008886.80  | 0.09%             | 2028-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H22                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H22 FB         | CUSIP: 38383KEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9518069 | PA      | $9634951.10   | 0.07%             | 2073-09-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                         | DEUTSCHE BANK NY 01/28 VAR                             | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  20000000 | PA      | $19674156.00  | 0.14%             | 2028-01-07      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-ASHF                                 | MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF A 144A    | CUSIP: 61691KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1677101 | PA      | $1667372.06   | 0.01%             | 2034-11-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                | BANQUE FED CRED MUTUEL REGS 01/27 VAR                  | CUSIP: F0803NAG7<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3816000 | PA      | $3837607.15   | 0.03%             | 2027-01-23      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H22                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H22 FC         | CUSIP: 38376RGP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75528 | PA      | $75620.87     | 0.00%             | 2065-09-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                    | AIR LEASE CORP SR UNSECURED 01/26 2.875                | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  21519000 | PA      | $21507637.11  | 0.15%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                    | AIR LEASE CORP DISC COML 01/26 ZCP                     | CUSIP: 00913XAF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1896790.33   | 0.01%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                | BANQUE FED CRED MUTUEL 144A 02/28 VAR                  | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $906353.65    | 0.01%             | 2028-02-16      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-42                                                       | FANNIE MAE FNR 2007 42 AF                              | CUSIP: 31396VN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6742 | PA      | $6651.44      | 0.00%             | 2037-05-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| LOWE`S COMPANIES INC                                                     | LOWE S COS INC SR UNSECURED 04/26 2.5                  | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4037000 | PA      | $4021157.00   | 0.03%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 01/27 VAR           | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  25822000 | PA      | $25879856.77  | 0.18%             | 2027-01-07      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-B                                 | WORLD OMNI AUTO RECEIVABLES TR WOART 2023 B A3         | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2665320 | PA      | $2671575.06   | 0.02%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 01/27 VAR                | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  19200000 | PA      | $19163137.15  | 0.13%             | 2027-01-22      | Floating      | 0.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 08/26 VAR            | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  38600000 | PA      | $38655426.90  | 0.27%             | 2026-08-03      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| NEWARK BSL CLO 2 LTD 2017 1A                                             | NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A           | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    710207 | PA      | $710543.68    | 0.00%             | 2030-07-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED REGS 01/27 VAR               | CUSIP: H42097DS3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1400000 | PA      | $1400547.79   | 0.01%             | 2027-01-12      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2024-A                                        | MMAF EQUIPMENT FINANCE LLC MMAF 2024 A A2 144A         | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2629682 | PA      | $2636912.75   | 0.02%             | 2027-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                   | MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR          | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  44884000 | PA      | $44986019.54  | 0.31%             | 2027-10-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                            | MOLSON COORS BEVERAGE COMPANY GUAR 07/26 3             | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |  66302000 | PA      | $65949754.71  | 0.45%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H08                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H08 LF         | CUSIP: 38380LED1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5862304 | PA      | $5889001.37   | 0.04%             | 2068-06-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                      | VONTIER CORP COMPANY GUAR 04/26 1.8                    | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1356441.85   | 0.01%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR         | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  19898000 | PA      | $19923496.70  | 0.14%             | 2027-03-09      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | US 2YR NOTE (CBT) MAR26 XCBT 20260331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -9446 | NC      | $466629.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 01/27 VAR            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  74891000 | PA      | $74928303.21  | 0.51%             | 2027-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/27 3.2        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   7830000 | PA      | $7754457.49   | 0.05%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                     | GENERAL MOTORS FINL CO SR UNSECURED 04/26 5.4          | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10352000 | PA      | $10388910.47  | 0.07%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5104                                                  | FREDDIE MAC FHR 5104 DC                                | CUSIP: 3137FYYN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3679489 | PA      | $3136995.04   | 0.02%             | 2044-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A                         | NAVIENT STUDENT LOAN TRUST NAVSL 2021 A A 144A         | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2733599 | PA      | $2513720.53   | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVII CLO LTD 2017-27A                                           | VENTURE CDO LTD VENTR 2017 27A AR 144A                 | CUSIP: 92331LBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    186449 | PA      | $186679.01    | 0.00%             | 2030-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/28 3.875      | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    510000 | PA      | $508016.47    | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2005-3                                         | NELNET STUDENT LOAN TRUST NSLT 2005 3 A5               | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790964 | PA      | $786674.68    | 0.01%             | 2035-12-24      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                            | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 04/27 4.2   | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2101450.47   | 0.01%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                  | GA GLOBAL FUNDING TRUST SECURED 144A 01/26 1.625       | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  34284000 | PA      | $34252947.27  | 0.24%             | 2026-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST                               | TOYOTA AUTO RECEIVABLES OWNER TAOT 2025 B A2B          | CUSIP: 89231HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28916200 | PA      | $28945245.93  | 0.20%             | 2028-03-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                              | NATIONWIDE BLDG SOCIETY 144A 10/27 VAR                 | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5095306.80   | 0.03%             | 2027-10-18      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| LCM 29 LTD                                                               | LCM LTD PARTNERSHIP LCM 29A AR 144A                    | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    315350 | PA      | $315559.92    | 0.00%             | 2031-04-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                  | MERCEDES BENZ FIN NA COMPANY GUAR 144A 04/27 VAR       | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5193000 | PA      | $5211798.66   | 0.04%             | 2027-04-01      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-88                                                | FANNIE MAE FNR 2025 88 FM                              | CUSIP: 3136BXZK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10255859 | PA      | $10302547.47  | 0.07%             | 2055-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC                   | TESLA LEASE ELECTRIC VEHICLE S TLEVS 2025 A A2 144A    | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7016006.90   | 0.05%             | 2028-06-20      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H02                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H02 FH         | CUSIP: 38383KMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13313133 | PA      | $13466187.93  | 0.09%             | 2074-01-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                         | WILLIAMS COMPANIES INC SR UNSECURED 03/26 5.4          | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  35907000 | PA      | $35987367.05  | 0.25%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                         | VENTAS REALTY LP COMPANY GUAR 01/26 4.125              | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   9960000 | PA      | $9959075.91   | 0.07%             | 2026-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-4                          | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 4 FM           | CUSIP: 38376TX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1647397 | PA      | $1650362.16   | 0.01%             | 2040-01-16      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                                | CANADIAN IMPERIAL BANK SR UNSECURED 09/28 VAR          | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  50373000 | PA      | $50477466.05  | 0.35%             | 2028-09-08      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H23                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H23 FA         | CUSIP: 38375URE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4604925 | PA      | $4613471.62   | 0.03%             | 2064-11-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2012-2                                            | SLM STUDENT LOAN TRUST SLMA 2012 2 A                   | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1495060 | PA      | $1470904.02   | 0.01%             | 2029-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                      | SOUTHWESTERN ELEC POWER SR UNSECURED 03/26 1.65        | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2016000 | PA      | $2005319.98   | 0.01%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542      | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  33119000 | PA      | $33082048.80  | 0.23%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-B                                      | FORD CREDIT AUTO OWNER TRUST FORDO 2023 B A3           | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2211036 | PA      | $2225627.55   | 0.02%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                               | SPACE COAST CREDIT UNION SCCU 2025 1A A2 144A          | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5919010 | PA      | $5936098.34   | 0.04%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                  | MERCEDES BENZ FIN NA COMPANY GUAR REGS 04/27 VAR       | CUSIP: U5876JBD6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  17200000 | PA      | $17262264.00  | 0.12%             | 2027-04-01      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2018-DA                                       | NAVIENT STUDENT LOAN TRUST NAVSL 2018 DA A2A 144A      | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256377 | PA      | $255231.54    | 0.00%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC SR UNSECURED REGS 07/27 VAR     | CUSIP: G84228FU7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2121643.80   | 0.01%             | 2027-07-06      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H11                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H11 FB         | CUSIP: 38375BLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92659 | PA      | $92720.42     | 0.00%             | 2061-04-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H01                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H01 FC         | CUSIP: 38380QUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2292240 | PA      | $2272922.82   | 0.02%             | 2070-11-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-72                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 72 AF          | CUSIP: 38377WGH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4513376 | PA      | $4493228.88   | 0.03%             | 2041-05-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2023-1A                                       | BANK OF AMERICA AUTO TRUST BAAT 2023 1A A3 144A        | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6376705 | PA      | $6422713.76   | 0.04%             | 2028-02-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED REGS 04/26 4.125             | CUSIP: G91703AK7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  24300000 | PA      | $24312385.47  | 0.17%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3279                                                         | FREDDIE MAC FHR 3279 FB                                | CUSIP: 31397FB50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    369726 | PA      | $365589.62    | 0.00%             | 2037-02-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-13                                                       | FANNIE MAE FNR 2002 13 FB                              | CUSIP: 31392B4V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4071 | PA      | $4090.72      | 0.00%             | 2032-03-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FORTIS INC/CANADA                                                        | FORTIS INC SR UNSECURED 10/26 3.055                    | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |  46894000 | PA      | $46518649.17  | 0.32%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                             | ING GROEP NV SR UNSECURED 144A 01/26 4.625             | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4577000 | PA      | $4577284.69   | 0.03%             | 2026-01-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                               | FIDELITY NATL INFO SERV SR UNSECURED 03/26 1.15        | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |  30646000 | PA      | $30499457.26  | 0.21%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2023-1                                   | CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A    | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5212051 | PA      | $5243392.15   | 0.04%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-C                                 | WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A2B        | CUSIP: 98164NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    483274 | PA      | $483483.27    | 0.00%             | 2028-01-18      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA/NEW YORK BRANCH                                   | GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR          | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   9538000 | PA      | $9549449.32   | 0.07%             | 2027-03-18      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2023-2                                   | CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A3 144A    | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5831766 | PA      | $5871964.80   | 0.04%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5548                                                  | FREDDIE MAC FHR 5548 AF                                | CUSIP: 3137HLJG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  47638301 | PA      | $47944406.04  | 0.33%             | 2055-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | GLOBAL PAYMENTS INC SR UNSECURED 01/27 2.15            | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2938328.01   | 0.02%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2025-1A                                       | BANK OF AMERICA AUTO TRUST BAAT 2025 1A A2A 144A       | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4741508 | PA      | $4750274.12   | 0.03%             | 2027-11-22      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P4                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P4 A2        | CUSIP: 14689AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  56600000 | PA      | $56720144.82  | 0.39%             | 2029-03-12      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1                | GM FINANCIAL SECURITIZED TERM GMCAR 2023 1 A3          | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    909709 | PA      | $912056.75    | 0.01%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                                     | AMPHENOL CORP SR UNSECURED 11/28 3.9                   | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2597844.89   | 0.02%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                  | NTT FINANCE CORP COMPANY GUAR REGS 04/26 1.162         | CUSIP: J5S39RAC8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1985380.24   | 0.01%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-66                                                | FANNIE MAE FNR 2025 66 FK                              | CUSIP: 3136BWYL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2687848 | PA      | $2698421.52   | 0.02%             | 2055-08-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-89                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 PF          | CUSIP: 38385GMK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13017017 | PA      | $13098698.83  | 0.09%             | 2055-05-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 462512 GN 02/28 FIXED 7.5                    | CUSIP: 36208VYH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2046 | PA      | $2066.35      | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H19                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H19 FK         | CUSIP: 38376RGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49443 | PA      | $49492.18     | 0.00%             | 2065-08-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| SCENTRE MANAGEMENT LTD (SCENTRE GROUP TRUST 1/SCENTRE GROUP TRUST 2)     | SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 01/26 3.625  | CUSIP: 80622GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   2819000 | PA      | $2817807.51   | 0.02%             | 2026-01-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H15                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H15 FC         | CUSIP: 38375B4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69567 | PA      | $69611.49     | 0.00%             | 2063-07-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-C                                      | FORD CREDIT AUTO OWNER TRUST FORDO 2024 C A2A          | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3678600 | PA      | $3681998.16   | 0.03%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                                       | FANNIE MAE FNR 2025 35 FM                              | CUSIP: 3136BVJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13670060 | PA      | $13772951.98  | 0.09%             | 2055-05-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-C                                    | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A3          | CUSIP: 448976AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13193000 | PA      | $13301866.00  | 0.09%             | 2029-05-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| STWD 2022-FL3 LTD                                                        | STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A    | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8411812 | PA      | $8429238.03   | 0.06%             | 2038-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                 | NATIONAL RURAL UTIL COOP SR UNSECURED 11/26 VAR        | CUSIP: 63743HFY3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  41200000 | PA      | $41300760.37  | 0.28%             | 2026-11-22      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-3                                                        | FANNIE MAE FNR 2007 3 FG                               | CUSIP: 31396PRM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    147844 | PA      | $146130.39    | 0.00%             | 2037-01-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                              | BNP PARIBAS 144A 06/27 VAR                             | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  12185000 | PA      | $12035131.20  | 0.08%             | 2027-06-30      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)          | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5    | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  17366000 | PA      | $17293874.14  | 0.12%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 328                                                   | FREDDIEMAC STRIP FHS 328 F4                            | CUSIP: 31351DC90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2372361 | PA      | $2344995.89   | 0.02%             | 2038-02-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/27 VAR    | CUSIP: 44891CCZ4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6423401.47   | 0.04%             | 2027-03-19      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                       | SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 03/26 VAR   | CUSIP: J7771YRY5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  13727000 | PA      | $13751496.24  | 0.09%             | 2026-03-09      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                        | EVERSOURCE ENERGY SR UNSECURED 03/27 2.9               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5623853.02   | 0.04%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                          | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/26 2.125 | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  11681000 | PA      | $11643696.03  | 0.08%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        | 117587000 | PA      | $116021056.29 | 0.80%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A2        | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    714232 | PA      | $714751.31    | 0.00%             | 2028-02-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                  | BPCE SA REGS 01/27 VAR                                 | CUSIP: 05584KAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1050000 | PA      | $1050650.23   | 0.01%             | 2027-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2025-A                                      | FORD CREDIT AUTO LEASE TRUST FORDL 2025 A A2B          | CUSIP: 345282AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16872978 | PA      | $16877077.93  | 0.12%             | 2027-08-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                        | HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR               | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2720000 | PA      | $2749152.77   | 0.02%             | 2027-08-14      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4875                                                  | FREDDIE MAC FHR 4875 F                                 | CUSIP: 3137FLA87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2138532 | PA      | $2100114.98   | 0.01%             | 2049-04-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2024-A                  | WORLD OMNI AUTOMOBILE LEASE SE WOLS 2024 A A2B         | CUSIP: 981946AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1722037 | PA      | $1722167.08   | 0.01%             | 2027-02-16      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                  | MERCEDES BENZ FIN NA COMPANY GUAR 144A 07/26 VAR       | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  34600000 | PA      | $34668195.22  | 0.24%             | 2026-07-31      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                         | BRIXMOR OPERATING PART SR UNSECURED 06/26 4.125        | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   6736000 | PA      | $6733362.86   | 0.05%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                       | F+G GLOBAL FUNDING SECURED 144A 04/27 2.3              | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5861952.66   | 0.04%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 VAR    | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  11060000 | PA      | $11148459.54  | 0.08%             | 2027-01-08      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                                           | CARMAX AUTO OWNER TRUST CARMX 2022 4 A3                | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1520259 | PA      | $1524669.72   | 0.01%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-B                                      | FORD CREDIT AUTO OWNER TRUST FORDO 2025 B A2B          | CUSIP: 34532BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  39800000 | PA      | $39808883.36  | 0.27%             | 2028-06-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                           | PACIFIC LIFE GF II SECURED 144A 02/27 VAR              | CUSIP: 6944PL3G2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  68200000 | PA      | $68305551.09  | 0.47%             | 2027-02-04      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-B                                      | FORD CREDIT AUTO OWNER TRUST FORDO 2024 B A2B          | CUSIP: 34531QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4824127 | PA      | $4825590.58   | 0.03%             | 2027-04-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR     | CUSIP: 853254CV0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1510220.03   | 0.01%             | 2027-07-06      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR             | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18645000 | PA      | $18684031.07  | 0.13%             | 2027-04-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2             | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  31987000 | PA      | $31839796.47  | 0.22%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-H18                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H18 AF         | CUSIP: 38375BER9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4064006 | PA      | $4053353.36   | 0.03%             | 2060-09-20      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2024-A                                       | VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A2B           | CUSIP: 92866EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3741368 | PA      | $3741969.83   | 0.03%             | 2026-12-21      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR         | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  23840000 | PA      | $23889688.28  | 0.16%             | 2027-09-10      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-95                                                | FANNIE MAE FNR 2025 95 F                               | CUSIP: 3136BXN67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17100708 | PA      | $17131025.77  | 0.12%             | 2053-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST 2024-1                                       | FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A       | CUSIP: 30336CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    397184 | PA      | $397491.65    | 0.00%             | 2027-11-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P4                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A3 144A   | CUSIP: 14687NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1054383 | PA      | $1064535.38   | 0.01%             | 2028-10-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-13                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 13 FA          | CUSIP: 38384GP87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4626731 | PA      | $4647998.84   | 0.03%             | 2054-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                      | EMERA US FINANCE LP COMPANY GUAR 06/26 3.55            | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13530000 | PA      | $13489258.06  | 0.09%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                       | CREDIT AGRICOLE SA SR UNSECURED 144A 03/27 VAR         | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  38200000 | PA      | $38341000.02  | 0.26%             | 2027-03-11      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | ENERGY TRANSFER LP SR UNSECURED 07/26 3.9              | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  13601000 | PA      | $13592398.32  | 0.09%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR           | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  37704000 | PA      | $37835030.83  | 0.26%             | 2026-08-27      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                         | BERRY GLOBAL INC SR SECURED 01/26 1.57                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        | 123696000 | PA      | $123573892.26 | 0.85%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H04                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H04 FA         | CUSIP: 38378U8L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2195471 | PA      | $2199501.45   | 0.02%             | 2064-12-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                     | EDISON INTERNATIONAL 01/26 ZCP                         | CUSIP: 28103BA51<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |  18800000 | PA      | $18789174.96  | 0.13%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST                               | TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 A A3           | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2148727 | PA      | $2153758.98   | 0.01%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H11                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H11 FC         | CUSIP: 38376RBB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5114912 | PA      | $5117670.39   | 0.04%             | 2065-05-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                               | MIZUHO FINANCIAL GROUP SR UNSECURED 05/27 VAR          | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  58292000 | PA      | $57653866.98  | 0.40%             | 2027-05-22      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FB         | CUSIP: 38376RAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2433669 | PA      | $2437454.96   | 0.02%             | 2065-04-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC (AKA: HSBC AMERICAS INC)                                    | HSBC USA INC SR UNSECURED 03/27 VAR                    | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9553029.10   | 0.07%             | 2027-03-04      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-H27                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H27 FA         | CUSIP: 38375BJK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    852827 | PA      | $851900.04    | 0.01%             | 2060-12-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR         | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10932000 | PA      | $10970755.80  | 0.08%             | 2027-10-21      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5565                                                  | FREDDIE MAC FHR 5565 FB                                | CUSIP: 3137HMGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9747161 | PA      | $9835888.06   | 0.07%             | 2055-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-100                                               | FANNIE MAE FNR 2024 100 FA                             | CUSIP: 3136BUFY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13586684 | PA      | $13631828.07  | 0.09%             | 2054-06-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                               | SANTANDER HOLDINGS USA SR UNSECURED 05/27 VAR          | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12586867.75  | 0.09%             | 2027-05-31      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 36 LTD 2025-52A                                             | SYMPHONY CLO LTD SYMP 2025 52A A 144A                  | CUSIP: 87272HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     43338 | PA      | $43358.62     | 0.00%             | 2031-01-16      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                        | EVERSOURCE ENERGY SR UNSECURED 08/26 1.4               | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   4638000 | PA      | $4560234.70   | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST                               | TOYOTA AUTO RECEIVABLES OWNER TAOT 2022 D A3           | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1697076 | PA      | $1704165.12   | 0.01%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE SR UNSECURED 08/27 VAR          | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  83700000 | PA      | $83893449.95  | 0.58%             | 2027-08-13      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2025-A                  | WORLD OMNI AUTOMOBILE LEASE SE WOLS 2025 A A2B         | CUSIP: 98164PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14811850 | PA      | $14820296.17  | 0.10%             | 2027-12-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 09/27 VAR                | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10040116.50  | 0.07%             | 2027-09-10      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2017-3A                                        | NELNET STUDENT LOAN TRUST NSLT 2017 3A A 144A          | CUSIP: 64032KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4626923 | PA      | $4633644.78   | 0.03%             | 2066-02-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                       | CONAGRA BRANDS INC SR UNSECURED 10/26 7.125            | CUSIP: 205887AF9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    789000 | PA      | $805795.25    | 0.01%             | 2026-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-4                                                 | FANNIE MAE FNR 2025 4 FB                               | CUSIP: 3136BUU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11428554 | PA      | $11471694.31  | 0.08%             | 2053-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-HX1 TRUST                                                      | GCAT GCAT 2022 HX1 A1 144A                             | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16533571 | PA      | $15575136.36  | 0.11%             | 2066-12-27      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XVIII LTD 2017-4A                                        | SOUND POINT CLO LTD SNDPT 2017 4A A1 144A              | CUSIP: 83609TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    334948 | PA      | $335360.42    | 0.00%             | 2031-01-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 VAR   | CUSIP: 928668CT7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  59100000 | PA      | $59315250.47  | 0.41%             | 2027-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                   | MARVELL TECHNOLOGY INC COMPANY GUAR 04/26 1.65         | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23829000 | PA      | $23670771.15  | 0.16%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                     | GENERAL MOTORS FINL CO COMPANY GUAR 10/26 4            | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1049816.57   | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15         | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  62652000 | PA      | $62652000.00  | 0.43%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                   | CENTERPOINT ENERGY INC SR UNSECURED 06/26 1.45         | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  60671000 | PA      | $60029796.72  | 0.41%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                        | EVERSOURCE ENERGY SR UNSECURED 05/26 4.75              | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  30217000 | PA      | $30297246.08  | 0.21%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                                  | FREDDIE MAC FHR 5517 MF                                | CUSIP: 3137HKH72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9481055 | PA      | $9526872.56   | 0.07%             | 2055-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 622628 GN 11/33 FIXED 6.5                    | CUSIP: 36291AVV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       740 | PA      | $753.32       | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-B                                          | TOYOTA LEASE OWNER TRUST TLOT 2024 B A2B 144A          | CUSIP: 891943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2947948 | PA      | $2948559.73   | 0.02%             | 2027-02-22      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 02/28 VAR         | CUSIP: 38141GZL1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5543000 | PA      | $5578919.86   | 0.04%             | 2028-02-24      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                       | ORACLE CORP SR UNSECURED 07/26 2.65                    | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  14373000 | PA      | $14257827.28  | 0.10%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST                               | TOYOTA AUTO RECEIVABLES OWNER TAOT 2022 C A3           | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1204914 | PA      | $1204737.79   | 0.01%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H32                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H32 FA         | CUSIP: 38376RMP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    260729 | PA      | $261611.32    | 0.00%             | 2065-12-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-1                                           | CARMAX AUTO OWNER TRUST CARMX 2023 1 A3                | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2125351 | PA      | $2130016.39   | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                      | ELEVANCE HEALTH INC SR UNSECURED 03/26 1.5             | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   8574000 | PA      | $8530128.90   | 0.06%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                          | NORDEA BANK ABP REGS 03/27 VAR                         | CUSIP: X60003AA2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   9500000 | PA      | $9541476.72   | 0.07%             | 2027-03-19      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST 2022-1A                                         | GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A           | CUSIP: 380881FE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |  35200000 | PA      | $34515930.24  | 0.24%             | 2029-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-98                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF          | CUSIP: 38381NNT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  80679648 | PA      | $81059520.50  | 0.56%             | 2055-06-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED 144A 02/27 VAR               | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  68594000 | PA      | $68402869.68  | 0.47%             | 2027-02-02      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-10                                                | FANNIE MAE FNR 2025 10 AF                              | CUSIP: 3136BUTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18448854 | PA      | $18513889.92  | 0.13%             | 2055-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                                | FANNIE MAE FNR 2025 16 FN                              | CUSIP: 3136BU6A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1873772 | PA      | $1882590.98   | 0.01%             | 2055-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                   | COLUMBIA PIPELINE HOLDCO SR UNSECURED 144A 08/26 6.055 | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4736000 | PA      | $4780771.92   | 0.03%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2016-1A                                        | NELNET STUDENT LOAN TRUST NSLT 2016 1A A 144A          | CUSIP: 64033UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4683655 | PA      | $4690419.41   | 0.03%             | 2065-09-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                  | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 08/27 4.3     | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  29200000 | PA      | $29344652.13  | 0.20%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-28                                                | FANNIE MAE FNR 2019 28 FJ                              | CUSIP: 3136B4UP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4044580 | PA      | $3987047.34   | 0.03%             | 2059-06-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                       | COOPERATIEVE RABOBANK UA 144A 02/27 VAR                | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3570000 | PA      | $3554474.78   | 0.02%             | 2027-02-24      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 11/26 VAR            | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2606613.07   | 0.02%             | 2026-11-02      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2024-B                                            | TESLA AUTO LEASE TRUST TESLA 2024 B A2B 144A           | CUSIP: 881934AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    637437 | PA      | $637592.34    | 0.00%             | 2027-01-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2008-3                                                 | FANNIE MAE FNR 2008 3 FG                               | CUSIP: 31396YJK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    483817 | PA      | $486385.06    | 0.00%             | 2038-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                  | GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25        | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  11900000 | PA      | $11687439.94  | 0.08%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                              | EQUINIX INC SR UNSECURED 05/26 1.45                    | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4955019.85   | 0.03%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                            | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.625     | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  41200000 | PA      | $40687625.26  | 0.28%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                            | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 01/26 4.45  | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10750000 | PA      | $10753833.99  | 0.07%             | 2026-01-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5549                                                  | FREDDIE MAC FHR 5549 FA                                | CUSIP: 3137HLST0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  32635243 | PA      | $32825363.24  | 0.23%             | 2055-06-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| AOZORA BANK LTD                                                          | AOZORA BANK SR UNSECURED REGS 09/26 5.9                | CUSIP: ACI2JJCB2<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | DBT              | CORP              | JP        |   2165000 | PA      | $2184667.94   | 0.01%             | 2026-09-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON/THE                                              | BANK OF NEW YORK MELLON SR UNSECURED 04/27 VAR         | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |  20450000 | PA      | $20487510.41  | 0.14%             | 2027-04-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3                             | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 3 A2B        | CUSIP: 379965AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20600000 | PA      | $20606167.64  | 0.14%             | 2027-10-20      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2025-1A                                  | M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2B 144A  | CUSIP: 55287XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17222903 | PA      | $17233863.71  | 0.12%             | 2028-05-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                      | DOMINION ENERGY INC SR UNSECURED 08/26 2.85            | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   8649000 | PA      | $8586314.82   | 0.06%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                       | BANK OF AMERICA NA SR UNSECURED 08/26 VAR              | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135594.55    | 0.00%             | 2026-08-18      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4                | GM FINANCIAL SECURITIZED TERM GMCAR 2024 4 A2B         | CUSIP: 38014AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10942641 | PA      | $10945621.73  | 0.08%             | 2027-10-18      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                             | SK HYNIX INC SR UNSECURED REGS 01/26 1.5               | CUSIP: Y8085FBA7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   9035000 | PA      | $9022995.83   | 0.06%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2012-3                                            | SLM STUDENT LOAN TRUST SLMA 2012 3 A                   | CUSIP: 78447AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230312 | PA      | $1225169.14   | 0.01%             | 2038-12-27      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU          | CUSIP: 38382CP47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    982173 | PA      | $882094.50    | 0.01%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2017-AGS                                   | COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A2 144A   | CUSIP: 20267VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    121568 | PA      | $120468.98    | 0.00%             | 2041-05-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                              | FED CAISSES DESJARDINS SR UNSECURED REGS 01/27 VAR     | CUSIP: 31429LAN1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1275000 | PA      | $1279540.71   | 0.01%             | 2027-01-27      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                 | COREBRIDGE FINANCIAL INC SR UNSECURED 04/27 3.65       | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  12100000 | PA      | $12029602.56  | 0.08%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                        | KOMMUNALBANKEN AS SR UNSECURED 144A 06/27 VAR          | CUSIP: 50048MDS6<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | CORP              | NO        |  88000000 | PA      | $88086301.60  | 0.60%             | 2027-06-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                         | ABN AMRO BANK NV 144A 09/27 VAR                        | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  10100000 | PA      | $10257396.58  | 0.07%             | 2027-09-18      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                                    | CITIGROUP GLOBAL MARKETS COMPANY GUAR 01/26 VAR        | CUSIP: 17291LZM0<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |  35700000 | PA      | $35704900.54  | 0.25%             | 2026-01-20      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                        | NATWEST GROUP PLC SR UNSECURED 06/27 VAR               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1978473.36   | 0.01%             | 2027-06-14      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5582                                                  | FREDDIE MAC FHR 5582 FA                                | CUSIP: 3137HN6W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5342306 | PA      | $5362045.74   | 0.04%             | 2055-10-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST 2025-A                                            | CROSSROADS ASSET TRUST XROAD 2025 A A2 144A            | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1667781 | PA      | $1680883.53   | 0.01%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5528                                                  | FREDDIE MAC FHR 5528 FA                                | CUSIP: 3137HKR30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  83453202 | PA      | $83714635.60  | 0.57%             | 2055-04-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                | ROGERS COMMUNICATIONS IN COMPANY GUAR 11/26 2.9        | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  13526000 | PA      | $13391519.91  | 0.09%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR             | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5673000 | PA      | $5711219.80   | 0.04%             | 2028-07-22      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5564                                                  | FREDDIE MAC FHR 5564 PF                                | CUSIP: 3137HMDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6280076 | PA      | $6312105.42   | 0.04%             | 2055-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                   | CMS ENERGY CORP SR UNSECURED 05/26 3                   | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1158068.61   | 0.01%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                            | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/26 3.4   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20304000 | PA      | $20174656.21  | 0.14%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                  | NATIONAL BANK OF CANADA COMPANY GUAR 07/27 VAR         | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3650000 | PA      | $3658983.96   | 0.03%             | 2027-07-02      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR REGS 03/27 VAR         | CUSIP: U09513KH1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   5470000 | PA      | $5492410.75   | 0.04%             | 2027-03-19      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR 144A 08/26 VAR         | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  27131000 | PA      | $27216607.80  | 0.19%             | 2026-08-13      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                                               | AMETEK INC DISC COML 01/26 ZCP                         | CUSIP: 03111CAC7<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |  46000000 | PA      | $45941414.40  | 0.32%             | 2026-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                               | AVIATION CAPITAL GROUP SR UNSECURED 144A 04/27 4.75    | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804609.78    | 0.01%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2021-W10                     | MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 W10 A 144A     | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2699236.98   | 0.02%             | 2034-12-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4794                                                  | FREDDIE MAC FHR 4794 WF                                | CUSIP: 3137F5MJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2681197 | PA      | $2641823.62   | 0.02%             | 2043-03-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                              | BNP PARIBAS 144A 01/27 VAR                             | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  50095000 | PA      | $50048317.97  | 0.34%             | 2027-01-13      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2024-2                                           | BMW VEHICLE LEASE TRUST BMWLT 2024 2 A2B               | CUSIP: 05613MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3596719 | PA      | $3597544.16   | 0.02%             | 2027-01-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR     | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2081000 | PA      | $2081654.60   | 0.01%             | 2027-01-09      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2010-H20                                      | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H20 AF         | CUSIP: 38375BGF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    354026 | PA      | $353452.39    | 0.00%             | 2060-10-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                    | FED HM LN PC POOL 849407 FH 09/37 FLOATING VAR         | CUSIP: 31300MNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    690723 | PA      | $721858.61    | 0.00%             | 2037-09-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2025-2A                                            | HPEFS EQUIPMENT TRUST HPEFS 2025 2A A1 144A            | CUSIP: 442927AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10470499 | PA      | $10480411.05  | 0.07%             | 2026-10-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                | BANQUE FED CRED MUTUEL REGS 07/26 VAR                  | CUSIP: F0803NAF9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   7900000 | PA      | $7946752.91   | 0.05%             | 2026-07-13      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXV LTD                                            | MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A        | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3608340 | PA      | $3610150.37   | 0.02%             | 2032-04-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                 | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR        | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  19757000 | PA      | $19883494.59  | 0.14%             | 2027-08-07      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                       | CREDIT AGRICOLE SA 144A 01/27 VAR                      | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  64741000 | PA      | $64607151.22  | 0.44%             | 2027-01-26      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPMENT 2025-LEAF1 LLC                                             | M+T EQUIPMENT NOTES MTLRF 2025 1A A2 144A              | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12800000 | PA      | $12867198.72  | 0.09%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-121                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 121 PE         | CUSIP: 38380TV37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140369 | PA      | $138718.59    | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST 2023-A                                             | USAA AUTO OWNER TRUST USAOT 2023 A A3 144A             | CUSIP: 90291VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100989 | PA      | $1108009.86   | 0.01%             | 2028-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271      | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5716000 | PA      | $5688444.19   | 0.04%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2024-A                               | PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A     | CUSIP: 70687FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421483 | PA      | $421696.17    | 0.00%             | 2027-09-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                              | WALMART INC SR UNSECURED 04/27 VAR                     | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    154000 | PA      | $154618.56    | 0.00%             | 2027-04-28      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2024-B                                      | FORD CREDIT AUTO LEASE TRUST FORDL 2024 B A2B          | CUSIP: 345279AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3933612 | PA      | $3933841.90   | 0.03%             | 2027-02-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/27 6.1        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    166000 | PA      | $169199.43    | 0.00%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR           | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  28500000 | PA      | $28545681.80  | 0.20%             | 2026-07-16      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                     | JACKSON NATL LIFE GLOBAL SECURED 144A 01/26 5.5        | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500698.55   | 0.02%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR REGS 08/27 VAR         | CUSIP: U09513KF5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1679597.31   | 0.01%             | 2027-08-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5607                                                  | FREDDIE MAC FHR 5607 FA                                | CUSIP: 3137HNZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3898972 | PA      | $3905751.97   | 0.03%             | 2055-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/26 3.5    | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4632000 | PA      | $4610772.05   | 0.03%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2022-N1                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 N1 A2 144A   | CUSIP: 14686GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    927721 | PA      | $919566.90    | 0.01%             | 2028-12-11      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2025-B                                       | VOLKSWAGEN AUTO LEASE TRUST VWALT 2025 B A2B           | CUSIP: 92868BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  33200000 | PA      | $33215132.56  | 0.23%             | 2028-04-20      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-3A                                           | CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A           | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389155 | PA      | $389519.80    | 0.00%             | 2027-09-27      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 429790 GN 12/33 FIXED 6.5                    | CUSIP: 36207ENF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       902 | PA      | $935.22       | 0.00%             | 2033-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                  | BANK OF NOVA SCOTIA SR UNSECURED 02/26 4.75            | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10006910.40  | 0.07%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 07/27 VAR            | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  63728000 | PA      | $63882985.22  | 0.44%             | 2027-07-23      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | CITIGROUP INC SR UNSECURED 01/27 VAR                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  41307000 | PA      | $41213989.85  | 0.28%             | 2027-01-28      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP SR UNSECURED 03/27 4.125                       | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $2133788.88   | 0.01%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                      | NEXTERA ENERGY CAPITAL COMPANY GUAR 01/26 VAR          | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  62424000 | PA      | $62449440.28  | 0.43%             | 2026-01-29      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE SR UNSECURED 07/27 VAR          | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  18500000 | PA      | $18593431.11  | 0.13%             | 2027-07-09      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                          | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/26 2.6           | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3708933.44   | 0.03%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-49                                                | FANNIE MAE FNR 2014 49 AF                              | CUSIP: 3136AKWD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1622539 | PA      | $1586763.40   | 0.01%             | 2044-08-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T MOBILE USA INC COMPANY GUAR 04/26 2.625              | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  12449000 | PA      | $12400887.35  | 0.09%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4678                                                  | FREDDIE MAC FHR 4678 AF                                | CUSIP: 3137BWWX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    888210 | PA      | $877937.77    | 0.01%             | 2042-12-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-82                                                | FANNIE MAE FNR 2024 82 EF                              | CUSIP: 3136BTFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22101456 | PA      | $22158950.68  | 0.15%             | 2054-11-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H08                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H08 AF         | CUSIP: 38380QS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    579951 | PA      | $578374.22    | 0.00%             | 2068-01-20      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2005-79                                                       | FANNIE MAE FNR 2005 79 NF                              | CUSIP: 31394FHD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134616 | PA      | $133793.00    | 0.00%             | 2035-09-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5495                                                  | FREDDIE MAC FHR 5495 AF                                | CUSIP: 3137HJ2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19173581 | PA      | $19240393.65  | 0.13%             | 2055-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5544                                                  | FREDDIE MAC FHR 5544 F                                 | CUSIP: 3137HLNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  46705929 | PA      | $46958636.45  | 0.32%             | 2055-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                        | NATWEST GROUP PLC SR UNSECURED 03/27 VAR               | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  15021000 | PA      | $15062087.24  | 0.10%             | 2027-03-02      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FD         | CUSIP: 38376R5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    322549 | PA      | $322588.60    | 0.00%             | 2067-06-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                  | FREDDIE MAC FHR 5500 AF                                | CUSIP: 3137HJ7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13242599 | PA      | $13251312.86  | 0.09%             | 2055-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                       | AMERICAN TOWER CORP SR UNSECURED 09/26 1.45            | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  41551000 | PA      | $40805418.00  | 0.28%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A      | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3731717 | PA      | $3748192.25   | 0.03%             | 2027-10-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2007-22                                                | FANNIE MAE FNR 2007 22 FY                              | CUSIP: 31396PT76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101911 | PA      | $101090.75    | 0.00%             | 2037-03-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 628408 GN 11/33 FIXED 6.5                    | CUSIP: 36291HDM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2085 | PA      | $2164.90      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 02/28 VAR            | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4241000 | PA      | $4266692.19   | 0.03%             | 2028-02-04      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5557                                                  | FREDDIE MAC FHR 5557 FM                                | CUSIP: 3137HLZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18826270 | PA      | $18896565.57  | 0.13%             | 2055-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P5                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A   | CUSIP: 14687RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    676433 | PA      | $681683.99    | 0.00%             | 2029-01-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                               | SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244        | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   8407000 | PA      | $8356839.55   | 0.06%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR         | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  24550000 | PA      | $24650582.09  | 0.17%             | 2027-03-19      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 03/28 VAR            | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  29650000 | PA      | $29762227.33  | 0.20%             | 2028-03-27      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P1                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P1 A3 144A   | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1566454 | PA      | $1569237.42   | 0.01%             | 2027-12-10      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 462765 GN 06/28 FIXED 7.5                    | CUSIP: 36208WCA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2428 | PA      | $2455.34      | 0.00%             | 2028-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                   | SEMPRA SR UNSECURED 08/26 5.4                          | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3422396.62   | 0.02%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                             | 7 ELEVEN INC SR UNSECURED 144A 02/26 0.95              | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |  29452000 | PA      | $29349379.81  | 0.20%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                       | COOPERATIEVE RABOBANK UA REGS 02/27 VAR                | CUSIP: 74977SDK5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4224000 | PA      | $4205630.67   | 0.03%             | 2027-02-24      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                        | MARS INC SR UNSECURED 144A 03/27 4.45                  | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8059724.24   | 0.06%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                             | NEW YORK LIFE GLOBAL FDG SR SECURED 144A 06/27 VAR     | CUSIP: 64953BBY3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100289.96    | 0.00%             | 2027-06-11      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                              | NATIONWIDE BLDG SOCIETY 144A 02/28 VAR                 | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $246643.32    | 0.00%             | 2028-02-16      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-3                                           | CARMAX AUTO OWNER TRUST CARMX 2023 3 A3                | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13462635 | PA      | $13556955.23  | 0.09%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2025-2A                                            | HPEFS EQUIPMENT TRUST HPEFS 2025 2A A2 144A            | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26600000 | PA      | $26640541.06  | 0.18%             | 2032-11-22      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                                | CANADIAN IMPERIAL BANK SR UNSECURED 09/27 VAR          | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  30548000 | PA      | $30651030.46  | 0.21%             | 2027-09-11      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4367                                                  | FREDDIE MAC FHR 4367 GF                                | CUSIP: 3137BCL48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3140690 | PA      | $3103581.89   | 0.02%             | 2037-03-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H02                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H02 FB         | CUSIP: 38380LPZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4350822 | PA      | $4365585.70   | 0.03%             | 2068-12-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                                | CANADIAN IMPERIAL BANK SR UNSECURED 06/27 VAR          | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  14091000 | PA      | $14193308.83  | 0.10%             | 2027-06-28      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| TPMT-2019-1                                                              | TOWD POINT MORTGAGE TRUST TPMT 2019 1 A1 144A          | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6373885 | PA      | $6233704.35   | 0.04%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-3                | GM FINANCIAL SECURITIZED TERM GMCAR 2024 3 A3          | CUSIP: 38013KAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4131000 | PA      | $4175693.70   | 0.03%             | 2029-04-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H10                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H10 FA         | CUSIP: 38375UFM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     85118 | PA      | $85168.80     | 0.00%             | 2064-04-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                                      | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A        | CUSIP: 04410RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501877 | PA      | $501386.18    | 0.00%             | 2035-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-40                                                       | FANNIE MAE FNR 2025 40 FP                              | CUSIP: 3136BWGV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  38967004 | PA      | $39207204.50  | 0.27%             | 2054-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3                             | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2024 3 A2B        | CUSIP: 38012QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8359432 | PA      | $8362088.96   | 0.06%             | 2027-01-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR             | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  36769000 | PA      | $36763071.37  | 0.25%             | 2027-01-29      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| NSLT-2021-BA                                                             | NELNET STUDENT LOAN TRUST NSLT 2021 BA AFX 144A        | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389184 | PA      | $369211.65    | 0.00%             | 2062-04-20      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/26 1.65   | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    700000 | PA      | $688745.28    | 0.00%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  40396000 | PA      | $40096809.05  | 0.28%             | 2027-04-22      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                         | DEUTSCHE BANK NY 07/27 VAR                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  63355000 | PA      | $64333260.75  | 0.44%             | 2027-07-13      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2025-1                                      | DELL EQUIPMENT FINANCE TRUST DEFT 2025 1 A2 144A       | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5400000 | PA      | $5420316.96   | 0.04%             | 2027-07-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-112                                                      | FANNIE MAE FNR 2006 112 DF                             | CUSIP: 31396LQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22238 | PA      | $22019.69     | 0.00%             | 2036-11-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LIMITED                                                  | SA GLOBAL SUKUK LTD SR UNSECURED REGS 06/26 1.602      | CUSIP: ACI1YJLN1<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   7100000 | PA      | $7016099.30   | 0.05%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC 2024-1A                                        | CHESAPEAKE FUNDING II LLC CFII 2024 1A A2 144A         | CUSIP: 165183DJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5448375 | PA      | $5453686.21   | 0.04%             | 2036-05-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H29                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H29 FA         | CUSIP: 38375BZQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21850 | PA      | $21865.71     | 0.00%             | 2062-10-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST 2023-A2                               | DISCOVER CARD EXECUTION NOTE T DCENT 2023 A2 A         | CUSIP: 254683CZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11195000 | PA      | $11252808.74  | 0.08%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 4.65        | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7666193.04   | 0.05%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5534                                                  | FREDDIE MAC FHR 5534 FM                                | CUSIP: 3137HLEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  75876396 | PA      | $76228599.28  | 0.52%             | 2055-05-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                  | NATIONAL BANK OF CANADA COMPANY GUAR 03/27 VAR         | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  37718000 | PA      | $37754193.82  | 0.26%             | 2027-03-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                              | PNC BANK NA SR UNSECURED 07/28 VAR                     | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701213.87    | 0.00%             | 2028-07-21      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR             | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18638000 | PA      | $18777881.17  | 0.13%             | 2028-01-23      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1                               | VOLKSWAGEN AUTO LOAN ENHANCED VALET 2023 1 A3          | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2992218 | PA      | $3009662.50   | 0.02%             | 2028-06-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4722                                                  | FREDDIE MAC FHR 4722 FA                                | CUSIP: 3137FAWH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1045359 | PA      | $1013565.85   | 0.01%             | 2038-05-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)          | IMPERIAL BRANDS FIN PLC COMPANY GUAR REGS 07/26 3.5    | CUSIP: G471ABNV8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   7890000 | PA      | $7857230.62   | 0.05%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H04                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H04 FM         | CUSIP: 38380VPL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27325 | PA      | $27271.33     | 0.00%             | 2068-03-20      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                  | BANK OF NOVA SCOTIA SR UNSECURED 06/27 VAR             | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $171613.80    | 0.00%             | 2027-06-04      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 511872 GN 01/31 FIXED 7                      | CUSIP: 36211FT54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        99 | PA      | $102.07       | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5410                                                  | FREDDIE MAC FHR 5410 FB                                | CUSIP: 3137HCUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  36526405 | PA      | $36768261.16  | 0.25%             | 2054-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST 1                                    | GENERAL MOTORS GFORT 2023 1 A1 144A                    | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  69041000 | PA      | $69469012.78  | 0.48%             | 2028-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGAGE TRUST 2021-LIH                                | STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH A 144A    | CUSIP: 78486EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17200000 | PA      | $17172278.76  | 0.12%             | 2036-11-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 242                                                   | FREDDIEMAC STRIP FHS 242 F29                           | CUSIP: 3128HWDU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1567 | PA      | $1552.08      | 0.00%             | 2036-11-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                       | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/26 VAR   | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   4612000 | PA      | $4643633.71   | 0.03%             | 2026-09-14      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                       | CREDIT AGRICOLE SA REGS 07/26 VAR                      | CUSIP: 22535EAF4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6060000 | PA      | $6091035.14   | 0.04%             | 2026-07-05      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                          | AES CORP/THE SR UNSECURED 01/26 1.375                  | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |  50134000 | PA      | $50076817.16  | 0.34%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                              | PIMCO GOVERNMENT MONEY MARKET FUND                     | CUSIP: 72202E534<br>LEI: 549300XUGLULJEQL0159 | Long             | STIV             | RF                | US        |   1682256 | PA      | $1682256.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                   | NXP BV/NXP FUNDING LLC COMPANY GUAR 03/26 5.35         | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  14570000 | PA      | $14571090.56  | 0.10%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 09/26 VAR                | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   9570000 | PA      | $9593205.34   | 0.07%             | 2026-09-15      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 01/28 VAR    | CUSIP: 44891CDN0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1603049.90   | 0.01%             | 2028-01-07      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H12                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H12 FB         | CUSIP: 38376RBH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    204338 | PA      | $204598.40    | 0.00%             | 2065-05-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| SGSP (AUSTRALIA) ASSETS PTY LTD                                          | SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/26 3.25     | CUSIP: BD9FJKII6<br>LEI: 254900BJJ12X7PJT5072 | Long             | DBT              | CORP              | AU        |   9243000 | PA      | $9206276.36   | 0.06%             | 2026-07-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-129                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 129 FJ         | CUSIP: 38377MAP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4286399 | PA      | $4267916.22   | 0.03%             | 2040-10-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR 144A 08/27 4.15        | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  28600000 | PA      | $28731305.46  | 0.20%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) | INTL BK RECON + DEVELOP SR UNSECURED 09/26 VAR         | CUSIP: 459058KK8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       | 115000000 | PA      | $115078124.10 | 0.79%             | 2026-09-23      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 09/27 VAR            | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7817000 | PA      | $7865147.56   | 0.05%             | 2027-09-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                              | PNC BANK NA SR UNSECURED 01/27 VAR                     | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  42550000 | PA      | $42602449.68  | 0.29%             | 2027-01-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5491                                                  | FREDDIE MAC FHR 5491 FL                                | CUSIP: 3137HJ5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11429993 | PA      | $11473556.39  | 0.08%             | 2055-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                          | UNITEDHEALTH GROUP INC SR UNSECURED 07/26 VAR          | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2612000 | PA      | $2616384.37   | 0.02%             | 2026-07-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK INC COMPANY GUAR 11/26 5.55                      | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333675.50    | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                       | AMERICAN TOWER CORP SR UNSECURED 10/26 3.375           | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  24723000 | PA      | $24599350.88  | 0.17%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-103                                               | FANNIE MAE FNR 2024 103 FJ                             | CUSIP: 3136BUPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  27781800 | PA      | $27886820.87  | 0.19%             | 2055-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                                 | COOPERAT RABOBANK UA/NY 10/26 VAR                      | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    950000 | PA      | $954788.74    | 0.01%             | 2026-10-05      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/26 5.5    | CUSIP: 44891CCB7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    122000 | PA      | $122406.31    | 0.00%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | ENERGY TRANSFER LP SR UNSECURED 03/27 4.4              | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1549000 | PA      | $1554506.42   | 0.01%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                       | SOUTHERN CAL EDISON 1ST MORTGAGE 06/26 4.9             | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  38971000 | PA      | $39028891.81  | 0.27%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                            | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19985000 | PA      | $19759272.62  | 0.14%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                              | EQUINIX INC SR UNSECURED 11/26 2.9                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2563000 | PA      | $2538591.22   | 0.02%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                 | AMERICAN EXPRESS CO SR UNSECURED 02/28 VAR             | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    645000 | PA      | $648465.28    | 0.00%             | 2028-02-16      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P3                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3        | CUSIP: 146919AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3236999 | PA      | $3244626.79   | 0.02%             | 2029-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H26                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H26 FC         | CUSIP: 38376RN28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    507610 | PA      | $511199.82    | 0.00%             | 2066-12-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D                                  | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1B 144A     | CUSIP: 78449MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3119778 | PA      | $3094939.52   | 0.02%             | 2053-03-17      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                         | SOCIETE GENERALE REGS 01/27 VAR                        | CUSIP: 83368TBQ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2865000 | PA      | $2866611.36   | 0.02%             | 2027-01-12      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 455301 GN 09/27 FIXED 7.5                    | CUSIP: 36208MX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       480 | PA      | $484.85       | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2024-3A                                       | LAD AUTO RECEIVABLES TRUST LADAR 2024 3A A2 144A       | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199538 | PA      | $199666.97    | 0.00%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC DISC COML PAPER 01/26 ZCP                      | CUSIP: 40412DAL3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5387941.26   | 0.04%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5499                                                  | FREDDIE MAC FHR 5499 FH                                | CUSIP: 3137HJWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20948371 | PA      | $21027469.96  | 0.14%             | 2055-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR        | CUSIP: 345397C50<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2432735.39   | 0.02%             | 2026-03-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                      | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/27 VAR        | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   8664000 | PA      | $8712021.69   | 0.06%             | 2027-01-14      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                       | SO. CALIF EDISON                                       | CUSIP: 8424C1A57<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5846737.46   | 0.04%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2017-5A                                       | NAVIENT STUDENT LOAN TRUST NAVSL 2017 5A A 144A        | CUSIP: 63940CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3733899 | PA      | $3717918.35   | 0.03%             | 2066-07-26      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                      | NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR             | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   7417000 | PA      | $7477224.33   | 0.05%             | 2027-07-02      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR REGS 04/26 VAR         | CUSIP: U09513JY6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410350.10    | 0.00%             | 2026-04-02      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-2                                           | CARMAX AUTO OWNER TRUST CARMX 2023 2 A3                | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6403893 | PA      | $6434853.09   | 0.04%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                          | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 04/26 4.25  | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1999716.36   | 0.01%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2001-46                                                       | FANNIE MAE FNR 2001 46 F                               | CUSIP: 313920ZH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16610 | PA      | $16600.25     | 0.00%             | 2031-09-18      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                  | MERCEDES BENZ FIN NA COMPANY GUAR 144A 01/26 VAR       | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  75100000 | PA      | $75106640.34  | 0.52%             | 2026-01-09      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                         | DEUTSCHE BANK NY 11/27 VAR                             | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  39879000 | PA      | $39242383.21  | 0.27%             | 2027-11-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                         | ABN AMRO BANK NV 144A 12/28 VAR                        | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  34300000 | PA      | $34429135.04  | 0.24%             | 2028-12-03      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                  | BANK OF NOVA SCOTIA SR UNSECURED 09/26 VAR             | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2355000 | PA      | $2362390.48   | 0.02%             | 2026-09-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| SARANAC CLO LTD 2018-6A                                                  | SARANAC CLO LTD SRANC 2018 6A A1R 144A                 | CUSIP: 80317LAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1716420 | PA      | $1717380.92   | 0.01%             | 2031-08-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                         | ABN AMRO BANK NV REGS 09/27 VAR                        | CUSIP: 00084EAF5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  49400000 | PA      | $49831075.76  | 0.34%             | 2027-09-18      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-118                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 118 FA         | CUSIP: 38381ND21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6351198 | PA      | $6382775.49   | 0.04%             | 2055-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD 2018-2A                                              | SOUND POINT CLO LTD SNDPT 2018 2A A 144A               | CUSIP: 83611JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    116939 | PA      | $117001.10    | 0.00%             | 2031-07-26      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-54                                                | FANNIE MAE FNR 2025 54 FM                              | CUSIP: 3136BWNW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10946271 | PA      | $10987430.69  | 0.08%             | 2055-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-16                                                       | FANNIE MAE FNR 2007 16 FC                              | CUSIP: 31396PXY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25706 | PA      | $25787.63     | 0.00%             | 2037-03-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                    | AIR LEASE CORP SR UNSECURED 08/26 1.875                | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        | 107910000 | PA      | $106333056.14 | 0.73%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-87                                                | FANNIE MAE FNR 2025 87 FC                              | CUSIP: 3136BXQD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3914320 | PA      | $3930106.77   | 0.03%             | 2055-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                      | WELLS FARGO BANK NA SR UNSECURED 08/26 VAR             | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200933.69    | 0.00%             | 2026-08-07      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                                     | AMPHENOL CORP SR UNSECURED 11/27 VAR                   | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  23400000 | PA      | $23449237.34  | 0.16%             | 2027-11-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                     | JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6     | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  47699000 | PA      | $47895191.23  | 0.33%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                     | WEYERHAEUSER CO SR UNSECURED 05/26 4.75                | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   5501000 | PA      | $5513231.86   | 0.04%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 09/27 VAR                    | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  29075000 | PA      | $29334476.06  | 0.20%             | 2027-09-13      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                        | HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR               | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  20447000 | PA      | $20576065.55  | 0.14%             | 2027-08-14      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR           | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5643000 | PA      | $5675824.32   | 0.04%             | 2028-04-22      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                                  | FREDDIE MAC FHR 5508 AF                                | CUSIP: 3137HJFR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  39864986 | PA      | $40099495.54  | 0.28%             | 2055-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II 2024-1A                                      | MASTER CREDIT CARD TRUST MCCT 2024 1A A 144A           | CUSIP: 576339DZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |  67143000 | PA      | $67164217.19  | 0.46%             | 2028-01-21      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL (I) LIMITED                                            | TEMASEK FINANCIAL I LTD COMPANY GUAR 144A 08/27 VAR    | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |  68100000 | PA      | $68214492.44  | 0.47%             | 2027-08-20      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                    | AIR LEASE CORP SR UNSECURED 06/26 3.75                 | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1227902.83   | 0.01%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A      | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8471745 | PA      | $8502742.54   | 0.06%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | ENERGY TRANSFER LP SR UNSECURED 12/26 6.05             | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  12998000 | PA      | $13210715.78  | 0.09%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                                  | FREDDIE MAC FHR 5513 MF                                | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 203334725 | PA      | $204204631.42 | 1.40%             | 2054-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7        | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5870000 | PA      | $5814521.34   | 0.04%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 5.125      | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10110000 | PA      | $10167868.53  | 0.07%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2025-1A                                       | BANK OF AMERICA AUTO TRUST BAAT 2025 1A A3 144A        | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5442000 | PA      | $5480685.00   | 0.04%             | 2029-11-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FC         | CUSIP: 38376RAH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57465 | PA      | $57480.53     | 0.00%             | 2065-04-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC 2023-1A                                        | CHESAPEAKE FUNDING II LLC CFII 2023 1A A2 144A         | CUSIP: 165183CV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3302062 | PA      | $3314265.28   | 0.02%             | 2035-05-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR REGS 08/26 VAR         | CUSIP: U09513KA6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4012621.40   | 0.03%             | 2026-08-13      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED 144A 04/26 4.125             | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  25000000 | PA      | $25012742.25  | 0.17%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-50                                                | FANNIE MAE FNR 2014 50 FC                              | CUSIP: 3136AKXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3215242 | PA      | $3183613.89   | 0.02%             | 2044-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-69                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 69 FB          | CUSIP: 38377VE28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1260862 | PA      | $1256071.80   | 0.01%             | 2041-05-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC ENERGY GROUP INC SR UNSECURED 01/26 4.75           | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   4178000 | PA      | $4178478.38   | 0.03%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2024-1A                                      | SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A          | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187711 | PA      | $187859.33    | 0.00%             | 2027-12-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUNDING CO 2001-TBC1                                  | MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1       | CUSIP: 585525FC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123402 | PA      | $120132.56    | 0.00%             | 2031-11-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 01/27 4.95          | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  20774000 | PA      | $20929394.51  | 0.14%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 09/26 5.7   | CUSIP: U9273ADR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010721.33   | 0.01%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                             | SYNOPSYS INC SR UNSECURED 04/27 4.55                   | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  35400000 | PA      | $35667705.07  | 0.24%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                              | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 08/26 5.5    | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  44446000 | PA      | $44517965.63  | 0.31%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE SR UNSECURED 10/26 VAR          | CUSIP: 02665WGN5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  13800000 | PA      | $13822818.99  | 0.09%             | 2026-10-06      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR    | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3076207.11   | 0.02%             | 2027-03-19      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                           | MARATHON PETROLEUM CORP SR UNSECURED 12/26 5.125       | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |  51630000 | PA      | $52026067.67  | 0.36%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD 2018-64A                                                  | DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A          | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3383833 | PA      | $3385506.06   | 0.02%             | 2031-04-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/27 VAR          | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  13000000 | PA      | $12820343.51  | 0.09%             | 2027-07-20      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 VAR        | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  49733000 | PA      | $49810050.84  | 0.34%             | 2026-05-08      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST SERIES 2025-1A                               | EVERGREEN CREDIT CARD TRUST EVGRN 2025 1A A 144A       | CUSIP: 30023JCZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |  88000000 | PA      | $88331918.40  | 0.61%             | 2029-10-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                                   | CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 2 A3 144A    | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18129507 | PA      | $18257617.54  | 0.13%             | 2028-08-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                | BANQUE FED CRED MUTUEL 144A 01/27 VAR                  | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  17550000 | PA      | $17649372.49  | 0.12%             | 2027-01-23      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4903                                                  | FREDDIE MAC FHR 4903 F                                 | CUSIP: 3137FN4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    630485 | PA      | $618500.15    | 0.00%             | 2048-09-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| GCCT-2021-1A                                                             | GOLDEN CREDIT CARD TRUST GCCT 2021 1A A 144A           | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  52270000 | PA      | $51389093.69  | 0.35%             | 2028-08-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B                                  | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1B 144A     | CUSIP: 78449XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    908088 | PA      | $910844.26    | 0.01%             | 2053-07-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ATCLO-2021-17A                                                           | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A      | CUSIP: 04942FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1546512.50   | 0.01%             | 2034-10-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2                             | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 2 A2B        | CUSIP: 362962AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26513525 | PA      | $26543999.62  | 0.18%             | 2027-07-20      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5439                                                  | FREDDIE MAC FHR 5439 FJ                                | CUSIP: 3137HF3R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2038029 | PA      | $2044508.64   | 0.01%             | 2054-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2                | GM FINANCIAL SECURITIZED TERM GMCAR 2024 2 A3          | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8370587 | PA      | $8441242.05   | 0.06%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-115                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 115 FP         | CUSIP: 38377KEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2342689 | PA      | $2330628.70   | 0.02%             | 2040-09-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST 2024-4                                | HONDA AUTO RECEIVABLES OWNER T HAROT 2024 4 A2         | CUSIP: 43816DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5392588 | PA      | $5398114.65   | 0.04%             | 2027-03-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY                | SMBC AVIATION CAPITAL FI COMPANY GUAR REGS 10/26 1.9   | CUSIP: G82296AF4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $196667.78    | 0.00%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/26 VAR   | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  51579000 | PA      | $51629262.19  | 0.35%             | 2026-03-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-4                                           | CARMAX AUTO OWNER TRUST CARMX 2025 4 A2B               | CUSIP: 14320HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  33700000 | PA      | $33730727.66  | 0.23%             | 2029-03-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2022-P3                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P3 A3        | CUSIP: 14686MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3361167 | PA      | $3364673.44   | 0.02%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/26 1.75       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  14889000 | PA      | $14863594.90  | 0.10%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-R1                                       | VERUS SECURITIZATION TRUST VERUS 2021 R1 A1 144A       | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1882284 | PA      | $1827191.34   | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-2                                           | CARMAX AUTO OWNER TRUST CARMX 2024 2 A2B               | CUSIP: 14319EAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49395 | PA      | $49401.92     | 0.00%             | 2027-05-17      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 1998-22                                                       | FANNIE MAE FNR 1998 22 FA                              | CUSIP: 31359RY63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1590 | PA      | $1589.52      | 0.00%             | 2028-04-18      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP (KNOC)                                           | KOREA NATIONAL OIL CORP SR UNSECURED 144A 11/26 VAR    | CUSIP: 50065LAE0<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | CORP              | KR        |   1250000 | PA      | $1262007.50   | 0.01%             | 2026-11-14      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                        | PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR           | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |  26633000 | PA      | $26681423.06  | 0.18%             | 2026-06-10      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-101                                               | FANNIE MAE FNR 2024 101 FB                             | CUSIP: 3136BUFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17508547 | PA      | $17569606.31  | 0.12%             | 2055-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                      | ENTERGY CORP SR UNSECURED 09/26 2.95                   | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |  51148000 | PA      | $50781659.10  | 0.35%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                       | AMERICAN TOWER CORP SR UNSECURED 02/26 4.4             | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6001537.32   | 0.04%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                           | PACIFIC LIFE GF II SECURED 144A 01/28 VAR              | CUSIP: 6944PL3E7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  41040000 | PA      | $41079921.66  | 0.28%             | 2028-01-27      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                  | NTT FINANCE CORP SR UNSECURED 144A 07/27 4.567         | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1700000 | PA      | $1715459.21   | 0.01%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2024-1A                                  | M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A   | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5038709 | PA      | $5095522.17   | 0.03%             | 2032-02-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H25                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H25 FD         | CUSIP: 38376RJN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2443008 | PA      | $2447540.37   | 0.02%             | 2065-10-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H06 FD         | CUSIP: 38376RSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    877045 | PA      | $882308.22    | 0.01%             | 2065-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 04/27 VAR            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  20710000 | PA      | $20674130.49  | 0.14%             | 2027-04-23      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-C                           | HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 C A2B 144A   | CUSIP: 448984AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4883586 | PA      | $4886932.72   | 0.03%             | 2027-03-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-40                                                | FANNIE MAE FNR 2016 40 AF                              | CUSIP: 3136ASK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144129 | PA      | $143282.55    | 0.00%             | 2046-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED REGS 01/27 VAR               | CUSIP: H42097BT3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1675000 | PA      | $1671274.30   | 0.01%             | 2027-01-30      | Floating      | 1.36%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-100                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 100 FA         | CUSIP: 38385GQ77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4833677 | PA      | $4855819.85   | 0.03%             | 2055-06-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5549                                                  | FREDDIE MAC FHR 5549 CF                                | CUSIP: 3137HLSA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  60899149 | PA      | $61616851.64  | 0.42%             | 2052-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                   | COX COMMUNICATIONS INC SR UNSECURED 144A 09/26 3.35    | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  31804000 | PA      | $31643837.28  | 0.22%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                       | VOYA FINANCIAL INC COMPANY GUAR 06/26 3.65             | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   4549000 | PA      | $4540142.69   | 0.03%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/28 VAR    | CUSIP: 44891ADN4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    242000 | PA      | $242461.30    | 0.00%             | 2028-01-07      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2021-1R                                            | ARROYO MORTGAGE TRUST ARRW 2021 1R A1 144A             | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7731104 | PA      | $7011930.46   | 0.05%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 551599 GN 08/31 FIXED 7                      | CUSIP: 36213DX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       573 | PA      | $580.68       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                          | TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/26 VAR        | CUSIP: 89236TLK9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8000394.56   | 0.05%             | 2026-01-05      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 508472 GN 04/31 FIXED 7                      | CUSIP: 36211B2D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        68 | PA      | $70.69        | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-4                                           | CARMAX AUTO OWNER TRUST CARMX 2023 4 A3                | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14891246 | PA      | $15085445.94  | 0.10%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING XVI LLC 2024-1A                                         | OSCAR US FUNDING TRUST OSCAR 2024 1A A2 144A           | CUSIP: 68784GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |    362544 | PA      | $362773.86    | 0.00%             | 2027-02-10      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                     | BRIGHTHSE FIN GLBL FUND SECURED 144A 05/26 1.55        | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   4161000 | PA      | $4116858.74   | 0.03%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1A LLC                                   | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2025 1A A2 144A    | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6200000 | PA      | $6240716.64   | 0.04%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FK         | CUSIP: 38376RQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2285469 | PA      | $2299851.58   | 0.02%             | 2066-02-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 VAR    | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2108325.72   | 0.01%             | 2027-09-24      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED 144A 01/27 VAR               | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  25277000 | PA      | $25220776.37  | 0.17%             | 2027-01-30      | Floating      | 1.36%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-C                                | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 C AFX 144A    | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6775932 | PA      | $6394570.77   | 0.04%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                     | BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125     | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |  26550000 | PA      | $26938910.24  | 0.18%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-GS1                                   | MILL CITY MORTGAGE TRUST MCMLT 2019 GS1 A1 144A        | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227304 | PA      | $223687.30    | 0.00%             | 2059-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-C                                    | HYUNDAI AUTO RECEIVABLES TRUST HART 2023 C A3          | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23049132 | PA      | $23285795.50  | 0.16%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ING INVESTMENT MANAGEMENT CLO LTD 2012-4A                                | VOYA CLO LTD INGIM 2012 4A A1R3 144A                   | CUSIP: 92916GBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    935450 | PA      | $936603.43    | 0.01%             | 2030-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GCAT LLC 2019-RPL1                                                       | GCAT GCAT 2019 RPL1 A1 144A                            | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    878783 | PA      | $859905.77    | 0.01%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                                | CANADIAN IMPERIAL BANK SR UNSECURED 10/26 VAR          | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  26525000 | PA      | $26708953.79  | 0.18%             | 2026-10-02      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                              | CITIBANK NA SR UNSECURED 08/26 VAR                     | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3262000 | PA      | $3268101.31   | 0.02%             | 2026-08-06      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3A                        | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A2 144A   | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435836 | PA      | $436301.98    | 0.00%             | 2028-05-22      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM2 TRUST                                                      | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM2 A1A 144A        | CUSIP: 67448DAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  33808863 | PA      | $32885417.70  | 0.23%             | 2062-01-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P3                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P3 A2        | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8900000 | PA      | $8903188.87   | 0.06%             | 2029-02-12      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 621752 GN 11/33 FIXED 6.5                    | CUSIP: 36290YWM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1923 | PA      | $1931.32      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                   | SAMMONS FINANCIAL GLOBAL SR SECURED 144A 09/27 VAR     | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |  43800000 | PA      | $43990359.62  | 0.30%             | 2027-09-02      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SOUNDS POINT CLO IV-R LTD 2013-3RA                                       | SOUND POINT CLO LTD SNDPT 2013 3RA A 144A              | CUSIP: 83609YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    309675 | PA      | $309843.99    | 0.00%             | 2031-04-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORPORATION                                          | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17  | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    243000 | PA      | $238651.27    | 0.00%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                 | AMERICAN EXPRESS CO SR UNSECURED 04/27 VAR             | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  21990000 | PA      | $22026871.51  | 0.15%             | 2027-04-23      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                           | WESTERN MIDSTREAM OPERAT SR UNSECURED 07/26 4.65       | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3688000 | PA      | $3689042.34   | 0.03%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CRSNT TRUST 2021-MOON                                                    | CRSNT TRUST CRSNT 2021 MOON A 144A                     | CUSIP: 22877LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  52400000 | PA      | $52061139.68  | 0.36%             | 2036-04-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                      | NATWEST MARKETS PLC SR UNSECURED 144A 09/26 VAR        | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   9930000 | PA      | $9958510.22   | 0.07%             | 2026-09-29      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                      | NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329           | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $982693.02    | 0.01%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                             | ING GROEP NV SR UNSECURED 04/27 VAR                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  57838000 | PA      | $57482002.48  | 0.39%             | 2027-04-01      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5480                                                  | FREDDIE MAC FHR 5480 FG                                | CUSIP: 3137HHUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31587817 | PA      | $31704003.20  | 0.22%             | 2054-12-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H13                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H13 FM         | CUSIP: 38380QGX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101063 | PA      | $100910.83    | 0.00%             | 2070-08-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                         | DEUTSCHE BANK AG 01/26 4.1                             | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  11469000 | PA      | $11469034.87  | 0.08%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                     | FNMA POOL AL7183 FN 01/36 FLOATING VAR                 | CUSIP: 3138EP6V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    964247 | PA      | $1006552.43   | 0.01%             | 2036-01-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION                         | MORGAN STANLEY PVT BANK SR UNSECURED 07/28 VAR         | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  68288000 | PA      | $68447007.93  | 0.47%             | 2028-07-06      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                  | FREDDIE MAC FHR 5500 UF                                | CUSIP: 3137HJCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9675838 | PA      | $9709950.03   | 0.07%             | 2054-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A                        | SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A3 144A   | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4548257 | PA      | $4578289.59   | 0.03%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST 2024-A                                             | USAA AUTO OWNER TRUST USAOT 2024 A A3 144A             | CUSIP: 90327VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7395890 | PA      | $7455912.23   | 0.05%             | 2029-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES-2024-1 OWNER TRUST                                | HONDA AUTO RECEIVABLES OWNER T HAROT 2024 1 A3         | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2444539 | PA      | $2466246.73   | 0.02%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR 144A 08/27 VAR         | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  50432000 | PA      | $50576315.71  | 0.35%             | 2027-08-11      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/27 VAR    | CUSIP: 44891CDE0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1709258.71   | 0.01%             | 2027-06-24      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | US TREASURY N/B 10/30 3.625                            | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 395800000 | PA      | $394192062.50 | 2.71%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-2                                           | CARMAX AUTO OWNER TRUST CARMX 2024 2 A2A               | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147063 | PA      | $147152.68    | 0.00%             | 2027-05-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                                | CANADIAN IMPERIAL BANK SR UNSECURED 01/28 VAR          | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  23277000 | PA      | $23313938.27  | 0.16%             | 2028-01-13      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                                       | FANNIE MAE FNR 2025 35 FB                              | CUSIP: 3136BVF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17321609 | PA      | $17415705.19  | 0.12%             | 2055-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JPMCC-2019-BKWD                                                          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 BKWD A 144A  | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17535011 | PA      | $17043660.97  | 0.12%             | 2029-09-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   4000000 | PA      | $4000000.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                | COREBRIDGE GLOB FUNDING SECURED 144A 12/28 VAR         | CUSIP: 00138CBL1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  46400000 | PA      | $46497830.22  | 0.32%             | 2028-12-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR         | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  25939000 | PA      | $25807917.52  | 0.18%             | 2027-03-09      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                              | BNP PARIBAS REGS 06/27 VAR                             | CUSIP: 09659X2Q4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7400000 | PA      | $7308984.07   | 0.05%             | 2027-06-30      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                       | CONAGRA BRANDS INC SR UNSECURED 10/26 5.3              | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  60233000 | PA      | $60753509.49  | 0.42%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                                | FANNIE MAE FNR 2025 12 FG                              | CUSIP: 3136BVFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10708559 | PA      | $10761046.03  | 0.07%             | 2055-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                             | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A2A        | CUSIP: 36271VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5499667 | PA      | $5513660.54   | 0.04%             | 2027-05-20      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-H26                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H26 LF         | CUSIP: 38375BGS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    119978 | PA      | $119871.47    | 0.00%             | 2058-08-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                         | BERRY GLOBAL INC SR SECURED 144A 07/26 4.875           | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  15583000 | PA      | $15586368.58  | 0.11%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                             | ENBRIDGE INC COMPANY GUAR 12/26 4.25                   | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  13334000 | PA      | $13362650.90  | 0.09%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 571205 GN 09/31 FIXED 7                      | CUSIP: 36200SR28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       284 | PA      | $294.62       | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A      | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    881660 | PA      | $884904.85    | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                       | ESSEX PORTFOLIO LP COMPANY GUAR 04/26 3.375            | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   2777000 | PA      | $2770728.06   | 0.02%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2023-A                                           | BMW VEHICLE OWNER TRUST BMWOT 2023 A A3                | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4597851 | PA      | $4626101.80   | 0.03%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                      | NATWEST MARKETS PLC SR UNSECURED REGS 05/27 VAR        | CUSIP: G6382G7Q9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  16000000 | PA      | $16100259.20  | 0.11%             | 2027-05-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 12/26 VAR                | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5435000 | PA      | $5478756.97   | 0.04%             | 2026-12-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-5A                                           | CHASE AUTO OWNER TRUST CHAOT 2024 5A A3 144A           | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2107648.41   | 0.01%             | 2029-08-27      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2025-A                                  | HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2025 A A2B        | CUSIP: 41284XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11208216 | PA      | $11224934.14  | 0.08%             | 2028-07-17      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 01/27 VAR    | CUSIP: 44891CCW1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705598.71    | 0.00%             | 2027-01-08      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| COLT 2021-4 MORTGAGE LOAN TRUST                                          | COLT FUNDING LLC COLT 2021 4 A1 144A                   | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20189812 | PA      | $17349123.85  | 0.12%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5584                                                  | FREDDIE MAC FHR 5584 DF                                | CUSIP: 3137HNCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3271069 | PA      | $3284682.80   | 0.02%             | 2055-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                        | HSBC HOLDINGS PLC SR UNSECURED 03/26 4.3               | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  25400000 | PA      | $25411469.62  | 0.17%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XIII                                              | ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A    | CUSIP: 04942VAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     80394 | PA      | $80493.35     | 0.00%             | 2031-04-22      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | CITIGROUP INC SR UNSECURED 06/27 VAR                   | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6658830.54   | 0.05%             | 2027-06-09      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE  ASSOCIATION GNR-2019-H11                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H11 FM         | CUSIP: 38380LVB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    344696 | PA      | $345098.33    | 0.00%             | 2069-05-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE SR UNSECURED 03/27 VAR          | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2506000 | PA      | $2512927.49   | 0.02%             | 2027-03-12      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 4615                                                         | FREDDIE MAC FHR 4615 AF                                | CUSIP: 3137BRYG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205784 | PA      | $203143.59    | 0.00%             | 2038-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A                       | GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A    | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3371320 | PA      | $3373179.58   | 0.02%             | 2031-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H12                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H12 FD         | CUSIP: 38376RBP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2073085 | PA      | $2075353.03   | 0.01%             | 2065-05-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                  | BLACK HILLS CORP SR UNSECURED 01/26 3.95               | CUSIP: 092113AL3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |  13974000 | PA      | $13971044.36  | 0.10%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C                           | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 C A2B 144A   | CUSIP: 44935GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35900000 | PA      | $35915192.88  | 0.25%             | 2028-01-18      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                | BANQUE FED CRED MUTUEL 144A 07/26 5.896                | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $808089.52    | 0.01%             | 2026-07-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H19                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H19 FA         | CUSIP: 38376RZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    273566 | PA      | $274495.30    | 0.00%             | 2066-09-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                     | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/26 1.625     | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    825000 | PA      | $818298.68    | 0.01%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                       | AMERICAN TOWER CORP SR UNSECURED 04/26 1.6             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  26200000 | PA      | $26025534.46  | 0.18%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR     | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  43397000 | PA      | $43361967.77  | 0.30%             | 2027-01-14      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 06/27 VAR                | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    906000 | PA      | $910222.70    | 0.01%             | 2027-06-04      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                               | VMWARE LLC SR UNSECURED 08/26 1.4                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  97218000 | PA      | $95806676.57  | 0.66%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-1                                                 | FANNIE MAE FNR 2025 1 FD                               | CUSIP: 3136BUZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17822986 | PA      | $17899075.66  | 0.12%             | 2055-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                      | SOUTHWESTERN ELEC POWER SR UNSECURED 10/26 2.75        | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   6420000 | PA      | $6363615.77   | 0.04%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                              | SWEDBANK AB REGS 06/26 VAR                             | CUSIP: ACI2GM5T7<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  10509000 | PA      | $10564138.62  | 0.07%             | 2026-06-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                     | FNMA POOL AL5548 FN 05/38 FLOATING VAR                 | CUSIP: 3138ENEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    126342 | PA      | $131819.65    | 0.00%             | 2038-05-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 10/27 VAR            | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  51979000 | PA      | $52123828.05  | 0.36%             | 2027-10-18      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                            | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 05/26 5.75  | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6514000 | PA      | $6546272.44   | 0.04%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR         | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1030168.40   | 0.01%             | 2028-03-21      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR    | CUSIP: 44891ADS3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  46500000 | PA      | $46700100.20  | 0.32%             | 2027-03-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                      | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 VAR        | CUSIP: 86562MCU2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  30620000 | PA      | $30631607.74  | 0.21%             | 2026-01-13      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                       | ORACLE CORPORATION 01/26 ZCP                           | CUSIP: 6840C3AG8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  45100000 | PA      | $45023239.80  | 0.31%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE SR UNSECURED 03/27 VAR          | CUSIP: 02665WGM7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  44000000 | PA      | $44115485.04  | 0.30%             | 2027-03-08      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/26 5.95   | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8723000 | PA      | $8837942.71   | 0.06%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED REGS 02/27 VAR               | CUSIP: H3698DDG6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $199442.72    | 0.00%             | 2027-02-02      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5564                                                  | FREDDIE MAC FHR 5564 FB                                | CUSIP: 3137HMD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11190094 | PA      | $11242753.51  | 0.08%             | 2055-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H21                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H21 FA         | CUSIP: 38384LXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  27148350 | PA      | $27117981.41  | 0.19%             | 2075-10-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2025-C                                    | HYUNDAI AUTO RECEIVABLES TRUST HART 2025 C A2B         | CUSIP: 44935JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26600000 | PA      | $26616273.88  | 0.18%             | 2028-07-17      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA/LONDON BRANCH                                         | CREDIT AGRICOLE LONDON 144A 01/27 4.125                | CUSIP: 22535WAB3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2866000 | PA      | $2868725.19   | 0.02%             | 2027-01-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                      | NEXTERA ENERGY CAPITAL COMPANY GUAR 09/27 4.685        | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18223585.20  | 0.13%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                               | SYDNEY AIRPORT FINANCE SR SECURED 144A 04/26 3.625     | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |  30284000 | PA      | $30226408.01  | 0.21%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                           | CARMAX AUTO OWNER TRUST CARMX 2024 1 A3                | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31631727 | PA      | $31883059.88  | 0.22%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| LCM LOAN INCOME FUND I LTD                                               | LCM LOAN INCOME FUND LTD LCMLF 1A A 144A               | CUSIP: 50189XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    651531 | PA      | $652332.34    | 0.00%             | 2031-04-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                        | BARCLAYS BANK PLC SR UNSECURED 11/27 VAR               | CUSIP: 06746BVA6<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10032360.40  | 0.07%             | 2027-11-26      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H20                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H20 FA         | CUSIP: 38384LB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14092762 | PA      | $14139933.06  | 0.10%             | 2075-09-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD 2018-3A                                             | BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A            | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3776846 | PA      | $3781439.31   | 0.03%             | 2030-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5593                                                  | FREDDIE MAC FHR 5593 FB                                | CUSIP: 3137HNV47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3626348 | PA      | $3642743.17   | 0.03%             | 2055-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H11                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H11 FA         | CUSIP: 38375BLN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    139728 | PA      | $139797.32    | 0.00%             | 2061-03-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                              | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/26 4.25   | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   6806000 | PA      | $6806759.55   | 0.05%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED 144A 08/27 4.703             | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7439000 | PA      | $7466154.73   | 0.05%             | 2027-08-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-D                                 | WORLD OMNI AUTO RECEIVABLES TR WOART 2022 D A3         | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    518163 | PA      | $520264.89    | 0.00%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2025-1A                                       | BANK OF AMERICA AUTO TRUST BAAT 2025 1A A2B 144A       | CUSIP: 05594BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7309826 | PA      | $7314547.73   | 0.05%             | 2027-11-22      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                             | AUTOZONE INC SR UNSECURED 04/26 3.125                  | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1312521.79   | 0.01%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                  | NTT FINANCE CORP COMPANY GUAR 144A 04/26 1.162         | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  32470000 | PA      | $32232648.20  | 0.22%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                       | CREDIT AGRICOLE SA REGS 01/27 VAR                      | CUSIP: 22536PAH4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $359255.72    | 0.00%             | 2027-01-26      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-109                                                      | FANNIE MAE FNR 2007 109 GF                             | CUSIP: 31396X2G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    174031 | PA      | $174242.67    | 0.00%             | 2037-12-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-B                                             | ARI FLEET LEASE TRUST ARIFL 2025 B A2 144A             | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16800000 | PA      | $16925146.56  | 0.12%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5573                                                  | FREDDIE MAC FHR 5573 FB                                | CUSIP: 3137HMSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10251300 | PA      | $10296541.49  | 0.07%             | 2055-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                      | NATWEST MARKETS PLC SR UNSECURED 144A 05/27 VAR        | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   7314000 | PA      | $7359830.99   | 0.05%             | 2027-05-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSECURED 02/26 2.196                     | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        | 149458000 | PA      | $149179571.70 | 1.02%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2025-A                                           | NISSAN AUTO LEASE TRUST NALT 2025 A A2B                | CUSIP: 65479XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  45634594 | PA      | $45657894.81  | 0.31%             | 2027-11-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY3                                       | TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A       | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    676326 | PA      | $677328.08    | 0.00%             | 2059-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GPMT LLC 2021-FL3                                                        | GPMT LTD. GPMT 2021 FL3 A 144A                         | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2530516 | PA      | $2530313.50   | 0.02%             | 2035-07-16      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 04/26 4.45       | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  18473000 | PA      | $18475139.73  | 0.13%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2018-39                                                | FANNIE MAE FNR 2018 39 FW                              | CUSIP: 3136B2CD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4738717 | PA      | $4688963.56   | 0.03%             | 2048-06-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-BA           | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 BA A2 144A   | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35900000 | PA      | $36025915.66  | 0.25%             | 2028-05-22      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                          | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/27 3.25  | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    134000 | PA      | $132582.74    | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-101                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 101 FC         | CUSIP: 38385GB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1882802 | PA      | $1889814.37   | 0.01%             | 2055-06-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B                                  | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A     | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7201348 | PA      | $6887209.89   | 0.05%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1                                   | CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A    | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17069137 | PA      | $17164608.27  | 0.12%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1A                                             | USB AUTO OWNER TRUST USCAR 2025 1A A2 144A             | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10881850 | PA      | $10906123.33  | 0.07%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB         | CUSIP: 38375UZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    543539 | PA      | $550163.63    | 0.00%             | 2067-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                             | ARI FLEET LEASE TRUST ARIFL 2024 B A2 144A             | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6219968 | PA      | $6265713.21   | 0.04%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                           | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 B A2B 144A   | CUSIP: 44935DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  34566104 | PA      | $34645045.93  | 0.24%             | 2027-09-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 01/26 4.375                  | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  57927000 | PA      | $57931257.63  | 0.40%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                       | SOUTHERN CAL EDISON 1ST MORTGAGE 02/26 1.2             | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   9707000 | PA      | $9672190.12   | 0.07%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC 2025-1A                                                        | DLLAA LLC DLLAA 2025 1A A2 144A                        | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20614422 | PA      | $20697846.54  | 0.14%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP SR UNSECURED 03/26 1.75                        | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  35052000 | PA      | $34916182.96  | 0.24%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2010-H10                                      | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H10 FB         | CUSIP: 38375BBX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    516862 | PA      | $520344.72    | 0.00%             | 2060-05-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK/NEW YORK BRANCH                                  | STANDARD CHARTERED BK/NY SR UNSECURED 10/26 VAR        | CUSIP: 85325X2A3<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4012363.20   | 0.03%             | 2026-10-08      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR     | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  31523000 | PA      | $31847894.01  | 0.22%             | 2027-07-06      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR           | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012867.48   | 0.01%             | 2027-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A                           | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 A A2B 144A   | CUSIP: 44935WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28764556 | PA      | $28772699.29  | 0.20%             | 2027-06-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC DISC COML PAPER 02/26 ZCP                      | CUSIP: 40412DB24<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298877.73    | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF60        | FHLMC MULTIFAMILY STRUCTURED P FHMS KF60 A             | CUSIP: 3137FL7L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    314918 | PA      | $314963.00    | 0.00%             | 2026-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                    | CROWN CASTLE 01/26 ZCP                                 | CUSIP: 22823QAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  12700000 | PA      | $12669004.38  | 0.09%             | 2026-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-FACT TRUST                                                     | CREDIT SUISSE MORTGAGE TRUST CSMC 2020 FACT A 144A     | CUSIP: 126395AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8700000 | PA      | $8679421.89   | 0.06%             | 2037-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                           | CARMAX AUTO OWNER TRUST CARMX 2024 4 A2B               | CUSIP: 14290DAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5496957 | PA      | $5498142.56   | 0.04%             | 2027-12-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-4                                         | TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A          | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9248176 | PA      | $8933035.85   | 0.06%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2010-4                                                        | FANNIE MAE FNR 2010 4 AF                               | CUSIP: 31398GS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8960 | PA      | $8997.43      | 0.00%             | 2040-02-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 60A LTD                                       | GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2022 60A AR 144A  | CUSIP: 381733AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6600000 | PA      | $6612499.41   | 0.05%             | 2034-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                       | CREDIT AGRICOLE SA 144A 07/26 VAR                      | CUSIP: 22534PAF0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3300000 | PA      | $3316900.32   | 0.02%             | 2026-07-05      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-A                                 | WORLD OMNI AUTO RECEIVABLES TR WOART 2024 A A3         | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13097077 | PA      | $13171144.95  | 0.09%             | 2029-03-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-3 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2025 3 A2 144A      | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27900000 | PA      | $28050732.54  | 0.19%             | 2028-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P2 A2        | CUSIP: 14688YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11415560 | PA      | $11435443.93  | 0.08%             | 2028-08-10      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3                | GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A3          | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3432792 | PA      | $3457891.47   | 0.02%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-31                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 31 CF          | CUSIP: 38381RYA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3453397 | PA      | $3391753.62   | 0.02%             | 2049-03-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5510                                                  | FREDDIE MAC FHR 5510 FA                                | CUSIP: 3137HJMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21348176 | PA      | $21456509.51  | 0.15%             | 2055-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/27 VAR    | CUSIP: 44891CDY6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6438279.17   | 0.04%             | 2027-06-23      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                         | GATX CORP SR UNSECURED 09/26 3.25                      | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |  11385000 | PA      | $11328529.72  | 0.08%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2021-A LLC                                    | ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A      | CUSIP: 28628BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4520636 | PA      | $4070694.32   | 0.03%             | 2046-12-26      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR           | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  22762000 | PA      | $22818729.28  | 0.16%             | 2028-01-24      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 590330 GN 07/32 FIXED 7                      | CUSIP: 36201QY31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       378 | PA      | $389.91       | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-C                                 | WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A2A        | CUSIP: 98164NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1878179 | PA      | $1880564.21   | 0.01%             | 2028-01-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC 2022-3                                    | ENTERPRISE FLEET FINANCING LLC EFF 2022 3 A2 144A      | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    652229 | PA      | $652568.05    | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2008-1                                                        | FANNIE MAE FNR 2008 1 LF                               | CUSIP: 31396YCM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37846 | PA      | $37946.09     | 0.00%             | 2037-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                 | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR        | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  43623000 | PA      | $44115591.35  | 0.30%             | 2027-08-07      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                     | KEURIG DR PEPPER INC COMPANY GUAR 11/26 VAR            | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  21201000 | PA      | $21209560.75  | 0.15%             | 2026-11-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5498                                                  | FREDDIE MAC FHR 5498 FC                                | CUSIP: 3137HHWA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17123275 | PA      | $17188026.46  | 0.12%             | 2055-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST 2017-A6                              | CITIBANK CREDIT CARD ISSUANCE CCCIT 2017 A6 A6         | CUSIP: 17305EGE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5550000 | PA      | $5598677.94   | 0.04%             | 2029-05-14      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                       | F+G GLOBAL FUNDING SECURED 144A 06/26 1.75             | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   3727000 | PA      | $3681848.62   | 0.03%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                               | ZIMMER BIOMET HOLDINGS SR UNSECURED 02/27 4.7          | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   3098000 | PA      | $3124709.65   | 0.02%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                               | SPECTRA ENERGY PARTNERS COMPANY GUAR 10/26 3.375       | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |  12200000 | PA      | $12149432.95  | 0.08%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC SR UNSECURED 144A 04/26 4.05    | CUSIP: 853254AZ3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  10300000 | PA      | $10300685.26  | 0.07%             | 2026-04-12      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK INC COMPANY GUAR 07/26 4.85                      | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  41559000 | PA      | $41642851.52  | 0.29%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                 | AMERICAN EXPRESS CO SR UNSECURED 02/26 VAR             | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  33410000 | PA      | $33415490.60  | 0.23%             | 2026-02-13      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P1                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2        | CUSIP: 14689MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2397311 | PA      | $2399947.52   | 0.02%             | 2028-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                       | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 VAR   | CUSIP: 86563VBF5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  18395000 | PA      | $18427826.43  | 0.13%             | 2026-03-09      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| UPGRADE AUTO RECEIVABLES TRUST 25-1A                                     | UPGRADE AUTO RECEIVABLES TRUST UPGA 2025 1A A2 144A    | CUSIP: 91531AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14000000 | PA      | $14018289.60  | 0.10%             | 2029-05-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                    | CROWN CASTLE 01/26 ZCP                                 | CUSIP: 22823QAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        | 125000000 | PA      | $124709425.00 | 0.86%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                        | AIRCASTLE LTD COMPANY GUAR 06/26 4.25                  | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  13392000 | PA      | $13393292.33  | 0.09%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                          | TOYOTA LEASE OWNER TRUST TLOT 2025 A A2B 144A          | CUSIP: 89239NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  47869511 | PA      | $47895647.87  | 0.33%             | 2027-07-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-42                                                | FANNIE MAE FNR 2014 42 FA                              | CUSIP: 3136AKPQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1189588 | PA      | $1168605.29   | 0.01%             | 2044-07-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR             | CUSIP: 46647PCY0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  19437000 | PA      | $19616166.18  | 0.13%             | 2028-02-24      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC COMPANY GUAR 09/26 5.375                       | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  18550000 | PA      | $18590967.86  | 0.13%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                            | ENEL FINANCE INTL NV COMPANY GUAR REGS 07/26 1.625     | CUSIP: N30706VC1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1590000 | PA      | $1570226.31   | 0.01%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                   | DBS GROUP HOLDINGS LTD SR UNSECURED 144A 03/28 VAR     | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  44000000 | PA      | $44146607.56  | 0.30%             | 2028-03-21      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                          | DANSKE BANK A/S 144A 09/27 VAR                         | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  34070000 | PA      | $33498961.59  | 0.23%             | 2027-09-10      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | US 5YR NOTE (CBT) MAR26 XCBT 20260331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -1395 | NC      | $-197477.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-65                                                       | FANNIE MAE FNR 2002 65 FC                              | CUSIP: 31392EG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3197 | PA      | $3196.00      | 0.00%             | 2026-06-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE         | CUSIP: 38376R5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2295194 | PA      | $2322255.51   | 0.02%             | 2067-06-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 06/26 VAR                | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5023315.40   | 0.03%             | 2026-06-05      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/26 1.5    | CUSIP: 44891CBW2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    347000 | PA      | $343040.01    | 0.00%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4521                                                  | FREDDIE MAC FHR 4521 AF                                | CUSIP: 3137BLN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1016958 | PA      | $1004376.15   | 0.01%             | 2041-05-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H17 FC         | CUSIP: 38376RXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000812 | PA      | $1005411.67   | 0.01%             | 2066-08-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-60                                                | FANNIE MAE FNR 2019 60 WF                              | CUSIP: 3136B6VA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2493125 | PA      | $2470990.24   | 0.02%             | 2059-10-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                     | GENERAL MOTORS FINL CO COMPANY GUAR 03/26 5.25         | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6353000 | PA      | $6358115.75   | 0.04%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5428                                                  | FREDDIE MAC FHR 5428 CF                                | CUSIP: 3137HDKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6553148 | PA      | $6576152.32   | 0.05%             | 2054-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                           | PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR          | CUSIP: 743672AG2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  30500000 | PA      | $30548491.34  | 0.21%             | 2026-07-22      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                             | ING GROEP NV SR UNSECURED 09/27 VAR                    | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   8595000 | PA      | $8655264.01   | 0.06%             | 2027-09-11      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 03/27 VAR            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6868052.72   | 0.05%             | 2027-03-11      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95         | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2793245.53   | 0.02%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 545862 GN 08/31 FIXED 7                      | CUSIP: 36212WMK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        65 | PA      | $66.55        | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-6                                                 | FANNIE MAE FNR 2025 6 FA                               | CUSIP: 3136BUTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10852270 | PA      | $10904912.39  | 0.07%             | 2055-02-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS1                                     | LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS1 A1 144A      | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4134058 | PA      | $4138229.70   | 0.03%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                        | NATWEST GROUP PLC SR UNSECURED 11/28 VAR               | CUSIP: 639057AR9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    181000 | PA      | $182734.78    | 0.00%             | 2028-11-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 569554 GN 01/32 FIXED 7                      | CUSIP: 36200QWP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       781 | PA      | $809.65       | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5532                                                  | FREDDIE MAC FHR 5532 FA                                | CUSIP: 3137HKPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  30097200 | PA      | $30231571.57  | 0.21%             | 2055-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ENEL AMERICAS SA (AKA: ENERSIS SA)                                       | ENEL AMERICAS SA SR UNSECURED 10/26 4                  | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |  15995000 | PA      | $15962814.86  | 0.11%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H15                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H15 FA         | CUSIP: 38376RWY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    537480 | PA      | $539701.08    | 0.00%             | 2066-07-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2017-4A                                                 | CIFC FUNDING LTD CIFC 2017 4A A1R 144A                 | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6847755 | PA      | $6856181.10   | 0.05%             | 2030-10-24      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H20                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H20 FC         | CUSIP: 38380LNJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    769793 | PA      | $771186.60    | 0.01%             | 2068-10-20      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2019-3A                                        | NELNET STUDENT LOAN TRUST NSLT 2019 3A A 144A          | CUSIP: 64031DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8312072 | PA      | $8321440.15   | 0.06%             | 2067-08-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B                                  | HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A2         | CUSIP: 41284PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4734302 | PA      | $4737042.20   | 0.03%             | 2027-08-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                            | BAT INTL FINANCE PLC COMPANY GUAR 03/26 1.668          | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  64530000 | PA      | $64179278.16  | 0.44%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)                     | FREDDIE MAC NOTES 09/28 4.125                          | CUSIP: 3134HBT43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  34175000 | PA      | $34194845.42  | 0.23%             | 2028-09-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHEAA STUDENT LOAN TRUST 2016-2A                                         | PENNSYLVANIA HIGHER EDUCATION PHEAA 2016 2A A 144A     | CUSIP: 69343VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2362732 | PA      | $2362836.72   | 0.02%             | 2065-11-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A                        | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A   | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3612824 | PA      | $3635814.06   | 0.02%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                          | SANTANDER UK GROUP HLDGS SR UNSECURED 06/27 VAR        | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  81574000 | PA      | $80673062.48  | 0.55%             | 2027-06-14      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-37                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 37 FG          | CUSIP: 38376XJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3157353 | PA      | $3174197.17   | 0.02%             | 2040-03-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                    | AIR LEASE CORP DISC COML 01/26 ZCP                     | CUSIP: 00913XA29<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  33000000 | PA      | $32992677.30  | 0.23%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                                  | FREDDIE MAC FHR 5517 VF                                | CUSIP: 3137HKP40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  60783394 | PA      | $61055277.88  | 0.42%             | 2055-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                               | CNH INDUSTRIAL CAP LLC COMPANY GUAR 07/26 1.45         | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   3222000 | PA      | $3175159.24   | 0.02%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4842                                                  | FREDDIE MAC FHR 4842 FW                                | CUSIP: 3137FJG52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6442806 | PA      | $6319296.12   | 0.04%             | 2037-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                 | SVENSKA HANDELSBANKEN AB 144A 06/26 VAR                | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $1004601.24   | 0.01%             | 2026-06-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                              | FED CAISSES DESJARDINS SR UNSECURED 144A 01/27 VAR     | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  53700000 | PA      | $53891243.96  | 0.37%             | 2027-01-27      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                 | AMERICAN EXPRESS CO SR UNSECURED 11/26 VAR             | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  20038000 | PA      | $20112381.66  | 0.14%             | 2026-11-04      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2019-CA                                       | NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A       | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    803899 | PA      | $796080.79    | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FNR-2019-51                                                              | FANNIE MAE FNR 2019 51 AF                              | CUSIP: 3136B5P58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    411919 | PA      | $410032.64    | 0.00%             | 2049-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR           | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  38473000 | PA      | $38323363.50  | 0.26%             | 2027-06-17      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                                       | AMEREN CORP AMEREN CORP                                | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   7434000 | PA      | $7537913.12   | 0.05%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                  | FREDDIE MAC FHR 5500 QF                                | CUSIP: 3137HJBW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15073857 | PA      | $15156434.76  | 0.10%             | 2054-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/26 1.3    | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2016000 | PA      | $2015056.87   | 0.01%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 09/27 VAR                    | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  22065000 | PA      | $22413197.62  | 0.15%             | 2027-09-13      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR            | CUSIP: 06051GJV2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5787000 | PA      | $5810209.98   | 0.04%             | 2027-07-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-50                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 50 GF          | CUSIP: 38376YGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3015342 | PA      | $3027101.74   | 0.02%             | 2040-04-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-61                                                | FANNIE MAE FNR 2014 61 FA                              | CUSIP: 3136ALFX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2147274 | PA      | $2127690.00   | 0.01%             | 2044-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-B OWNER TRUST                               | TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 B A3           | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1744488 | PA      | $1763071.93   | 0.01%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                              | CITIBANK NA SR UNSECURED 04/26 VAR                     | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $14512137.95  | 0.10%             | 2026-04-30      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                             | ILLUMINA INC SR UNSECURED 09/26 4.65                   | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |  15532000 | PA      | $15586966.19  | 0.11%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II 2025-1A                                    | TRILLIUM CREDIT CARD TRUST II TCCT 2025 1A A 144A      | CUSIP: 89621ACC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  63500000 | PA      | $63743859.05  | 0.44%             | 2030-09-26      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC SR UNSECURED REGS 07/27 VAR     | CUSIP: G84228FT0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  13900000 | PA      | $13994705.57  | 0.10%             | 2027-07-06      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-4A                                           | CHASE AUTO OWNER TRUST CHAOT 2024 4A A3 144A           | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19100000 | PA      | $19290915.96  | 0.13%             | 2029-07-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 1.5    | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4942939.60   | 0.03%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SA                                                  | TELEFONICA EMISIONES SAU COMPANY GUAR 03/27 4.103      | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |  17352000 | PA      | $17348264.98  | 0.12%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2021-APPL                   | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL A 144A   | CUSIP: 63874AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2784517 | PA      | $2706254.60   | 0.02%             | 2038-08-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4736                                                  | FREDDIE MAC FHR 4736 AF                                | CUSIP: 3137FCHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2224933 | PA      | $2110073.44   | 0.01%             | 2042-08-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR         | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6320000 | PA      | $6399970.44   | 0.04%             | 2027-10-28      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 04/28 VAR         | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1329302.70   | 0.01%             | 2028-04-23      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-3 TRUST                                  | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 3 A 144A      | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7441509 | PA      | $7464875.23   | 0.05%             | 2034-08-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2015-87                                                | FANNIE MAE FNR 2015 87 BF                              | CUSIP: 3136AQWE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1123869 | PA      | $1109390.99   | 0.01%             | 2045-12-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 485867 GN 10/31 FIXED 7                      | CUSIP: 36209YW46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       335 | PA      | $343.21       | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 781690 GN 12/33 FIXED 6                      | CUSIP: 36225B2X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5746 | PA      | $5970.50      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                         | SOCIETE GENERALE 144A 01/27 VAR                        | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  12866000 | PA      | $12873236.22  | 0.09%             | 2027-01-12      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR             | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20725000 | PA      | $20779573.48  | 0.14%             | 2027-09-22      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD 2016-3A                                             | BLUEMOUNTAIN CLO LTD BLUEM 2016 3A A1R2 144A           | CUSIP: 09628VAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1251675 | PA      | $1252321.14   | 0.01%             | 2030-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-B                                           | NISSAN AUTO LEASE TRUST NALT 2024 B A2B                | CUSIP: 65481DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11418689 | PA      | $11424178.92  | 0.08%             | 2027-06-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/26 5.95   | CUSIP: 44891CCM3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    263000 | PA      | $266465.54    | 0.00%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FN         | CUSIP: 38376R5Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    292204 | PA      | $292379.91    | 0.00%             | 2067-07-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                                      | FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A3           | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1720732 | PA      | $1725402.53   | 0.01%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | ENERGY TRANSFER LP SR UNSECURED 01/26 4.75             | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  38672000 | PA      | $38679233.60  | 0.27%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A                        | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A3 144A   | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16227599 | PA      | $16407719.06  | 0.11%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-40                                                | FANNIE MAE FNR 2016 40 EF                              | CUSIP: 3136ASL87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2962264 | PA      | $2945259.22   | 0.02%             | 2046-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                          | TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/26 VAR        | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  36000000 | PA      | $36121283.28  | 0.25%             | 2026-08-07      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 10/28 VAR            | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5554000 | PA      | $5581666.97   | 0.04%             | 2028-10-18      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                  | NATIONAL BANK OF CANADA COMPANY GUAR 03/27 VAR         | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  54875000 | PA      | $54934450.48  | 0.38%             | 2027-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H08                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H08 FA         | CUSIP: 38375BQL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1346941 | PA      | $1349921.10   | 0.01%             | 2062-01-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-205                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 205 FH         | CUSIP: 38385K4D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3500663.60   | 0.02%             | 2054-04-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2023-AA                                           | CHASE AUTO OWNER TRUST CHAOT 2023 AA A3 144A           | CUSIP: 16144KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12502630 | PA      | $12636680.59  | 0.09%             | 2029-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                              | BNP PARIBAS REGS 01/27 VAR                             | CUSIP: 09659X2N1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   9700000 | PA      | $9690960.86   | 0.07%             | 2027-01-13      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-1A                        | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A2 144A   | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4284947 | PA      | $4291952.93   | 0.03%             | 2028-05-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5516                                                  | FREDDIE MAC FHR 5516 FB                                | CUSIP: 3137HKBL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24766247 | PA      | $24858035.57  | 0.17%             | 2055-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2007-7                                                 | FANNIE MAE FNR 2007 7 F                                | CUSIP: 31396PSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13774 | PA      | $13626.48     | 0.00%             | 2037-02-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR           | CUSIP: 04685A4Q1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  15700000 | PA      | $15719518.08  | 0.11%             | 2026-08-10      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-40                                                | FANNIE MAE FNR 2016 40 DF                              | CUSIP: 3136ASL61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2052072 | PA      | $2019300.16   | 0.01%             | 2046-07-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                          | TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/26 VAR        | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  11202000 | PA      | $11214417.30  | 0.08%             | 2026-05-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-B                                    | MERCEDES BENZ AUTO LEASE TRUST MBALT 2024 B A2B        | CUSIP: 58769GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1399878 | PA      | $1400054.02   | 0.01%             | 2026-12-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                  | MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 VAR       | CUSIP: 58769JAY3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200820.94    | 0.00%             | 2027-11-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| AREIT TRUST 2022-CRE6                                                    | AREIT CRE TRUST AREIT 2022 CRE6 A 144A                 | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  18206924 | PA      | $18184565.40  | 0.12%             | 2037-01-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2023-A                                             | ARI FLEET LEASE TRUST ARIFL 2023 A A2 144A             | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2473404 | PA      | $2474639.87   | 0.02%             | 2032-02-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2                          | CAPITAL ONE PRIME AUTO RECEIVA COPAR 2023 2 A3         | CUSIP: 14044EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    983240 | PA      | $994751.93    | 0.01%             | 2028-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2020-12                                                       | FANNIE MAE FNR 2020 12 WF                              | CUSIP: 3136B8D55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4571146 | PA      | $4529543.15   | 0.03%             | 2060-03-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                | NATIONAL FUEL GAS CO SR UNSECURED 10/26 5.5            | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1424434.56   | 0.01%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3        | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18600000 | PA      | $18719798.88  | 0.13%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                       | SOUTHERN CAL EDISON 1ST MORTGAGE 09/26 4.4             | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  41090000 | PA      | $41169725.28  | 0.28%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                | BANQUE FED CRED MUTUEL 144A 07/26 VAR                  | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  11581000 | PA      | $11649537.40  | 0.08%             | 2026-07-13      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST 2024-1A                                | GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A   | CUSIP: 39573AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    324730 | PA      | $324892.60    | 0.00%             | 2027-08-16      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-D OWNER TRUST                               | TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 D A2B          | CUSIP: 89239TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17445131 | PA      | $17448818.87  | 0.12%             | 2027-08-16      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-15                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 15 AF          | CUSIP: 38376WXM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1448472 | PA      | $1452404.52   | 0.01%             | 2040-02-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-39                                                       | FANNIE MAE FNR 2002 39 FB                              | CUSIP: 31392DQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37636 | PA      | $37662.83     | 0.00%             | 2032-03-18      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                        | KINDER MORGAN INC COMPANY GUAR 11/26 1.75              | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   3314000 | PA      | $3254349.23   | 0.02%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSECURED 02/26 2.75                      | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  22576000 | PA      | $22550321.61  | 0.15%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5505                                                  | FREDDIE MAC FHR 5505 AF                                | CUSIP: 3137HJ6H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24623814 | PA      | $24350637.63  | 0.17%             | 2050-03-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                  | BANK OF NOVA SCOTIA SR UNSECURED 03/26 VAR             | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8650000 | PA      | $8655085.16   | 0.06%             | 2026-03-02      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                       | SOUTHERN CAL EDISON 1ST MORTGAGE 03/26 5.35            | CUSIP: 842400JB0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  79152000 | PA      | $79299341.45  | 0.54%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                     | KEURIG DR PEPPER INC COMPANY GUAR 03/27 VAR            | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    472000 | PA      | $472814.60    | 0.00%             | 2027-03-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** PIMCO ETF Trust

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer