# EDGAR Filing Document

**Accession Number:** 0001724826
**File Stem:** 0001003715-26-000538
**Filing Date:** 2026-2
**Character Count:** 264615
**Document Hash:** d877a0828e1f8c33851062f1fcee996e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001003715-26-000538.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001003715-26-000538

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Six Circles Trust
- **CENTRAL INDEX KEY:** 0001724826

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23325
- **FILM NUMBER:** 26688848

**BUSINESS ADDRESS:**
- **STREET 1:** C/O J.P. MORGAN PRIVATE INVESTMENTS INC.
- **STREET 2:** 383 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10179
- **BUSINESS PHONE:** 212-270-6000

**MAIL ADDRESS:**
- **STREET 1:** C/O J.P. MORGAN PRIVATE INVESTMENTS INC.
- **STREET 2:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 23Wall Trust
- **DATE OF NAME CHANGE:** 20171208

## Series and Classes Contracts Data

### Six Circles Ultra Short Duration Fund (Series ID: S000061650)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000199642 | Six Circles Ultra Short Duration Fund | CUSDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SIX CIRCLES TRUST

- **b. Investment Company Act file number:** 811-23325

- **c. CIK number of Registrant:** 0001724826

- **d. LEI of Registrant:** 549300NG19QZK8S0N704

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

  - **Street Address 1:** 383 Madison Ave

  - **City:** NY

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10179

  - **Telephone number:** 212-464-2070

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

- **a. Name of Series:** Six Circles Ultra Short Duration Fund

- **b. EDGAR series identifier (if any):** S000061650

- **c. LEI of Series:** 549300S8JT7W7MNUHF13

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

- **a. Date of fiscal year-end:** 2025-12-31

- **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:** $827762445.73

**Total Liabilities:** $18313010.56

**Net Assets:** $809449435.17

**Cash Not Reported:** $67547020.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8996.52057400 | **1-Year:** 39765.94029400 | **5-Year:** 25725.46164300 | **10-Year:** 2176.00933100 | **30-Year:** 1581.19132200

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

- **3-Month:** 28.06579600 | **1-Year:** 37.63293600 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000199642 | 0.35%                | 0.36%                | 0.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $176233.22               | $-1343501.31                               |
| Month 2  | $-91235.31               | $454906.78                                 |
| Month 3  | $188274.87               | $1104296.29                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                            | Title                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV V/R 12/03/28   | ABN AMRO BANK NV REGD V/R 144A P/P 4.75091000                                                    | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $301045.98    | 0.04%             | 2028-12-03      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC 2.95% 07/15/26         | AT&T INC REGD 2.95000000                                                                         | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1402331.77   | 0.17%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.3% 06/01/27          | AT&T INC REGD SER * 2.30000000                                                                   | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $2975798.05   | 0.37%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC 1.7% 03/25/26          | AT&T INC REGD 1.70000000                                                                         | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1601863.72   | 0.20%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  2.45% 10/29/26  | AERCAP IRELAND CAP/GLOBA REGD 2.45000000                                                         | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $986478.33    | 0.12%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 6.1% 01/15/27  | AERCAP IRELAND CAP/GLOBA REGD 6.10000000                                                         | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1018978.18   | 0.13%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP DISC 01/02/26    | AIR LEASE CORP DISC 01/02/26 0.00000000                                                          | CUSIP: 00913XA29<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |    600000 | PA      | $599866.50    | 0.07%             | 2026-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP DISC 01/07/26    | AIR LEASE CORP DISC 01/07/26 0.00000000                                                          | CUSIP: 00913XA78<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    800000 | PA      | $799371.52    | 0.10%             | 2026-01-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP DISC 01/09/26_   | AIR LEASE CORP DISCOUNT_______  COMMERCIAL PAPER 0.00000000                                      | CUSIP: 00913XA94<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    500000 | PA      | $499494.25    | 0.06%             | 2026-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 2.875% 01/15/26  | AIR LEASE CORP REGD MTN 2.87500000                                                               | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699622.89    | 0.09%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 5.3% 06/25/26    | AIR LEASE CORP REGD MTN 5.30000000                                                               | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005013.76   | 0.12%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD 4.25% 06/15/26    | AIRCASTLE LTD REGD 4.25000000                                                                    | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1600000 | PA      | $1599945.82   | 0.20%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% FEB 26       | FNMA 30YR TBA 5.5% FEB 26      TO BE ANNOUNCED 5.50000000                                        | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4400000 | PA      | $4460140.52   | 0.55%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP I 4.875% 02/04/28  | ALTRIA GROUP INC REGD 4.87500000                                                                 | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4540000 | PA      | $4615940.67   | 0.57%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.9% 11/20/28    | AMAZON.COM INC REGD 3.90000000                                                                   | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    980000 | PA      | $983435.32    | 0.12%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 14-1  3.7% 10/01/26  | AMER AIRLN 14-1 A PTT REGD SER A 3.70000000                                                      | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263479 | PA      | $262441.79    | 0.03%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 07/26/28  | AMERICAN EXPRESS CO REGD V/R 5.04300000                                                          | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2176409.66   | 0.27%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| AMXCA 2023-2 A 4.8% 05/15/28    | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2023-2 CL A REGD 4.80000000                     | CUSIP: 02582JKB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $921705.21    | 0.11%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMXCA 2024-2 A 5.24% 04/15/29   | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2024-2 CL A REGD 5.24000000                     | CUSIP: 02582JKF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1990000 | PA      | $2074902.55   | 0.26%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AMXCA 2025-1 A 4.56% 12/15/27   | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2025-1 CL A REGD 4.56000000                     | CUSIP: 02582JKM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2210000 | PA      | $2246076.70   | 0.28%             | 2029-12-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FI V/R 08/13/27  | AMERICAN HONDA FINANCE REGD V/R MTN SER GMTN 4.54353300                                          | CUSIP: 02665WGH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004149.70   | 0.25%             | 2027-08-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FI V/R 03/08/27  | AMERICAN HONDA FINANCE REGD V/R MTN 4.47014500                                                   | CUSIP: 02665WGM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1102695.46   | 0.14%             | 2027-03-08      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| AMETEK INC 0% 01/06/26          | AMETEK INC 0% 01/06/26 0.00000000                                                                | CUSIP: 03111CA60<br>LEI: 549300WZDEF9KKE40E98 | Long             | STIV             | CORP              | US        |    700000 | PA      | $699555.01    | 0.09%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 2.2% 02/21/27         | AMGEN INC REGD 2.20000000                                                                        | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1609166.92   | 0.20%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  1.5% 03/15/26  | ELEVANCE HEALTH INC REGD 1.50000000                                                              | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1865260.89   | 0.23%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ARES1 2025-IND3  V/R 04/15/27   | ARES TRUST 2025-IND3 SER 2025-IND3 CL A V/R REGD 144A P/P 5.25012000                             | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $405252.96    | 0.05%             | 2042-04-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGH 4.6% 12/15/27  | ARTHUR J GALLAGHER & CO REGD 4.60000000                                                          | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    885000 | PA      | $894283.63    | 0.11%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUN V/R 09/18/28  | ATHENE GLOBAL FUNDING REGD V/R 144A P/P 4.72450900                                               | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2189759.62   | 0.27%             | 2028-09-18      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| AVIATION CAPITA 1.95% 09/20/26  | AVIATION CAPITAL GROUP REGD 144A P/P 1.95000000                                                  | CUSIP: 05369AAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2360899.49   | 0.29%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| AESOP 2024-1A  5.36% 06/20/29   | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL A REGD 144A P/P 5.36000000               | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1547316.00   | 0.19%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 5% 03/26/27     | BAE SYSTEMS PLC REGD 144A P/P 5.00000000                                                         | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   4020000 | PA      | $4068698.12   | 0.50%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.557% 08/15/27  | BAT CAPITAL CORP REGD 3.55700000                                                                 | CUSIP: 05526DBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2436494.92   | 0.30%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.215% 09/06/26  | BAT CAPITAL CORP REGD 3.21500000                                                                 | CUSIP: 05526DBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3507422.76   | 0.43%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP 4.7% 04/02/27  | BAT CAPITAL CORP REGD 4.70000000                                                                 | CUSIP: 05526DBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2769018.75   | 0.34%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINAN 1.668% 03/25/26  | BAT INTL FINANCE PLC REGD 1.66800000                                                             | CUSIP: 05530QAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $2685104.75   | 0.33%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINAN 4.448% 03/16/28  | BAT INTL FINANCE PLC REGD 4.44800000                                                             | CUSIP: 05530QAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1140000 | PA      | $1149154.67   | 0.14%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LL V/R 08/13/26  | BMW US CAPITAL LLC REGD V/R 144A P/P 4.61353100                                                  | CUSIP: 05565ECN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1905819.76   | 0.24%             | 2026-08-13      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LL V/R 03/19/27  | BMW US CAPITAL LLC REGD V/R 144A P/P 4.50473300                                                  | CUSIP: 05565ECV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200783.65    | 0.02%             | 2027-03-19      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LL V/R 03/21/28  | BMW US CAPITAL LLC REGD V/R 144A P/P 4.64517200                                                  | CUSIP: 05565ECX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $401889.04    | 0.05%             | 2028-03-21      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA V/R 10/19/27            | BPCE SA REGD V/R 144A P/P 5.91651400                                                             | CUSIP: 05571AAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    800000 | PA      | $807925.42    | 0.10%             | 2027-10-19      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS 4.21 % 03/10/26     | BNP PARIBAS N Y BRH INSTL_____  CTF OF DEPOSIT 4.21000000                                        | CUSIP: 05593DFF5<br>LEI: N/A                  | Long             | STIV             | CORP              | FR        |   3125000 | PA      | $3126864.06   | 0.39%             | 2026-03-10      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23 A V/R 06/15/26    | BMP 2024-MF23 SER 2024-MF23 CL A V/R REGD 144A 5.12206000                                        | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $691076.81    | 0.09%             | 2041-06-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BAAT 2025-1A A 4.52% 11/22/27   | BOFA AUTO TRUST 2025-1 SER 2025-1A CL A2A REGD 144A P/P 4.52000000                               | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    658543 | PA      | $659686.74    | 0.08%             | 2027-11-22      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| BX 2022-CSMO A V/R 06/15/27     | BX COMMERCIAL MORTGAGE TRUST 2022-CSMO SER 2022-CSMO CL A V/R REGD 144A P/P 5.86492000           | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $800998.80    | 0.10%             | 2027-06-15      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-XL4 A V/R 02/15/26      | BX COMMERCIAL MORTGAGE TRUST 2024-XL4 SER 2024-XL4 CL A V/R REGD 144A P/P 5.19215000             | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850080 | PA      | $850603.45    | 0.11%             | 2039-02-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-MF A V/R 02/15/26       | BX COMMERCIAL MORTGAGE TRUST 2024-MF SER 2024-MF CL A V/R REGD 144A P/P 5.19173000               | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    947436 | PA      | $948312.64    | 0.12%             | 2039-02-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-PAT A V/R 03/15/26      | BX TRUST 2024-PAT SER 2024-PAT CL A V/R REGD 144A P/P 5.84012000                                 | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $270000.00    | 0.03%             | 2041-03-15      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-XL5 A V/R 03/15/26      | BX COMMERCIAL MORTGAGE TRUST 2024-XL5 SER 2024-XL5 CL A V/R REGD 144A P/P 5.14177000             | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    296126 | PA      | $296308.34    | 0.04%             | 2041-03-15      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-CNYN A V/R 04/15/41     | BX TRUST 2024-CNYN SER 2024-CNYN CL A V/R REGD 144A P/P 5.19199800                               | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    111139 | PA      | $111241.46    | 0.01%             | 2041-04-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-VLT4 A V/R 06/15/29     | BX TRUST 2024-VLT4 SER 2024-VLT4 CL A V/R REGD 144A P/P 5.24152500                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $399874.80    | 0.05%             | 2041-06-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-BRBK A V/R 10/15/26     | BX COMMERCIAL MORTGAGE TRUST 2024-BRBK SER 2024-BRBK CL A V/R REGD 144A P/P 6.61390000           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    241331 | PA      | $242526.10    | 0.03%             | 2041-10-15      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| BACARDI MARTINI DISC 01/29/26   | BACARDI MARTINI DISC 01/29/26 0.00000000                                                         | CUSIP: 05634FAV1<br>LEI: N/A                  | Long             | STIV             | CORP              | NL        |    900000 | PA      | $896972.94    | 0.11%             | 2026-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI DISC 02/05/26   | BACARDI MARTINI B V DISCOUNT__  COMMERCIAL PAPER 0.00000000                                      | CUSIP: 05634FB57<br>LEI: N/A                  | Long             | STIV             | CORP              | NL        |   1500000 | PA      | $1493730.00   | 0.18%             | 2026-02-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S V/R 07/15/28  | BANCO SANTANDER SA REGD V/R 5.09673600                                                           | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1006199.00   | 0.12%             | 2028-07-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/24/28  | BANK OF AMERICA CORP REGD V/R MTN 3.70500000                                                     | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1100101.55   | 0.14%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/07/30  | BANK OF AMERICA CORP REGD V/R MTN 3.97400000                                                     | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    875000 | PA      | $870639.07    | 0.11%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/23/27  | BANK OF AMERICA CORP REGD V/R MTN 3.55900000                                                     | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2395681.39   | 0.30%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/28  | BANK OF AMERICA CORP REGD V/R MTN 4.94800000                                                     | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2855214.89   | 0.35%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 11/10/28  | BANK OF AMERICA CORP REGD V/R 6.20400000                                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1340709.71   | 0.17%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/20/27  | BANK OF AMERICA CORP REGD V/R 5.08000000                                                         | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3786879.59   | 0.47%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 09/15/27  | BANK OF AMERICA CORP REGD V/R 5.93300000                                                         | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4360000 | PA      | $4416530.28   | 0.55%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 05/09/29  | BANK OF AMERICA CORP REGD V/R 4.62300000                                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1778835.08   | 0.22%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK AMER SECS   DISC 02/25/26  | BANK AMER SECS INC DISCOUNT COMMERCIAL PAPER 0.00000000                                          | CUSIP: 06054PBR6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1988248.40   | 0.25%             | 2026-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL V/R 09/10/27   | BANK OF MONTREAL REGD V/R MTN 4.61004300                                                         | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300840.00    | 0.04%             | 2027-09-10      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRE 5.896% 07/13/26  | BANQUE FED CRED MUTUEL REGD 144A P/P 5.89600000                                                  | CUSIP: 06675FBA4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1312993.62   | 0.16%             | 2026-07-13      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/09/27       | BARCLAYS PLC REGD V/R 5.82900000                                                                 | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $502827.14    | 0.06%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/13/27       | BARCLAYS PLC REGD V/R 5.60305200                                                                 | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $504409.99    | 0.06%             | 2027-09-13      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 03/12/28       | BARCLAYS PLC REGD V/R 5.21518200                                                                 | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $455076.00    | 0.06%             | 2028-03-12      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LAND 4.3% 03/12/26   | BAYERISCHE LANDESBANK N Y_____  INSTL CTF OF DEPOSIT 4.30000000                                  | CUSIP: 0727MDEK7<br>LEI: N/A                  | Long             | STIV             | CORP              | DE        |   4500000 | PA      | $4503306.15   | 0.56%             | 2026-03-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAY 2025-LIVN A V/R 05/15/27    | BAY 2025-LIVN MORTGAGE TRUST SER 2025-LIVN CL A V/R REGD 144A P/P 5.55000000                     | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    514000 | PA      | $514357.33    | 0.06%             | 2035-05-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2024-5C 5.609% 12/15/29   | BBCMS MORTGAGE TRUST 2024-5C31 SER 2024-5C31 CL A3 REGD 5.60900000                               | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $521543.30    | 0.06%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL IN 1.57% 01/15/26  | BERRY GLOBAL INC REGD 1.57000000                                                                 | CUSIP: 08576PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1298698.84   | 0.16%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL I 4.875% 07/15/26  | BERRY GLOBAL INC REGD 144A P/P 4.87500000                                                        | CUSIP: 085770AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    838000 | PA      | $838154.35    | 0.10%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/13/27        | BNP PARIBAS REGD V/R 144A P/P 1.32300000                                                         | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $799242.63    | 0.10%             | 2027-01-13      | Variable      | 1.32%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C8 A3 V/R 12/15/29    | BMO 2024-5C8 MORTGAGE TRUST SER 2024-5C8 CL A3 V/R REGD 5.62530000                               | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $520817.15    | 0.06%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO 2.196% 02/04/26       | BOEING CO REGD 2.19600000                                                                        | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2694865.92   | 0.33%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 3.017% 01/16/27  | BP CAP MARKETS AMERICA REGD SER * 3.01700000                                                     | CUSIP: 10373QAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $947562.24    | 0.12%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.11% 09/15/28     | BROADCOM INC REGD 4.11000000                                                                     | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1379077.04   | 0.17%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.459% 09/15/26    | BROADCOM INC REGD 3.45900000                                                                     | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1735168.42   | 0.21%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4% 04/15/29        | BROADCOM INC REGD 144A P/P 4.00000000                                                            | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    895000 | PA      | $891839.12    | 0.11%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC 5.05% 07/12/27     | BROADCOM INC REGD 5.05000000                                                                     | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1185988.76   | 0.15%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BWAY 2021-1450 A V/R 09/15/23   | BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 5.11460000                    | CUSIP: 12430YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $488170.65    | 0.06%             | 2036-09-15      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CEDR 2022-SNAI A V/R 02/15/27   | CEDR COMMERCIAL MORTGAGE TRUST 2022-SNAI SER 2022-SNAI CL A V/R REGD 144A P/P 4.73852000         | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    530000 | PA      | $522574.54    | 0.06%             | 2039-02-15      | Variable      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP 2.6% 11/01/26          | CSX CORP REGD 2.60000000                                                                         | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    680000 | PA      | $672872.99    | 0.08%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR A V/R 11/15/23   | CSMC 2021-BHAR SER 2021-BHAR CL A V/R REGD 144A P/P 5.01548000                                   | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    698500 | PA      | $693709.90    | 0.09%             | 2038-11-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-RPL4 A V/R 12/27/60   | CSMC 2021-RPL4 TRUST SER 2021-RPL4 CL A1 V/R REGD 144A P/P 4.14357700                            | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    227757 | PA      | $226876.51    | 0.03%             | 2060-12-27      | Variable      | 4.14%                 | Yes           |                  2 | On Loan: No      |
| N/A                             | EUR/USD FWD 20260318 000004066 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $26422.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | CAD/USD FWD 20260128 000011343 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $20656.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | CAD/USD FWD 20260211 000004066 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-113217.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | EUR/USD FWD 20260114 000011553 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-21057.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | USD/ZAR FWD 20260520 000006038 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-25397.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | USD/ZAR FWD 20260819 000006038 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-25211.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | DKK/USD FWD 20270104 000006038 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-24626.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | AUD/USD FWD 20260114 000006038 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3840.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | GBP/USD FWD 20260114 000006038 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-99385.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | CAD/USD FWD 20260114 000006038 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-24644.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | AUD/USD FWD 20260114 000016440 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-62321.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | GBP/USD FWD 20260318 000009605 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-47239.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | AUD/USD FWD 20260318 000011343 USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-4434.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA T-BIL ZCP 01/28/26/CAD/  | CANADA T-BILL /CAD/ REGD ZCP 0.00000000                                                          | CUSIP: 1350Z7DR2<br>LEI: N/A                  | Long             | STIV             | USGA              | CA        |  21000000 | PA      | $15274698.19  | 1.89%             | 2026-01-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA T-BIL ZCP 02/11/26/CAD/  | CANADA T-BILL /CAD/ REGD ZCP 0.00000000                                                          | CUSIP: 1350Z7ED2<br>LEI: N/A                  | Long             | STIV             | USGA              | CA        |  14760000 | PA      | $10726962.14  | 1.33%             | 2026-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL V/R 01/13/28  | CANADIAN IMPERIAL BANK REGD V/R 4.69000300                                                       | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001304.78   | 0.12%             | 2028-01-13      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPER 4.876% 01/14/30  | CANADIAN IMPERIAL BANK REGD 144A P/P 4.87600000                                                  | CUSIP: 13607PVU5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1035385.41   | 0.13%             | 2030-01-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL V/R 09/08/28  | CANADIAN IMPERIAL BANK REGD V/R 4.54014500                                                       | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200340.48    | 0.02%             | 2028-09-08      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPER  DISC  02/12/26  | CANADIAN IMPERIAL BK DISCOUNT COMMERCIAL PAPER 0.00000000                                        | CUSIP: 13608BBC7<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |   2500000 | PA      | $2488902.00   | 0.31%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL R 3.85% 06/01/27  | CANADIAN NATL RESOURCES REGD 3.85000000                                                          | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1296599.17   | 0.16%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 11/02/27  | CAPITAL ONE FINANCIAL CO REGD V/R 1.87800000                                                     | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2075343.92   | 0.26%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| COPAR 2023-2 A 5.82% 06/15/28   | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 SER 2023-2 CL A3 REGD 5.82000000                 | CUSIP: 14044EAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    702314 | PA      | $710422.13    | 0.09%             | 2028-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P4  4.64% 04/10/28   | CARVANA AUTO RECEIVABLES TRUST 2024-P4 SER 2024-P4 CL A3 REGD 4.64000000                         | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $402436.56    | 0.05%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-1 A 4.92% 07/15/27   | CARMAX AUTO OWNER TRUST 2024-1 SER 2024-1 CL A3 REGD 4.92000000                                  | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    871575 | PA      | $878330.58    | 0.11%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-4 A3 6% 04/15/27     | CARMAX AUTO OWNER TRUST 2023-4 SER 2023-4 CL A3 REGD 6.00000000                                  | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1179914 | PA      | $1195130.87   | 0.15%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 A 5.28% 01/15/27   | CARMAX AUTO OWNER TRUST 2023-3 SER 2023-3 CL A3 REGD 5.28000000                                  | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    626256 | PA      | $630557.19    | 0.08%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 A 5.65% 02/16/26   | CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL A2A REGD 5.65000000                                 | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10104 | PA      | $10109.58     | 0.00%             | 2027-05-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-1 A 4.84% 10/15/28   | CARMAX AUTO OWNER TRUST 2025-1 SER 2025-1 CL A3 REGD 4.84000000                                  | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $507382.75    | 0.06%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2 A 4.59% 03/15/27   | CARMAX AUTO OWNER TRUST 2025-2 SER 2025-2 CL A2A REGD 4.59000000                                 | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1721583 | PA      | $1726669.87   | 0.21%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-P1  5.94% 07/12/27   | CARVANA AUTO RECEIVABLES TRUST 2023-P1 SER 2023-P1 CL A4 REGD 144A P/P 5.94000000                | CUSIP: 14688EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1014472.20   | 0.13%             | 2029-01-10      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| CRVNA 2024-P1  5.05% 04/10/29   | CARVANA AUTO RECEIVABLES TRUST 2024-P1 SER 2024-P1 CL A3 REGD 144A P/P 5.05000000                | CUSIP: 14688NAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    746116 | PA      | $749588.39    | 0.09%             | 2029-04-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CRVNA 2025-P4  4.19% 07/10/27   | CARVANA AUTO RECEIVABLES TRUST 2025-P4 SER 2025-P4 CL A2 REGD 4.19000000                         | CUSIP: 14689AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2003667.60   | 0.25%             | 2029-03-12      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL 3.6% 08/12/27  | CATERPILLAR FINL SERVICE REGD MTN 3.60000000                                                     | CUSIP: 14913R3A3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1472939.04   | 0.18%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.2% 03/15/28  | CHARTER COMM OPT LLC/CAP REGD SER WI 4.20000000                                                  | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1278931.20   | 0.16%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 2.25% 01/15/29  | CHARTER COMM OPT LLC/CAP REGD 2.25000000                                                         | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $777605.52    | 0.10%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP  5.125% 06/30/27  | CHENIERE CORP CHRISTI HD REGD 5.12500000                                                         | CUSIP: 16412XAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4390000 | PA      | $4432773.48   | 0.55%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 07/24/28      | CITIGROUP INC REGD V/R 3.66800000                                                                | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1242203.15   | 0.15%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 10/27/28      | CITIGROUP INC REGD V/R 3.52000000                                                                | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1655333.71   | 0.20%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 02/13/30      | CITIGROUP INC REGD V/R 5.17400000                                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    835000 | PA      | $857586.53    | 0.11%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/07/28      | CITIGROUP INC REGD V/R 4.64300000                                                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7570000 | PA      | $7631663.93   | 0.94%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA V/R 12/04/26        | CITIBANK NA REGD V/R SER BKNT 4.80615000                                                         | CUSIP: 17325FBD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $806035.73    | 0.10%             | 2026-12-04      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA 4.929% 08/06/26     | CITIBANK NA REGD 4.92900000                                                                      | CUSIP: 17325FBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $628295.21    | 0.08%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA 4.576% 05/29/27     | CITIBANK NA REGD 4.57600000                                                                      | CUSIP: 17325FBN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4344356.09   | 0.54%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/04/29      | CITIGROUP INC REGD V/R 4.78600000                                                                | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    850000 | PA      | $862427.36    | 0.11%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CITZN 2023-1 A 5.84% 06/15/26   | CITIZENS AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 144A P/P 5.84000000                 | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    728154 | PA      | $732514.59    | 0.09%             | 2028-01-18      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| CNH 2024-A A3 4.77% 06/15/29    | CNH EQUIPMENT TRUST 2024-A SER 2024-A CL A3 REGD 4.77000000                                      | CUSIP: 18978FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    398487 | PA      | $401813.56    | 0.05%             | 2029-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CNH 2024-C A3 4.03% 09/15/28    | CNH EQUIPMENT TRUST 2024-C SER 2024-C CL A3 REGD 4.03000000                                      | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $275923.29    | 0.03%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.15% 03/01/26     | COMCAST CORP REGD 3.15000000                                                                     | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1401521.92   | 0.17%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 5.35% 11/15/27     | COMCAST CORP REGD 5.35000000                                                                     | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    865000 | PA      | $885105.04    | 0.11%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 A V/R 06/15/26   | COMM 2024-WCL1 MORTGAGE TRUST SER 2024-WCL1 CL A V/R REGD 144A P/P 5.59112000                    | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $420519.16    | 0.05%             | 2041-06-15      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| CONAGRA BRANDS  4.85% 11/01/28  | CONAGRA BRANDS INC REGD 4.85000000                                                               | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012115.62   | 0.13%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONE 2024-DFW1 A V/R 08/15/26   | CONE TRUST 2024-DFW1 SER 2024-DFW1 CL A V/R REGD 144A P/P 5.39185000                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $219657.09    | 0.03%             | 2041-08-15      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| COX COMMUNICATI 3.35% 09/15/26  | COX COMMUNICATIONS INC REGD 144A P/P 3.35000000                                                  | CUSIP: 224044CG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $895285.29    | 0.11%             | 2026-09-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 03/11/27  | CREDIT AGRICOLE SA REGD V/R 144A P/P 4.59764900                                                  | CUSIP: 22534PAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1404921.92   | 0.17%             | 2027-03-11      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 03/11/27  | CREDIT AGRICOLE SA REGD V/R REG S 4.59764900                                                     | CUSIP: 22535EAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    500000 | PA      | $501757.83    | 0.06%             | 2027-03-11      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 02/02/27       | UBS GROUP AG REGD V/R 144A P/P 1.30500000                                                        | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1300000 | PA      | $1296054.88   | 0.16%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG V/R 12/22/27       | UBS GROUP AG REGD V/R 144A P/P 6.32700000                                                        | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1435000 | PA      | $1464993.52   | 0.18%             | 2027-12-22      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| DLLAA 2025-1A A 4.7% 10/20/27   | DLLAA 2025-1 LLC SER 2025-1A CL A2 REGD 144A P/P 4.70000000                                      | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    760680 | PA      | $763551.88    | 0.09%             | 2027-10-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC CO 4.25% 05/14/27  | DTE ELECTRIC CO REGD 4.25000000                                                                  | CUSIP: 23338VAW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $130908.41    | 0.02%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK F 4.65% 10/12/30  | DAIMLER TRUCK FINAN NA REGD 144A P/P 4.65000000                                                  | CUSIP: 233853BH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2116712.70   | 0.26%             | 2030-10-12      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / E 4.9% 10/01/26  | DELL INT LLC / EMC CORP REGD 4.90000000                                                          | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1607504.69   | 0.20%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 A2 4.69% 08/22/30   | DELL EQUIPMENT FINANCE TRUST 2024-2 SER 2024-2 CL A2 REGD 144A P/P 4.69000000                    | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    826242 | PA      | $827730.32    | 0.10%             | 2030-08-22      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 11/16/27   | DEUTSCHE BANK NY REGD V/R 5.02570300                                                             | CUSIP: 251526CN7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    500000 | PA      | $502126.31    | 0.06%             | 2027-11-16      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 11/16/27   | DEUTSCHE BANK NY REGD V/R 2.31100000                                                             | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    700000 | PA      | $688706.77    | 0.09%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 07/13/27   | DEUTSCHE BANK NY REGD V/R 7.14600000                                                             | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1116854.65   | 0.14%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENER 5.2% 04/18/27  | DIAMONDBACK ENERGY INC REGD 5.20000000                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4925642.00   | 0.61%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DISNEY (WALT)  DISC 03/27/26    | DISNEY (WALT)  DISC 03/27/26 0.00000000                                                          | CUSIP: 2546R3CT9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2478109.75   | 0.31%             | 2026-03-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DRSLF 2017-49A A V/R 07/18/30   | DRYDEN 49 SENIOR LOAN FUND SER 2017-49A CL AR V/R REGD 144A P/P 5.09605000                       | CUSIP: 26244QAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    227466 | PA      | $227460.30    | 0.03%             | 2030-07-18      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY COR 2.65% 09/01/26  | DUKE ENERGY CORP REGD 2.65000000                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2489000 | PA      | $2467727.79   | 0.30%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5% 12/08/27    | DUKE ENERGY CORP REGD 5.00000000                                                                 | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2941388.33   | 0.36%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELM 2024-ELM A15 V/R 06/10/27   | ELM TRUST 2024-ELM SER 2024-ELM CL A15 V/R REGD 144A P/P 5.80087000                              | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $804250.64    | 0.10%             | 2039-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ELM 2024-ELM A10 V/R 06/10/27   | ELM TRUST 2024-ELM SER 2024-ELM CL A10 V/R REGD 144A P/P 5.80087000                              | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $804250.64    | 0.10%             | 2039-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA FIN LLC DISC 01/12/26  | ERAC USA FIN LLC DISC 01/12/26 0.00000000                                                        | CUSIP: 26882SAC0<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2300000 | PA      | $2297010.46   | 0.28%             | 2026-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP 3.9% 10/01/27          | EQT CORP REGD 3.90000000                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2548687.64   | 0.31%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP 5.7% 04/01/28          | EQT CORP REGD 5.70000000                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1367672.50   | 0.17%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP 6.5% 07/01/27          | EQT CORP REGD SER WI 6.50000000                                                                  | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1906000 | PA      | $1942979.58   | 0.24%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP 4.5% 01/15/29          | EQT CORP REGD 4.50000000                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    920000 | PA      | $922590.14    | 0.11%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNA 4.125% 03/15/28  | EDISON INTERNATIONAL REGD 4.12500000                                                             | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1265353.09   | 0.16%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELFI 2021-A A 1.53% 12/26/46    | ELFI GRADUATE LOAN PROGRAM 2021-A LLC SER 2021-A CL A REGD 144A P/P 1.53000000                   | CUSIP: 28628BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    497270 | PA      | $447479.95    | 0.06%             | 2046-12-26      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE U S I DISC 01/02/2026  | ENBRIDGE U S I DISC 01/02/2026 0.00000000                                                        | CUSIP: 29251VA22<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    600000 | PA      | $599873.64    | 0.07%             | 2026-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE U S INC DISC 01/07/26  | ENBRIDGE U S INC DISC 01/07/26 0.00000000                                                        | CUSIP: 29251VA71<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1900000 | PA      | $1898588.68   | 0.23%             | 2026-01-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE I 1.625% 07/12/26  | ENEL FINANCE INTL NV REGD 144A P/P 1.62500000                                                    | CUSIP: 29278GAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    500000 | PA      | $493625.64    | 0.06%             | 2026-07-12      | Variable      | 1.62%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE I 4.125% 09/30/28  | ENEL FINANCE INTL NV REGD 144A P/P 4.12500000                                                    | CUSIP: 29278GBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1060000 | PA      | $1058497.56   | 0.13%             | 2028-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| EFF 2023-1 A2 5.51% 03/20/26    | ENTERPRISE FLEET FINANCING 2023-1 LLC SER 2023-1 CL A2 REGD 144A P/P 5.51000000                  | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69010 | PA      | $69114.08     | 0.01%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERG 2.9% 03/01/27  | EVERSOURCE ENERGY REGD 2.90000000                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295873.84    | 0.04%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENER 5.45% 03/01/28  | EVERSOURCE ENERGY REGD 5.45000000                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1127890.20   | 0.14%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUND 1.75% 06/30/26  | F&G GLOBAL FUNDING REGD 144A P/P 1.75000000                                                      | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1876528.83   | 0.23%             | 2026-06-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FFCB 3.9% 02/12/27              | FEDERAL FARM CREDIT BANKS FUNDING CORP 3.90000000                                                | CUSIP: 3133ETU47<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1000000 | PA      | $999120.15    | 0.12%             | 2027-02-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC 4.125% 11/13/28           | FEDERAL HOME LOAN MORTGAGE CORP 4.12500000                                                       | CUSIP: 3134HB5G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1500000 | PA      | $1500641.18   | 0.19%             | 2028-11-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC 4.05% 11/14/28            | FEDERAL HOME LOAN MORTGAGE CORP MTN 4.05000000                                                   | CUSIP: 3134HB6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1000686.64   | 0.12%             | 2028-11-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FHLMC 4.125% 09/26/28           | FEDERAL HOME LOAN MORTGAGE CORP MTN 4.12500000                                                   | CUSIP: 3134HBT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2200000 | PA      | $2201510.78   | 0.27%             | 2028-09-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC 4.5% 07/14/28             | FEDERAL HOME LOAN MORTGAGE CORP 4.50000000                                                       | CUSIP: 3134HBZA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1000307.95   | 0.12%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2016-3 FB V/R 02/25/46      | FANNIE MAE REMICS SER 2016-3 CL FB V/R 4.33867000                                                | CUSIP: 3136ARHT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    552118 | PA      | $549282.33    | 0.07%             | 2046-02-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| FNR 2018-82 W V/R 11/25/58      | FANNIE MAE REMICS SER 2018-82 CL W V/R 6.26747700                                                | CUSIP: 3136B3NP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160358 | PA      | $163497.55    | 0.02%             | 2058-11-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| FNR 2020-29 FC V/R 05/25/50     | FANNIE MAE REMICS SER 2020-29 CL FC V/R 5.12302000                                               | CUSIP: 3136B9TM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    934387 | PA      | $931020.49    | 0.12%             | 2050-05-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FNR 2022-8 D 2% 08/25/38        | FANNIE MAE REMICS SER 2022-8 CL D 2.00000000                                                     | CUSIP: 3136BLW30<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    826521 | PA      | $777157.01    | 0.10%             | 2038-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2023-46 FA V/R 10/25/53     | FANNIE MAE REMICS SER 2023-46 CL FA V/R 5.17419000                                               | CUSIP: 3136BQLF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    899272 | PA      | $904433.94    | 0.11%             | 2053-10-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FNR 2024-38 FA V/R 01/25/51     | FANNIE MAE REMICS SER 2024-38 CL FA V/R 5.00854000                                               | CUSIP: 3136BR4S3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    686923 | PA      | $687777.40    | 0.08%             | 2051-01-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| FNR 2024-95 KF V/R 12/25/54     | FANNIE MAE REMICS SER 2024-95 CL KF V/R 4.97419000                                               | CUSIP: 3136BTS53<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    322433 | PA      | $323357.42    | 0.04%             | 2054-12-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FNR 2025-18 FA V/R 11/25/53     | FANNIE MAE REMICS SER 2025-18 CL FA V/R 4.82419000                                               | CUSIP: 3136BU7K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    639523 | PA      | $642172.28    | 0.08%             | 2053-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FNR 2024-104 FA V/R 01/25/55    | FANNIE MAE REMICS SER 2024-104 CL FA V/R 4.92419000                                              | CUSIP: 3136BUEQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    817764 | PA      | $819855.45    | 0.10%             | 2055-01-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FNR 2024-101 FB V/R 01/25/55    | FANNIE MAE REMICS SER 2024-101 CL FB V/R 4.97419000                                              | CUSIP: 3136BUFJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700342 | PA      | $702547.96    | 0.09%             | 2055-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FNR 2024-100 FA V/R 06/25/54    | FANNIE MAE REMICS SER 2024-100 CL FA V/R 4.97419000                                              | CUSIP: 3136BUFY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    543467 | PA      | $545097.69    | 0.07%             | 2054-06-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FNR 2024-103 FC V/R 01/25/55    | FANNIE MAE REMICS SER 2024-103 CL FC V/R 5.02419000                                              | CUSIP: 3136BUQH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    813997 | PA      | $816571.70    | 0.10%             | 2055-01-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| FNR 2025-6 FA V/R 02/25/55      | FANNIE MAE REMICS SER 2025-6 CL FA V/R 5.12419000                                                | CUSIP: 3136BUTN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    361742 | PA      | $363380.63    | 0.04%             | 2055-02-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FNR 2025-1 FD V/R 02/25/55      | FANNIE MAE REMICS SER 2025-1 CL FD V/R 5.07419000                                                | CUSIP: 3136BUZM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    282905 | PA      | $284010.10    | 0.04%             | 2055-02-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FNR 2025-18 FM V/R 09/25/54     | FANNIE MAE REMICS SER 2025-18 CL FM V/R 4.77419000                                               | CUSIP: 3136BVKH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3233686 | PA      | $3243988.97   | 0.40%             | 2054-09-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FHR 5426 BF V/R 04/15/49        | FREDDIE MAC REMICS SER 5426 CL BF V/R 5.10854000                                                 | CUSIP: 3137HCXW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    352401 | PA      | $353179.48    | 0.04%             | 2049-04-15      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| FHR 5480 FG V/R 12/25/54        | FREDDIE MAC REMICS SER 5480 CL FG V/R 5.02419000                                                 | CUSIP: 3137HHUD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    543446 | PA      | $545266.09    | 0.07%             | 2054-12-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| FHR 5493 FK V/R 01/25/55        | FREDDIE MAC REMICS SER 5493 CL FK V/R 5.02419000                                                 | CUSIP: 3137HHWV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    549616 | PA      | $551461.87    | 0.07%             | 2055-01-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| FHR 5508 DF V/R 02/25/55        | FREDDIE MAC REMICS SER 5508 CL DF V/R 4.87419000                                                 | CUSIP: 3137HJG84<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690493 | PA      | $694251.25    | 0.09%             | 2055-02-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHR 5508 FC V/R 02/25/55        | FREDDIE MAC REMICS SER 5508 CL FC V/R 4.87419000                                                 | CUSIP: 3137HJGF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    659595 | PA      | $663183.83    | 0.08%             | 2055-02-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHR 5499 FH V/R 02/25/55        | FREDDIE MAC REMICS SER 5499 CL FH V/R 5.07419000                                                 | CUSIP: 3137HJWY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    276546 | PA      | $277501.51    | 0.03%             | 2055-02-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FHR 5517 FE V/R 03/25/55        | FREDDIE MAC REMICS SER 5517 CL FE V/R 4.82419000                                                 | CUSIP: 3137HKGJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1588579 | PA      | $1594524.63   | 0.20%             | 2055-03-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHR 5517 MF V/R 03/25/55        | FREDDIE MAC REMICS SER 5517 CL MF V/R 4.82419000                                                 | CUSIP: 3137HKH72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    574609 | PA      | $577180.74    | 0.07%             | 2055-03-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHR 5532 FA V/R 04/25/55        | FREDDIE MAC REMICS SER 5532 CL FA V/R 4.82419000                                                 | CUSIP: 3137HKPJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1301501 | PA      | $1306887.83   | 0.16%             | 2055-04-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHR 5528 FA V/R 04/25/55        | FREDDIE MAC REMICS SER 5528 CL FA V/R 4.74419000                                                 | CUSIP: 3137HKR30<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1295857 | PA      | $1299453.30   | 0.16%             | 2055-04-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| FHR 5534 FM V/R 05/25/55        | FREDDIE MAC REMICS SER 5534 CL FM V/R 4.80419000                                                 | CUSIP: 3137HLEP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1144687 | PA      | $1149572.76   | 0.14%             | 2055-05-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| FHR 5548 AF V/R 06/25/55        | FREDDIE MAC REMICS SER 5548 CL AF V/R 4.87419000                                                 | CUSIP: 3137HLJG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1318403 | PA      | $1326365.80   | 0.16%             | 2055-06-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHR 5546 FB V/R 06/25/55        | FREDDIE MAC REMICS SER 5546 CL FB V/R 4.87419000                                                 | CUSIP: 3137HLME9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1164356 | PA      | $1170285.59   | 0.14%             | 2055-06-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHR 5549 CF V/R 10/25/52        | FREDDIE MAC REMICS SER 5549 CL CF V/R 4.87419000                                                 | CUSIP: 3137HLSA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    922714 | PA      | $928418.88    | 0.11%             | 2052-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHR 5549 FA V/R 06/25/55        | FREDDIE MAC REMICS SER 5549 CL FA V/R 5.12419000                                                 | CUSIP: 3137HLST0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1275365 | PA      | $1282304.27   | 0.16%             | 2055-06-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FHR 5560 FB V/R 06/25/55        | FREDDIE MAC REMICS SER 5560 CL FB V/R 4.87419000                                                 | CUSIP: 3137HLZD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    531009 | PA      | $534216.31    | 0.07%             | 2055-06-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHR 5564 FB V/R 08/25/55        | FREDDIE MAC REMICS SER 5564 CL FB V/R 5.07419000                                                 | CUSIP: 3137HMD23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1157596 | PA      | $1162581.59   | 0.14%             | 2055-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FHR 5567 FB V/R 08/25/55        | FREDDIE MAC REMICS SER 5567 CL FB V/R 4.87419000                                                 | CUSIP: 3137HMEX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1075861 | PA      | $1082358.92   | 0.13%             | 2055-08-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHR 5565 FA V/R 08/25/55        | FREDDIE MAC REMICS SER 5565 CL FA V/R 5.02419000                                                 | CUSIP: 3137HMGJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    756321 | PA      | $759314.06    | 0.09%             | 2055-08-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| FHR 5565 FB V/R 08/25/55        | FREDDIE MAC REMICS SER 5565 CL FB V/R 4.82419000                                                 | CUSIP: 3137HMGK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    492281 | PA      | $494018.15    | 0.06%             | 2055-08-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHR 5584 DF V/R 10/25/55        | FREDDIE MAC REMICS SER 5584 CL DF V/R 4.77419000                                                 | CUSIP: 3137HNCM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    481040 | PA      | $482855.19    | 0.06%             | 2055-10-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FHR 5601 F V/R 11/25/55         | FREDDIE MAC REMICS SER 5601 CL F V/R 4.77419000                                                  | CUSIP: 3137HNQX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    493661 | PA      | $495641.68    | 0.06%             | 2055-11-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TR 2.866% 09/15/28  | FIRSTENERGY TRANSMISSION REGD 144A P/P 2.86600000                                                | CUSIP: 33767BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $691483.24    | 0.09%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP 4.15% 07/15/27 | FIRSTENERGY CORP REGD SER B 3.90000000                                                           | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3641035.20   | 0.45%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK V/R 09/14/26 /AUD/  | MIZUHO BANK LTD/SYDNEY________  VARIABLE SER TCD /AUD/ CTF OF DEPOSIT 4.56200000                 | CUSIP: Q6S38K3F5<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    500000 | PA      | $334645.98    | 0.04%             | 2026-09-14      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| TPMF 2024-G V/R 10/20/29 /GBP/  | TOWD POINT MORTGAGE FUNDING 2024 - GRA SER 2024-GR6A CL A1 V/R REGD 144A P/P /GBP/ 4.90375000    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |    672124 | PA      | $906802.48    | 0.11%             | 2053-07-20      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FASTR 20 3.724% 06/15/27 /CAD/  | FORD AUTO SECURITIZATION TRUST II SER 2024-BA CL A2 REGD 144A P/P /CAD/ 3.72400000               | CUSIP: 345214BT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |   1833672 | PA      | $1345072.86   | 0.17%             | 2028-11-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| FORDL 2024-B A2B V/R 01/15/26   | FORD CREDIT AUTO LEASE TRUST 2024-B SER 2024-B CL A2B V/R REGD 4.38385000                        | CUSIP: 345279AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    112389 | PA      | $112394.15    | 0.01%             | 2027-02-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 A2 V/R 05/15/26    | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2023-1 CL A2 V/R REGD 144A P/P 5.23385000         | CUSIP: 34528QHW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1290000 | PA      | $1294382.39   | 0.16%             | 2028-05-15      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| FORDO 2022-D A 5.27% 02/15/26   | FORD CREDIT AUTO OWNER TRUST 2022-D SER 2022-D CL A3 REGD 5.27000000                             | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18987 | PA      | $19042.53     | 0.00%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| FORDO 2025-B A 3.88% 06/15/28   | FORD CREDIT AUTO OWNER TRUST 2025-B SER 2025-B CL A2A REGD 3.88000000                            | CUSIP: 34532BAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1500483.30   | 0.19%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORDR 2025-1 A V/R 02/15/30     | FORD CREDIT AUTO OWNER TRUST/FORD CREDIT SER 2025-1 CL A V/R REGD 144A P/P 4.86000000            | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    960000 | PA      | $987227.62    | 0.12%             | 2037-08-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| FORDO 2024-C A 4.32% 05/15/26   | FORD CREDIT AUTO OWNER TRUST 2024-C SER 2024-C CL A2A REGD 4.32000000                            | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    613100 | PA      | $613623.32    | 0.08%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-C A 4.07% 03/15/28   | FORD CREDIT AUTO OWNER TRUST 2024-C SER 2024-C CL A3 REGD 4.07000000                             | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    829000 | PA      | $831595.52    | 0.10%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| FORDR 2024-1 A S/UP 02/15/29    | FORD CREDIT AUTO OWNER TRUST 2024-REV1 SER 2024-1 CL A S/UP REGD 144A P/P 4.87000000             | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    789000 | PA      | $809457.11    | 0.10%             | 2036-08-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDI 2.7% 08/10/26  | FORD MOTOR CREDIT CO LLC REGD 2.70000000                                                         | CUSIP: 345397B77<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1138889.10   | 0.14%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT V/R 03/06/26  | FORD MOTOR CREDIT CO LLC REGD V/R 6.69009500                                                     | CUSIP: 345397C50<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $301073.24    | 0.04%             | 2026-03-06      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 5.8% 03/05/27  | FORD MOTOR CREDIT CO LLC REGD 5.80000000                                                         | CUSIP: 345397D83<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1923872.04   | 0.24%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORTIS INC 3.055% 10/04/26      | FORTIS INC REGD SER WI 3.05500000                                                                | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $297540.62    | 0.04%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ANORI 2023- V/R 01/26/43 /EUR/  | FCT AUTONORIA DE 2023 SER 2023-DE CL B V/R REGD REG S /EUR/ 3.04400000                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | FR        |    105218 | PA      | $123965.70    | 0.02%             | 2043-01-26      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| AVON 4A A V/R 09/28/26 /GBP/    | AVON FINANCE SER 4A CL A V/R REGD 144A P/P /GBP/ 4.62519000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |    501820 | PA      | $677292.61    | 0.08%             | 2049-12-28      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| FOX CORP 4.709% 01/25/29        | FOX CORP REGD 4.70900000                                                                         | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303984.71    | 0.04%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) MAR26     | FUTURE CONTRACT ON           US 2YR NOTE (CBT) MAR26 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      -377 | NC      | $-78713476.37 | -9.72%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 2YR NOTE (CBT) MAR26     | FUTURE CONTRACT ON           US 2YR NOTE (CBT) MAR26 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       206 | NC      | $43010546.77  | 5.31%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR ULTRA FUT MAR26     | FUTURE CONTRACT ON           US 10YR ULTRA FUT MAR26 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -82 | NC      | $-9431281.25  | -1.17%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US ULTRA BOND CBT MAR26     | FUTURE CONTRACT ON           US ULTRA BOND CBT MAR26 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -27 | NC      | $-3186000.00  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 5YR NOTE (CBT) MAR26     | FUTURE CONTRACT ON           US 5YR NOTE (CBT) MAR26 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      -205 | NC      | $-22407461.04 | -2.77%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 5YR NOTE (CBT) MAR26     | FUTURE CONTRACT ON           US 5YR NOTE (CBT) MAR26 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       631 | NC      | $68971258.13  | 8.52%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR NOTE (CBT)MAR26     | FUTURE CONTRACT ON           US 10YR NOTE (CBT)MAR26 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -88 | NC      | $-9894500.00  | -1.22%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C LONG GILT FUTURE  MAR26     | FUTURE CONTRACT ON           LONG GILT FUTURE  MAR26 /GBP/ 0.00000000                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        18 | NC      | $2216919.37   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C CAN 5YR BOND FUT  MAR26     | FUTURE CONTRACT ON           CAN 5YR BOND FUT  MAR26 /CAD/ 0.00000000                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CA        |        62 | NC      | $5117467.49   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C EURO-SCHATZ FUT   MAR26     | FUTURE CONTRACT ON           EURO-SCHATZ FUT   MAR26 /EUR/ 0.00000000                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -16 | NC      | $-2007993.71  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C AUST 3YR BOND FUT MAR26     | FUTURE CONTRACT ON           AUST 3YR BOND FUT MAR26 /AUD/ 0.00000000                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        87 | NC      | $6095984.39   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C AUST 10Y BOND FUT MAR26     | FUTURE CONTRACT ON           AUST 10Y BOND FUT MAR26 /AUD/ 0.00000000                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        36 | NC      | $2630310.49   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RC R/P BOFA S  3.900% 01/02/26  | RC R/P BOFA S  3.900% 01/02/26 3.90000000                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |   6500000 | PA      | $6500000.00   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| GFORT 2023-1 A 5.34% 06/15/26   | GMF FLOORPLAN OWNER REVOLVING TRUST SER 2023-1 CL A1 REGD 144A P/P 5.34000000                    | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1508980.50   | 0.19%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GFORT 2024-4A  4.73% 11/15/27   | GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-4A CL A1 REGD 144A P/P 4.73000000                   | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    945000 | PA      | $958084.85    | 0.12%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| GMCAR 2023-2 A 4.47% 02/16/28   | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2 CL A3 REGD 4.47000000       | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170348 | PA      | $170646.05    | 0.02%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| GSMBS 2021-RPL1  V/R 12/25/60   | GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021 SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.75000000   | CUSIP: 36261WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    193703 | PA      | $182010.80    | 0.02%             | 2060-12-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GMCAR 2024-1 A 4.85% 12/18/28   | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 SER 2024-1 CL A3 REGD 4.85000000       | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    779238 | PA      | $783995.01    | 0.10%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-1 A 4.54% 09/20/26   | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 SER 2025-1 CL A2A REGD 4.54000000                   | CUSIP: 36271VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1447281 | PA      | $1450790.79   | 0.18%             | 2027-05-20      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-2 A 4.55% 07/20/27   | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 SER 2025-2 CL A2A REGD 4.55000000                   | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    733938 | PA      | $736077.62    | 0.09%             | 2027-07-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 5.4% 04/06/26  | GENERAL MOTORS FINL CO REGD 5.40000000                                                           | CUSIP: 37045XEF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $702438.14    | 0.09%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 3.875% 10/27/27  | GLENCORE FUNDING LLC REGD 144A P/P 3.87500000                                                    | CUSIP: 378272AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    747000 | PA      | $744450.62    | 0.09%             | 2027-10-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDI 1.625% 04/27/26  | GLENCORE FUNDING LLC REGD 144A P/P 1.62500000                                                    | CUSIP: 378272BD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2876095.07   | 0.36%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDI 6.125% 10/06/28  | GLENCORE FUNDING LLC REGD 144A P/P 6.12500000                                                    | CUSIP: 378272BN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1935000 | PA      | $2030534.08   | 0.25%             | 2028-10-06      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.371% 04/04/29  | GLENCORE FUNDING LLC REGD 144A P/P 5.37100000                                                    | CUSIP: 378272BS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    805000 | PA      | $831203.20    | 0.10%             | 2029-04-04      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  1.2% 03/01/26  | GLOBAL PAYMENTS INC REGD 1.20000000                                                              | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2488336.85   | 0.31%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  4.5% 11/15/28  | GLOBAL PAYMENTS INC REGD 4.50000000                                                              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1668774.94   | 0.21%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-4 A 5.78% 04/16/27   | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4 CL A3 REGD 5.78000000       | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    705807 | PA      | $712919.01    | 0.09%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GMALT 2024-3 A 4.29% 04/20/26   | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 SER 2024-3 CL A2A REGD 4.29000000                   | CUSIP: 38012QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    557295 | PA      | $557559.98    | 0.07%             | 2027-01-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| GMCAR 2024-4 A 4.53% 07/16/26   | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4 SER 2024-4 CL A2A REGD 4.53000000      | CUSIP: 38014AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    324707 | PA      | $325054.94    | 0.04%             | 2027-10-18      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| GMCAR 2024-4 A3 4.4% 02/16/28   | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4 SER 2024-4 CL A3 REGD 4.40000000       | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2554000 | PA      | $2573227.53   | 0.32%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GCCT 2021-1A A 1.14% 08/15/26   | GOLDEN CREDIT CARD TRUST SER 2021-1A CL A REGD 144A P/P 1.14000000                               | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1474434.60   | 0.18%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| GCCT 2022-1A A 1.97% 01/15/27   | GOLDEN CREDIT CARD TRUST SER 2022-1A CL A REGD 144A P/P 1.97000000                               | CUSIP: 380881FE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |   1000000 | PA      | $980250.60    | 0.12%             | 2029-01-15      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/24/29  | GOLDMAN SACHS GROUP INC REGD V/R 6.48400000                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    840000 | PA      | $891129.63    | 0.11%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/28  | GOLDMAN SACHS GROUP INC REGD V/R 4.93700000                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7131626.52   | 0.88%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/29  | GOLDMAN SACHS GROUP INC REGD V/R 4.15300000                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    930000 | PA      | $930066.18    | 0.11%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 05/01/29  | GOLDMAN SACHS GROUP INC REGD V/R 4.22300000                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1022374.72   | 0.13%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/27  | GOLDMAN SACHS GROUP INC REGD V/R 1.94800000                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2285827.49   | 0.28%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 02/24/28  | GOLDMAN SACHS GROUP INC REGD V/R 2.64000000                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    985000 | PA      | $969723.96    | 0.12%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 03/15/28  | GOLDMAN SACHS GROUP INC REGD V/R 3.61500000                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2028917.76   | 0.25%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BAN V/R 03/18/27  | GOLDMAN SACHS BANK USA REGD V/R SER BKNT 5.28300000                                              | CUSIP: 38151LAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2115328.83   | 0.26%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BAN V/R 05/21/27  | GOLDMAN SACHS BANK USA REGD V/R 5.41400000                                                       | CUSIP: 38151LAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1035361.11   | 0.13%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BAN V/R 05/21/27  | GOLDMAN SACHS BANK USA REGD V/R 4.53923900                                                       | CUSIP: 38151LAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002811.86   | 0.25%             | 2027-05-21      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| GNR 2017-H02 FH V/R 01/20/67    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H02 CL FH V/R 5.44943000                       | CUSIP: 38375UYK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    412345 | PA      | $415611.38    | 0.05%             | 2067-01-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H04 FA V/R 12/20/64    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H04 CL FA V/R 4.76411000                       | CUSIP: 38378U8L4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    424930 | PA      | $425581.73    | 0.05%             | 2064-12-20      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| GNR 2018-H18 FC V/R 08/20/65    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H18 CL FC V/R 4.46411000                       | CUSIP: 38380LMV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    133915 | PA      | $133635.47    | 0.02%             | 2065-08-20      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H09 FG V/R 06/20/71    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H09 CL FG V/R 5.41765000                       | CUSIP: 38380Q4V1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1317993 | PA      | $1350183.75   | 0.17%             | 2071-06-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GNR 2017-121 PE 3% 07/20/46     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-121 CL PE 3.00000000                           | CUSIP: 38380TV37<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70184 | PA      | $69349.73     | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2019-54 KF V/R 05/20/44     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-54 CL KF V/R 4.40720000                        | CUSIP: 38381R7J2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    222188 | PA      | $218342.71    | 0.03%             | 2044-05-20      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H12 FA V/R 05/20/73    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 4.91765000                       | CUSIP: 38382Y5K5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1554749 | PA      | $1574339.56   | 0.19%             | 2073-05-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| GNR 2022-H01 FA V/R 01/20/72    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-H01 CL FA V/R 4.26765000                       | CUSIP: 38382YKM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    683763 | PA      | $674047.89    | 0.08%             | 2072-01-20      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H02 FA V/R 01/20/73    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL FA V/R 4.81765000                       | CUSIP: 38382YN82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    484472 | PA      | $488311.42    | 0.06%             | 2073-01-20      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| GNR 2022-5 FA V/R 01/20/52      | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-5 CL FA V/R 3.50000000                         | CUSIP: 38383FG98<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    730615 | PA      | $656750.72    | 0.08%             | 2052-01-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H27 FD V/R 11/20/73    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H27 CL FD V/R 5.01765000                       | CUSIP: 38383KHV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    433628 | PA      | $441941.68    | 0.05%             | 2073-11-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GNR 2023-H26 DF V/R 09/20/73    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H26 CL DF V/R 4.21765000                       | CUSIP: 38383KKA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    523341 | PA      | $520779.96    | 0.06%             | 2073-09-20      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GNR 2024-H02 FH V/R 01/20/74    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H02 CL FH V/R 4.84765000                       | CUSIP: 38383KMK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    899536 | PA      | $908710.50    | 0.11%             | 2074-01-20      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| GNR 2024-H01 FB V/R 01/20/74    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H01 CL FB V/R 4.81765000                       | CUSIP: 38383KNN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    935188 | PA      | $943362.63    | 0.12%             | 2074-01-20      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| GNR 2024-13 FA V/R 01/20/54     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-13 CL FA V/R 4.86765000                        | CUSIP: 38384GP87<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120296 | PA      | $120808.64    | 0.01%             | 2054-01-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| GNR 2025-H22 F V/R 10/20/75     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H22 CL F V/R 4.69765000                        | CUSIP: 38384LA58<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    249384 | PA      | $250191.19    | 0.03%             | 2075-10-20      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GNR 2025-H20 FA V/R 09/20/75    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H20 CL FA V/R 4.68765000                       | CUSIP: 38384LB73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250761 | PA      | $251205.04    | 0.03%             | 2075-09-20      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GNR 2025-H18 FL V/R 08/20/75    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H18 CL FL V/R 4.61765000                       | CUSIP: 38384LTU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    889962 | PA      | $897619.97    | 0.11%             | 2075-08-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| GNR 2025-89 PF V/R 05/20/55     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-89 CL PF V/R 4.86765000                        | CUSIP: 38385GMK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    292632 | PA      | $294341.35    | 0.04%             | 2055-05-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| GNR 2025-204 FH V/R 12/20/55    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-204 CL FH V/R 4.89338000                       | CUSIP: 38385KEJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1001363.20   | 0.12%             | 2055-12-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| GSKY 2025-1A A 5.12% 03/25/60   | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1 SER 2025-1A CL A2 REGD 144A P/P 5.12000000         | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    198427 | PA      | $199321.95    | 0.02%             | 2060-03-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HCA INC 3.125% 03/15/27         | HCA INC REGD 3.12500000                                                                          | CUSIP: 404119CH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8470000 | PA      | $8382962.79   | 1.04%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA INC V/R 03/01/28            | HCA INC REGD V/R 4.64157300                                                                      | CUSIP: 404119CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $704524.29    | 0.09%             | 2028-03-01      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| HCA INC 5% 03/01/28             | HCA INC REGD 5.00000000                                                                          | CUSIP: 404119CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2104072.77   | 0.26%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.375% 09/01/26         | HCA INC REGD 5.37500000                                                                          | CUSIP: 404121AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004359.72   | 0.25%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA INC DISC 01/13/26           | HCA INC DISC 01/13/26 0.00000000                                                                 | CUSIP: 40412DAD1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1100000 | PA      | $1098407.86   | 0.14%             | 2026-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC        DISC 01/20/26    | HCA INC        DISC 01/20/26 0.00000000                                                          | CUSIP: 40412DAL3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1300000 | PA      | $1297089.82   | 0.16%             | 2026-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC DISC 02/02/2026         | HCA INC DISC 02/02/2026 0.00000000                                                               | CUSIP: 40412DB24<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    500000 | PA      | $498124.95    | 0.06%             | 2026-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/14/27  | HSBC HOLDINGS PLC REGD V/R 5.88700000                                                            | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2990000 | PA      | $3021579.75   | 0.37%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| HDMOT 2024-B A 4.62% 03/16/26   | HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B SER 2024-B CL A2 REGD 4.62000000                         | CUSIP: 41284PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    248303 | PA      | $248438.64    | 0.03%             | 2027-08-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HDMOT 2025-A A 4.71% 07/17/28   | HARLEY-DAVIDSON MOTORCYCLE TRUST 2025-A SER 2025-A CL A2A REGD 4.71000000                        | CUSIP: 41284XAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    409059 | PA      | $410150.96    | 0.05%             | 2028-07-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| HERTZ 2023-1A  5.49% 06/25/26   | HERTZ VEHICLE FINANCING III LLC SER 2023-1A CL A REGD 144A P/P 5.49000000                        | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1705524.83   | 0.21%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| HP ENTERPRISE C 4.15% 09/15/28  | HP ENTERPRISE CO REGD 4.15000000                                                                 | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1146404.95   | 0.14%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HAROT 2025-3 A 4.04% 10/23/28   | HONDA AUTO RECEIVABLES 2025-3 OWNER TRUST SER 2025-3 CL A3 REGD 4.04000000                       | CUSIP: 43813QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1895000 | PA      | $1906095.98   | 0.24%             | 2030-02-21      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 1.35% 02/03/27       | HUMANA INC REGD 1.35000000                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $873644.44    | 0.11%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.75% 03/01/28       | HUMANA INC REGD 5.75000000                                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1577836.98   | 0.19%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL A V/R 03/25/27  | HYUNDAI CAPITAL AMERICA REGD V/R 144A P/P 4.71753700                                             | CUSIP: 44891ADS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004122.37   | 0.12%             | 2027-03-25      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL A V/R 01/08/27  | HYUNDAI CAPITAL AMERICA REGD V/R REG S 5.48680000                                                | CUSIP: 44891CCW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $907062.33    | 0.11%             | 2027-01-08      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL A V/R 06/24/27  | HYUNDAI CAPITAL AMERICA REGD V/R REG S 4.76683200                                                | CUSIP: 44891CDE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $301215.60    | 0.04%             | 2027-06-24      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| HART 2024-A A3 4.99% 02/15/29   | HYUNDAI AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL A3 REGD 4.99000000                           | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3188728 | PA      | $3216038.03   | 0.40%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HART 2024-C A3 4.41% 05/15/29   | HYUNDAI AUTO RECEIVABLES TRUST 2024-C SER 2024-C CL A3 REGD 4.41000000                           | CUSIP: 448976AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1921000 | PA      | $1936215.86   | 0.24%             | 2029-05-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| HART 2023-A A3 4.58% 04/15/27   | HYUNDAI AUTO RECEIVABLES TRUST 2023-A SER 2023-A CL A3 REGD 4.58000000                           | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86056 | PA      | $86128.19     | 0.01%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HART 2024-B A3 4.84% 11/15/27   | HYUNDAI AUTO RECEIVABLES TRUST 2024-B SER 2024-B CL A3 REGD 4.84000000                           | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1787000 | PA      | $1807016.01   | 0.22%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| HALST 2025-B A 4.58% 12/15/26   | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2025-B CL A2A REGD 144A P/P 4.58000000             | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    987603 | PA      | $991268.46    | 0.12%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| HALST 2025-C A 4.37% 04/15/27   | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2025-C CL A2A REGD 144A P/P 4.37000000             | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003774.90   | 0.12%             | 2028-01-18      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| INV 2024-IND A V/R 11/15/26     | INV 2024-IND MORTGAGE TRUST SER 2024-IND CL A V/R REGD 144A P/P 5.49202000                       | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190000 | PA      | $188578.42    | 0.02%             | 2041-11-15      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS  3.5% 07/26/26  | IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000                                                 | CUSIP: 45262BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199121.28    | 0.02%             | 2026-07-26      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS  4.5% 06/30/28  | IMPERIAL BRANDS FIN PLC REGD 144A P/P 4.50000000                                                 | CUSIP: 45262BAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201674.63    | 0.02%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV V/R 04/01/27       | ING GROEP NV REGD V/R 5.05760000                                                                 | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $500713.76    | 0.06%             | 2027-04-01      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| TOWN 2025-STAY A V/R 03/15/27   | INTOWN 2025-STAY MORTGAGE TRUST SER 2025-STAY CL A V/R REGD 144A P/P 5.10000000                  | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    624000 | PA      | $624779.50    | 0.08%             | 2042-03-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| JACKSON NATL LIFE V/R 09/12/28  | JACKSON NATL LIFE GLOBAL REGD V/R 144A P/P 4.67518200                                            | CUSIP: 46849CJS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $401238.42    | 0.05%             | 2028-09-12      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| JACKSON NATL LIF 5.6% 04/10/26  | JACKSON NATL LIFE GLOBAL REGD 144A P/P 5.60000000                                                | CUSIP: 46849LUZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $702832.89    | 0.09%             | 2026-04-10      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| JACKSON NATL LIF 4.9% 01/13/27  | JACKSON NATL LIFE GLOBAL REGD 144A P/P 4.90000000                                                | CUSIP: 46849LVC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $504044.06    | 0.06%             | 2027-01-13      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| JAPAN TOBACCO I 4.85% 05/15/28  | JAPAN TOBACCO INC REGD 144A P/P 4.85000000                                                       | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   1850000 | PA      | $1883517.89   | 0.23%             | 2028-05-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL  4.15% 01/15/29  | JERSEY CENTRAL PWR & LT REGD 144A P/P 4.15000000                                                 | CUSIP: 476556DJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1523308.21   | 0.19%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| KT CORP 4.375% 01/03/29         | KT CORP REGD 144A P/P 4.37500000                                                                 | CUSIP: 48268KAJ0<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   1500000 | PA      | $1508055.86   | 0.19%             | 2029-01-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPP DISC 01/09/26    | KEURIG DR PEPP DISC 01/09/26 0.00000000                                                          | CUSIP: 49271KA95<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |    500000 | PA      | $499528.20    | 0.06%             | 2026-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER  V/R 11/15/26  | KEURIG DR PEPPER INC REGD V/R 4.38670300                                                         | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600164.59    | 0.07%             | 2026-11-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| KCOT 2025-1A A 4.61% 03/15/27   | KUBOTA CREDIT OWNER TRUST 2025-1 SER 2025-1A CL A2 REGD 144A P/P 4.61000000                      | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    264726 | PA      | $265786.38    | 0.03%             | 2027-12-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| KCOT 2025-1A A 4.67% 11/15/28   | KUBOTA CREDIT OWNER TRUST 2025-1 SER 2025-1A CL A3 REGD 144A P/P 4.67000000                      | CUSIP: 50117FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    599000 | PA      | $608295.94    | 0.08%             | 2029-06-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECH IN 4.4% 06/15/28  | L3HARRIS TECH INC REGD SER * 4.40000000                                                          | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428280.41    | 0.05%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 5.4% 01/15/27  | L3HARRIS TECH INC REGD 5.40000000                                                                | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3946808.16   | 0.49%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LANDESBANK HESS 4.33% 03/12/26  | LANDESBANK HESSEN-THURINGEN___  GIROZENTRALE INSTL CTF OF DEPOSIT 4.33000000                     | CUSIP: 51500XQN8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4000000 | PA      | $4004130.00   | 0.49%             | 2026-03-12      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS  5.9% 06/01/27  | LAS VEGAS SANDS CORP REGD 5.90000000                                                             | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    650000 | PA      | $663049.92    | 0.08%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS3 A1 V/R 07/25/61   | LEGACY MORTGAGE ASSET TRUST 2021-GS3 SER 2021-GS3 CL A1 V/R REGD 144A P/P 5.75000000             | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    898043 | PA      | $898094.33    | 0.11%             | 2061-07-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 08/07/27  | LLOYDS BANKING GROUP PLC REGD V/R 5.98500000                                                     | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $303319.55    | 0.04%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 05/11/27  | LLOYDS BANKING GROUP PLC REGD V/R 1.62700000                                                     | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $891837.63    | 0.11%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 08/07/27  | LLOYDS BANKING GROUP PLC REGD V/R 5.40836600                                                     | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $805050.52    | 0.10%             | 2027-08-07      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| LUX 2023-LION A V/R 08/15/25    | LUX 2023-LION SER 2023-LION CL A V/R REGD 144A P/P 6.44078000                                    | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    185107 | PA      | $186942.72    | 0.02%             | 2040-08-15      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2021-RPL1 A V/R 07/25/60   | MFA 2021-RPL1 TRUST SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.13130000                             | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    222024 | PA      | $204585.94    | 0.03%             | 2060-07-25      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| MF1 2021-W10 A V/R 12/15/24     | MF1 2021-W10X SER 2021-W10 CL A V/R REGD 144A P/P 4.82032700                                     | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1130000 | PA      | $1129359.63   | 0.14%             | 2034-12-15      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| MDPK 2019-33A AR V/R 10/15/32   | MADISON PARK FUNDING XXXIII LTD SER 2019-33A CL AR V/R REGD 144A P/P 5.19454000                  | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    245662 | PA      | $245713.88    | 0.03%             | 2032-10-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| OMW 2020-1MW A 2.13% 09/10/27   | MANHATTAN WEST 2020-1MW MORTGAGE TRUST SER 2020-1MW CL A REGD 144A P/P 2.13000000                | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255000 | PA      | $245370.92    | 0.03%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 4.45% 03/01/27         | MARS INC REGD 144A P/P 4.45000000                                                                | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2054982.96   | 0.25%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| MASSMUTUAL GLOBA 5.1% 04/09/27  | MASSMUTUAL GLOBAL FUNDIN REGD 144A P/P MTN 5.10000000                                            | CUSIP: 57629W4S6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $847280.13    | 0.10%             | 2027-04-09      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| MBALT 2024-B A 4.57% 01/15/26   | MERCEDES-BENZ AUTO LEASE TRUST 2024-B SER 2024-B CL A2A REGD 4.57000000                          | CUSIP: 58769GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     98583 | PA      | $98617.81     | 0.01%             | 2026-12-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FI 4.9% 01/09/26  | MERCEDES-BENZ FIN NA REGD 144A P/P 4.90000000                                                    | CUSIP: 58769JAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2080331.95   | 0.26%             | 2026-01-09      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ  4.875% 07/31/26  | MERCEDES-BENZ FIN NA REGD 144A P/P 4.87500000                                                    | CUSIP: 58769JAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1126037.46   | 0.14%             | 2026-07-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN V/R 07/31/26  | MERCEDES-BENZ FIN NA REGD V/R 144A P/P 4.52211800                                                | CUSIP: 58769JAV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1402637.63   | 0.17%             | 2026-07-31      | Variable      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| MBART 2023-1 A 4.51% 08/15/26   | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 4.51000000                     | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255499 | PA      | $255926.21    | 0.03%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN 5.2% 04/01/28  | FIRSTENERGY PENN ELECTRI REGD 144A P/P 5.20000000                                                | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1170349.25   | 0.14%             | 2028-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MICRON TECHNOL 5.327% 02/06/29  | MICRON TECHNOLOGY INC REGD 5.32700000                                                            | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2233629.22   | 0.28%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LT 4.34% 03/13/26_  | MIZUHO BK LTD NEW YORK BRH____  INSTL CTF OF DEPOSIT 4.34000000                                  | CUSIP: 60710TH20<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4000000 | PA      | $4003236.40   | 0.49%             | 2026-03-13      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POW 3.55% 05/15/27  | MONONGAHELA POWER CO REGD 144A P/P 3.55000000                                                    | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $795242.38    | 0.10%             | 2027-05-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY 5.882% 10/30/26  | MORGAN STANLEY BANK NA REGD SER BKNT 5.88200000                                                  | CUSIP: 61690U7W4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1487053.82   | 0.18%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BA V/R 01/14/28  | MORGAN STANLEY BANK NA REGD V/R SER BKNT 4.95200000                                              | CUSIP: 61690U8A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4870568.75   | 0.60%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BA V/R 05/26/28  | MORGAN STANLEY BANK NA REGD V/R SER BKNT 5.50400000                                              | CUSIP: 61690U8B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1111851.37   | 0.14%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BA V/R 07/14/28  | MORGAN STANLEY BANK NA REGD V/R SER BKNT 4.96800000                                              | CUSIP: 61690U8E3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1110468.65   | 0.14%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BA V/R 10/15/27  | MORGAN STANLEY BANK NA REGD V/R 4.64351400                                                       | CUSIP: 61690U8F0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2505061.35   | 0.31%             | 2027-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| MSC 2019-PLND A V/R 05/15/21    | MORGAN STANLEY CAPITAL I TRUST 2019-PLND SER 2019-PLND CL A V/R REGD 144A P/P 4.86548000         | CUSIP: 61691XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $301007.00    | 0.04%             | 2036-05-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/28     | MORGAN STANLEY REGD V/R 6.29600000                                                               | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1314324.77   | 0.16%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/13/28     | MORGAN STANLEY REGD V/R MTN 5.65200000                                                           | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2207906.45   | 0.27%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/12/29     | MORGAN STANLEY REGD V/R SER . 4.99400000                                                         | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2325879.28   | 0.29%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/29     | MORGAN STANLEY REGD V/R MTN SER I 4.13300000                                                     | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309994.57    | 0.04%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PV V/R 07/06/28  | MORGAN STANLEY PVT BANK REGD V/R SER * 4.46600000                                                | CUSIP: 61776NVE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2149645.31   | 0.27%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PV V/R 11/17/28  | MORGAN STANLEY PVT BANK REGD V/R 4.20400000                                                      | CUSIP: 61776NZU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1374544.91   | 0.17%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM8 A V/R 10/25/29   | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN  SER 2025-NQM8 CL A1 V/R REGD 144A P/P 4.96300000       | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    193695 | PA      | $193823.87    | 0.02%             | 2070-09-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| MTN 2022-LPFL A V/R 03/15/27    | MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL SER 2022-LPFL CL A V/R REGD 144A P/P 5.15690000          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1099315.36   | 0.14%             | 2039-03-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 4.4% 06/01/27  | NXP BV/NXP FDG/NXP USA REGD 4.40000000                                                           | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1060000 | PA      | $1064731.17   | 0.13%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CO 1.162% 04/03/26  | NTT FINANCE CORP REGD 144A P/P 1.16200000                                                        | CUSIP: 62954WAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   4585000 | PA      | $4551162.42   | 0.56%             | 2026-04-03      | Fixed         | 1.16%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CO 5.104% 07/02/27  | NTT FINANCE CORP REGD 144A P/P 5.10400000                                                        | CUSIP: 62954WAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1100000 | PA      | $1117375.18   | 0.14%             | 2027-07-02      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF  V/R 03/25/27  | NATIONAL BANK OF CANADA REGD V/R MTN SER GMTN 4.62753700                                         | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001049.47   | 0.12%             | 2027-03-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF  V/R 07/02/27  | NATIONAL BANK OF CANADA REGD V/R 5.04895600                                                      | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $902148.30    | 0.11%             | 2027-07-02      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GA 5.5% 10/01/26  | NATIONAL FUEL GAS CO REGD 5.50000000                                                             | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404001.38    | 0.05%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL  4.75% 02/07/28  | NATIONAL RURAL UTIL COOP REGD MTN 4.75000000                                                     | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1213644.94   | 0.15%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIXIS N Y BRH 4.4% 01/26/26   | NATIXIS N Y BRH INSTL_________  CTF OF DEPOSIT 4.40000000                                        | CUSIP: 63873TBJ6<br>LEI: N/A                  | Long             | STIV             | CORP              | FR        |   5000000 | PA      | $5001951.00   | 0.62%             | 2026-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIXIS N Y BRH 4.21% 03/10/26  | NATIXIS N Y BRH INSTL_________  CTF OF DEPOSIT 4.21000000                                        | CUSIP: 63873TBS6<br>LEI: N/A                  | Long             | STIV             | CORP              | FR        |   4000000 | PA      | $4002023.60   | 0.49%             | 2026-03-10      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKET 5.416% 05/17/27  | NATWEST MARKETS PLC REGD 144A P/P 5.41600000                                                     | CUSIP: 63906YAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    700000 | PA      | $714075.71    | 0.09%             | 2027-05-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS P V/R 05/17/27  | NATWEST MARKETS PLC REGD V/R 144A P/P 4.70670300                                                 | CUSIP: 63906YAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1006063.00   | 0.12%             | 2027-05-17      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| NAVSL 2016-AA  3.91% 09/15/26   | NAVIENT PRIVATE EDUCATION LOAN TRUST 2016-A SER 2016-AA CL A2A REGD 144A P/P 3.91000000          | CUSIP: 63939NAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    151920 | PA      | $151852.99    | 0.02%             | 2045-12-15      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| NAVSL 2019-D A2B V/R 09/15/29   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2 SER 2019-D CL A2B V/R REGD 144A P/P 4.91460000       | CUSIP: 63941CAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    163780 | PA      | $163529.80    | 0.02%             | 2059-12-15      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| NAVSL 2020-A A2B V/R 07/15/28   | NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A SER 2020-A CL A2B V/R REGD 144A P/P 4.76460000       | CUSIP: 63941FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    854166 | PA      | $852128.87    | 0.11%             | 2068-11-15      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| NAVSL 2019-GA A 2.4% 05/15/28   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G SER 2019-GA CL A REGD 144A P/P 2.40000000       | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69039 | PA      | $67403.67     | 0.01%             | 2068-10-15      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| NAVSL 2019-BA A2 V/R 02/15/28   | NAVIENT STUDENT LOAN TRUST 2019-B SER 2019-BA CL A2B V/R REGD 144A P/P 4.84460000                | CUSIP: 63941LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     96650 | PA      | $96504.34     | 0.01%             | 2059-12-15      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| NAVSL 2020-IA A1 V/R 12/15/29   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2 SER 2020-IA CL A1B V/R REGD 144A P/P 4.86460000      | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    102857 | PA      | $102265.19    | 0.01%             | 2069-04-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| NAVSL 2021-DA A V/R 04/15/32    | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2 SER 2021-DA CL A V/R REGD 144A P/P 4.76000000        | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    238065 | PA      | $235639.58    | 0.03%             | 2060-04-15      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| NSLT 2025-DA A 4.65% 08/20/54   | NELNET STUDENT LOAN TRUST 2025-D SER 2025-DA CL A1A REGD 144A P/P 4.65000000                     | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $498356.00    | 0.06%             | 2054-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NSLT 2025-BA A 4.84% 05/17/55   | NELNET STUDENT LOAN TRUST 2025-B SER 2025-BA CL A1A REGD 144A P/P 4.84000000                     | CUSIP: 64032BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    467855 | PA      | $469555.72    | 0.06%             | 2055-05-17      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| NSLT 2019-2A A V/R 09/25/32     | NELNET STUDENT LOAN TRUST 2019-2 SER 2019-2A CL A V/R 144A P/P 4.88867000                        | CUSIP: 64034NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    422736 | PA      | $422966.45    | 0.05%             | 2067-06-27      | Variable      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| NSLT 2021-CA AFL V/R 04/20/62   | NELNET STUDENT LOAN TRUST 2021-C SER 2021-CA CL AFL V/R REGD 144A P/P 4.58838000                 | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480935 | PA      | $479687.76    | 0.06%             | 2062-04-20      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| NSLT 2025-CA A1B V/R 06/22/65   | NELNET STUDENT LOAN TRUST 2025-C SER 2025-CA CL A1B V/R REGD 144A P/P 5.26765000                 | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    860088 | PA      | $866094.05    | 0.11%             | 2065-06-22      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC 5.875% 11/15/28     | NETFLIX INC REGD 5.87500000                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    945000 | PA      | $993935.19    | 0.12%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRZT 2018-3A A1 V/R 05/25/58    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3 SER 2018-3A CL A1 V/R REGD 144A P/P 4.50000000        | CUSIP: 64830KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72763 | PA      | $71311.15     | 0.01%             | 2058-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2019-NQM5 A V/R 11/25/59   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM5 SER 2019-NQM5 CL A1 V/R REGD 144A P/P 2.70986000   | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    194494 | PA      | $186180.05    | 0.02%             | 2059-11-25      | Variable      | 2.71%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2021-NQ2R A V/R 10/25/58   | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021- SER 2021-NQ2R CL A1 V/R REGD 144A P/P 0.94054000       | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    228585 | PA      | $219702.02    | 0.03%             | 2058-10-25      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE G 5.45% 09/18/26  | NEW YORK LIFE GLOBAL FDG REGD 144A P/P MTN 5.45000000                                            | CUSIP: 64953BBF4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3831287.54   | 0.47%             | 2026-09-18      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY  3.55% 05/01/27  | NEXTERA ENERGY CAPITAL REGD 3.55000000                                                           | CUSIP: 65339KAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1536417.83   | 0.19%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  4.85% 02/04/28  | NEXTERA ENERGY CAPITAL REGD 4.85000000                                                           | CUSIP: 65339KDG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $881208.21    | 0.11%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NALT 2025-A A2B V/R 12/15/26    | NISSAN AUTO LEASE TRUST 2025-A SER 2025-A CL A2B V/R REGD 4.43385000                             | CUSIP: 65479XAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    810561 | PA      | $810845.19    | 0.10%             | 2027-11-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR AC 1.85% 09/16/26  | NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 1.85000000                                             | CUSIP: 65480CAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $878184.63    | 0.11%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| NALT 2024-B A3 4.92% 03/15/27   | NISSAN AUTO LEASE TRUST 2024-B SER 2024-B CL A3 REGD 4.92000000                                  | CUSIP: 65481DAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $504925.25    | 0.06%             | 2027-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| NALT 2025-B A2 4.44% 04/15/27   | NISSAN AUTO LEASE TRUST 2025-B SER 2025-B CL A2A REGD 4.44000000                                 | CUSIP: 65481RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2195000 | PA      | $2204973.64   | 0.27%             | 2028-03-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 1.653% 07/14/26  | NOMURA HOLDINGS INC REGD 1.65300000                                                              | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197539.87    | 0.02%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 5.709% 01/09/26  | NOMURA HOLDINGS INC REGD 5.70900000                                                              | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1200348.53   | 0.15%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP V/R 03/19/27    | NORDEA BANK ABP REGD V/R 144A P/P 4.46473400                                                     | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1200000 | PA      | $1205024.45   | 0.15%             | 2027-03-19      | Variable      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN 2.9% 06/15/26  | NORFOLK SOUTHERN CORP REGD 2.90000000                                                            | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1249981.13   | 0.15%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 3.25% 01/15/28  | NORTHROP GRUMMAN CORP REGD 3.25000000                                                            | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    745000 | PA      | $735588.63    | 0.09%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM16 A V/R 10/25/28   | OBX 2024-NQM16 TRUST SER 2024-NQM16 CL A1 V/R REGD 144A P/P 5.53000000                           | CUSIP: 67120GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    276219 | PA      | $278204.03    | 0.03%             | 2064-10-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLE 5% 08/01/27  | OCCIDENTAL PETROLEUM COR REGD 5.00000000                                                         | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    830000 | PA      | $845179.04    | 0.10%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.55% 11/01/26        | ONEOK INC REGD 5.55000000                                                                        | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3254881.33   | 0.40%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ODART 2022-1A A2 V/R 10/14/25   | ONEMAIN DIRECT AUTO RECEIVABLES TR SER 2022-1A CL A2 V/R REGD 144A P/P 5.58385000                | CUSIP: 68269DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107226 | PA      | $107395.08    | 0.01%             | 2029-03-14      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| OMFIT 2023-2A A2 V/R 11/14/27   | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 SER 2023-2A CL A2 V/R REGD 144A P/P 5.48385000           | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1452000 | PA      | $1464501.57   | 0.18%             | 2036-09-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP 2.65% 07/15/26      | ORACLE CORP REGD 2.65000000                                                                      | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3461396.90   | 0.43%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.25% 11/15/27      | ORACLE CORP REGD 3.25000000                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1076253.88   | 0.13%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.8% 04/01/27       | ORACLE CORP REGD 2.80000000                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2333030.84   | 0.29%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 1.65% 03/25/26      | ORACLE CORP REGD 1.65000000                                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2673052.35   | 0.33%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| OSCAR 2024-2A  4.63% 11/10/26   | OSCAR US FUNDING XVII LLC SER 2024-2A CL A2 REGD 144A P/P 4.63000000                             | CUSIP: 68784BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    505790 | PA      | $505800.09    | 0.06%             | 2027-12-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| PNC BANK NA V/R 01/15/27        | PNC BANK NA REGD V/R SER BKNT 4.77500000                                                         | CUSIP: 69353RFX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000534.06   | 0.25%             | 2027-01-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| PEAC 2025-1A A 4.94% 10/20/28   | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC SER 2025-1A CL A2 REGD 144A P/P 4.94000000                 | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1006196.90   | 0.12%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PRM5 2025-PRM5 A V/R 03/10/28   | PRM5 TRUST 2025-PRM5 SER 2025-PRM5 CL A V/R REGD 144A P/P 4.47126000                             | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    504000 | PA      | $503900.01    | 0.06%             | 2033-03-10      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & E 2.95% 03/01/26  | PACIFIC GAS & ELECTRIC REGD 2.95000000                                                           | CUSIP: 694308HP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1496183.37   | 0.18%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.15% 01/01/26  | PACIFIC GAS & ELECTRIC REGD 3.15000000                                                           | CUSIP: 694308JP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500000.00   | 0.19%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PAID 2025-6 A 4.248% 09/15/26   | PAGAYA AI DEBT GRANTOR TRUST__  2025-6 SER 2025-6 CL A1 REGD 144A P/P 4.24800000                 | CUSIP: 69549BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1575854 | PA      | $1576255.36   | 0.19%             | 2026-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD S 3.25% 06/08/26  | PERNOD RICARD SA REGD P/P 3.25000000                                                             | CUSIP: 714264AM0<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $599567.33    | 0.07%             | 2026-06-08      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 11/17/27  | PHILIP MORRIS INTL INC REGD 5.12500000                                                           | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2028413.78   | 0.25%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  4.375% 11/01/27  | PHILIP MORRIS INTL INC REGD 4.37500000                                                           | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    870000 | PA      | $878494.18    | 0.11%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  4.125% 04/28/28  | PHILIP MORRIS INTL INC REGD 4.12500000                                                           | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    975000 | PA      | $979637.50    | 0.12%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  3.875% 10/27/28  | PHILIP MORRIS INTL INC REGD 3.87500000                                                           | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1208889.80   | 0.15%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PFAST 2024-1A  4.44% 05/22/28   | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2 SER 2024-1A CL A3 REGD 144A P/P 4.44000000         | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2049000 | PA      | $2056502.21   | 0.25%             | 2030-01-22      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| PRDGY 2021-1A A V/R 07/25/51    | PRODIGY FINANCE CM2021-1 DAC SER 2021-1A CL A V/R REGD P/P 5.09192000                            | CUSIP: 742855AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     28517 | PA      | $28445.80     | 0.00%             | 2051-07-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIF 4.335% 09/13/27  | PROTECTIVE LIFE GLOBAL REGD 144A P/P 4.33500000                                                  | CUSIP: 74368CBZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1328933.71   | 0.16%             | 2027-09-13      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABO V/R 02/24/27  | COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 1.10600000                                            | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $298686.38    | 0.04%             | 2027-02-24      | Variable      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABO V/R 12/15/27  | COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 1.98000000                                            | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $2058459.14   | 0.25%             | 2027-12-15      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP 5.75% 11/08/26         | RTX CORP REGD 5.75000000                                                                         | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1601692.15   | 0.20%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS 2.625% 05/15/26  | ROCHE HOLDINGS INC REGD 144A P/P 2.62500000                                                      | CUSIP: 771196BK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1857424.39   | 0.23%             | 2026-05-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ROCKT 2017-3A A V/R 10/20/30    | ROCKFORD TOWER CLO 2017-3 LTD SER 2017-3A CL A V/R REGD 144A P/P 5.33605000                      | CUSIP: 77341DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     24828 | PA      | $24828.59     | 0.00%             | 2030-10-20      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICA 3.2% 03/15/27  | ROGERS COMMUNICATIONS IN REGD 3.20000000                                                         | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2210000 | PA      | $2188135.25   | 0.27%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN  5.5% 08/31/26  | ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.50000000                                                 | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2000000 | PA      | $2003084.04   | 0.25%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CAN V/R 07/20/26  | ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 5.01651400                                            | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2008897.26   | 0.25%             | 2026-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CAN V/R 03/27/28  | ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 4.54827700                                            | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $2307990.59   | 0.29%             | 2028-03-27      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CAN V/R 10/18/27  | ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 4.65651400                                            | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200507.32    | 0.02%             | 2027-10-18      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-2A  5.33% 11/20/29   | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2024-2A CL A3 REGD 144A P/P 5.33000000           | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    931978 | PA      | $942051.09    | 0.12%             | 2029-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SBALT 2024-C A 4.56% 11/20/26   | SBNA AUTO LEASE TRUST 2024-C SER 2024-C CL A3 REGD 144A P/P 4.56000000                           | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    787149 | PA      | $789005.99    | 0.10%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| SCG 2025-DLFN A V/R 03/15/27    | SCG COMMERCIAL MORTGAGE TRUST 2025-DLFN SER 2025-DLFN CL A V/R REGD 144A P/P 4.95012000          | CUSIP: 78398EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285000 | PA      | $283932.19    | 0.04%             | 2035-03-15      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2025-2A  4.44% 01/22/29   | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2025-2A CL A3 REGD 144A P/P 4.44000000           | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    885000 | PA      | $893016.77    | 0.11%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| SBALT 2024-B A 5.56% 09/21/26   | SBNA AUTO LEASE TRUST 2024-B SER 2024-B CL A3 REGD 144A P/P 5.56000000                           | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    819628 | PA      | $823989.74    | 0.10%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SMB 2021-A A2A1 V/R 01/15/53    | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SER 2021-A CL A2A1 V/R REGD 144A P/P 4.59460000          | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1175479 | PA      | $1164065.14   | 0.14%             | 2053-01-15      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| SMB 2021-A APL V/R 01/15/53     | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SER 2021-A CL APL V/R REGD 144A P/P 4.80344000           | CUSIP: 78448YAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128968 | PA      | $127737.45    | 0.02%             | 2053-01-15      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| SMB 2022-C A1B V/R 11/15/31     | SMB PRIVATE EDUCATION LOAN TRUST 2022-C SER 2022-C CL A1B V/R REGD 144A P/P 5.83385000           | CUSIP: 78449CAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150687 | PA      | $152860.96    | 0.02%             | 2050-05-16      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| SMB 2021-D A1B V/R 08/15/30     | SMB PRIVATE EDUCATION LOAN TRUST 2021-D SER 2021-D CL A1B V/R REGD 144A P/P 4.46460000           | CUSIP: 78449MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    101993 | PA      | $101109.49    | 0.01%             | 2053-03-17      | Variable      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| SMB 2020-A A2B V/R 02/15/29     | SMB PRIVATE EDUCATION LOAN TRUST 2020-A SER 2020-A CL A2B V/R REGD 144A P/P 4.69460000           | CUSIP: 78449UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    233125 | PA      | $232955.45    | 0.03%             | 2037-09-15      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| SMB 2020-PTA A2 1.6% 09/15/54   | SMB PRIVATE EDUCATION LOAN TRUST 2020-PT-A SER 2020-PTA CL A2A REGD 144A P/P 1.60000000          | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205316 | PA      | $194699.80    | 0.02%             | 2054-09-15      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| SMB 2023-D A1B V/R 09/15/53     | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL A1B V/R REGD 144A P/P 5.63385000           | CUSIP: 78450PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    695150 | PA      | $706607.20    | 0.09%             | 2053-09-15      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| SMB 2023-A A1A 5.38% 01/15/53   | SMB PRIVATE EDUCATION LOAN TRUST 2023-A SER 2023-A CL A1A REGD 144A P/P 5.38000000               | CUSIP: 78450QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    117404 | PA      | $119525.76    | 0.01%             | 2053-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SMB 2022-D A1B V/R 10/15/58     | SMB PRIVATE EDUCATION LOAN TRUST 2022-D SER 2022-D CL A1B V/R REGD 144A P/P 5.78385000           | CUSIP: 78454XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1599277 | PA      | $1628283.98   | 0.20%             | 2058-10-15      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| SMRT 2022-MINI A V/R 01/15/24   | SMRT 2022-MINI SER 2022-MINI CL A V/R REGD 144A P/P 4.75100000                                   | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $349999.55    | 0.04%             | 2039-01-15      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SABINE PASS LIQUEF 5% 03/15/27  | SABINE PASS LIQUEFACTION REGD SER WI 5.00000000                                                  | CUSIP: 785592AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7610000 | PA      | $7661647.17   | 0.95%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQU 4.2% 03/15/28  | SABINE PASS LIQUEFACTION REGD SER WI 4.20000000                                                  | CUSIP: 785592AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1216456.76   | 0.15%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LI 5.875% 06/30/26  | SABINE PASS LIQUEFACTION REGD 5.87500000                                                         | CUSIP: 785592AV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    973000 | PA      | $974382.82    | 0.12%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL V/R 09/02/27  | SAMMONS FINANCIAL GLOBAL REGD V/R 144A P/P 4.61453900                                            | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301230.87    | 0.04%             | 2027-09-02      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 05/31/27  | SANTANDER HOLDINGS USA REGD V/R 6.12400000                                                       | CUSIP: 80282KBK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $971586.95    | 0.12%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNAT 5.125% 01/13/28  | SAUDI INTERNATIONAL BOND REGD 144A P/P 5.12500000                                                | CUSIP: 80413TBJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |   1800000 | PA      | $1838260.53   | 0.23%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SMB 2024-A A1B V/R 03/15/56     | SMB PRIVATE EDUCATION LOAN TRUST 2024-A SER 2024-A CL A1B V/R REGD 144A P/P 5.43385000           | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    156956 | PA      | $158401.15    | 0.02%             | 2056-03-15      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| SMB 2022-B A1B V/R 02/16/55     | SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.43385000           | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1028092 | PA      | $1037226.44   | 0.13%             | 2055-02-16      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 1.2% 02/01/26  | SOUTHERN CAL EDISON REGD SER 20C 1.20000000                                                      | CUSIP: 842400GV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1394929.56   | 0.17%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 4.9% 06/01/26  | SOUTHERN CAL EDISON REGD 4.90000000                                                              | CUSIP: 842400HW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $801085.84    | 0.10%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 4.4% 09/06/26  | SOUTHERN CAL EDISON REGD 4.40000000                                                              | CUSIP: 842400JF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1196970.60   | 0.15%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF E DISC 01/05/26  | SOUTHERN CALIF E DISC 01/05/26 0.00000000                                                        | CUSIP: 8424C1A57<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    300000 | PA      | $299832.27    | 0.04%             | 2026-01-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SO CALIF EDISO DISC 01/06/26    | SO CALIF EDISO DISC 01/06/26 0.00000000                                                          | CUSIP: 8424C1A65<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    300000 | PA      | $299798.37    | 0.04%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.113% 08/01/27     | SOUTHERN CO REGD 5.11300000                                                                      | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1122874.40   | 0.14%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES 3% 11/15/26  | SOUTHWEST AIRLINES CO REGD 3.00000000                                                            | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297273.20    | 0.04%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN EL 2.75% 10/01/26  | SOUTHWESTERN ELEC POWER REGD SER K 2.75000000                                                    | CUSIP: 845437BP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990929.18    | 0.12%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHART  DISC  02/11/26  | STANDARD CHART  DISC  02/11/26 0.00000000                                                        | CUSIP: 85324UBB8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3982196.80   | 0.49%             | 2026-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 01/14/27  | STANDARD CHARTERED PLC REGD V/R 144A P/P 1.45600000                                              | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $399618.28    | 0.05%             | 2027-01-14      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTER 4.6% 01/15/26  | STANDARD CHARTERED BK NEW YORK  CTF OF DEPOSIT 4.60000000                                        | CUSIP: 85325VQK9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2395000 | PA      | $2395689.28   | 0.30%             | 2026-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STAR 2020-INV1 A V/R 11/25/55   | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV SER 2020-INV1 CL A1 V/R REGD 144A P/P 1.02700000    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41645 | PA      | $39899.46     | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| STAR 2021-2 A1 V/R 05/25/65     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.94300000         | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    106062 | PA      | $100852.24    | 0.01%             | 2065-05-25      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| STAR 2020-3 A1 V/R 04/25/65     | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 SER 2020-3 CL A1 V/R REGD 144A P/P 1.48600000         | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67931 | PA      | $66541.07     | 0.01%             | 2065-04-25      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| STEEL DYNAMICS  1.65% 10/15/27  | STEEL DYNAMICS INC REGD 1.65000000                                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1258419.54   | 0.16%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC 4% 12/15/28  | STEEL DYNAMICS INC REGD 4.00000000                                                               | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1159224.52   | 0.14%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI F V/R 07/13/26  | SUMITOMO MITSUI FINL GRP REGD V/R 5.28405600                                                     | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $402357.59    | 0.05%             | 2026-07-13      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI T V/R 09/14/26  | SUMITOMO MITSUI TR BK LT REGD V/R 144A P/P 4.88049700                                            | CUSIP: 86563VBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    300000 | PA      | $302026.41    | 0.04%             | 2026-09-14      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC 4.55% 04/01/27     | SYNOPSYS INC REGD 4.55000000                                                                     | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2986164.50   | 0.37%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 07/29/29  | SYNCHRONY FINANCIAL REGD V/R 5.01900000                                                          | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2547478.71   | 0.31%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK 5.625% 08/23/27  | SYNCHRONY BANK REGD 5.62500000                                                                   | CUSIP: 87166FAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1489192.45   | 0.18%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYNIT 2023-A1  5.54% 07/15/26   | SYNCHRONY CARD FUNDING LLC SER 2023-A1 CL A REGD 5.54000000                                      | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1008410.90   | 0.12%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 3.75% 04/15/27  | T-MOBILE USA INC REGD SER WI 3.75000000                                                          | CUSIP: 87264ABD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3404696.98   | 0.42%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 2.25% 02/15/26  | T-MOBILE USA INC REGD 2.25000000                                                                 | CUSIP: 87264ABR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6270000 | PA      | $6255668.03   | 0.77%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 1.5% 02/15/26  | T-MOBILE USA INC REGD SER WI 1.50000000                                                          | CUSIP: 87264ABZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $538234.84    | 0.07%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.8% 07/15/28  | T-MOBILE USA INC REGD 4.80000000                                                                 | CUSIP: 87264ADA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1563235.90   | 0.19%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.2% 07/01/27  | TARGA RESOURCES CORP REGD 5.20000000                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2022492.18   | 0.25%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TLEVS 2025-A A 4.14% 08/20/27   | TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC SER 2025-A CL A2 REGD 144A P/P 4.14000000 | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1102157.65   | 0.14%             | 2028-06-20      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| TSET 2024-1A A 5.08% 09/20/29   | TESLA SUSTAINABLE ENERGY TRUST 2024-1 SER 2024-1A CL A2 REGD 144A P/P 5.08000000                 | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    396243 | PA      | $397844.33    | 0.05%             | 2050-06-21      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| TPMT 2019-HY2 A1 V/R 05/25/58   | TOWD POINT MORTGAGE TRUST 2019-HY2 SER 2019-HY2 CL A1 V/R REGD 144A P/P 4.84621000               | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    129457 | PA      | $131817.33    | 0.02%             | 2058-05-25      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| TPAT 2021-SL1 A2 V/R 11/20/26   | TOWD POINT ASSET TRUST 2021-SL1 SER 2021-SL1 CL A2 V/R REGD 144A P/P 4.54838000                  | CUSIP: 89179XAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51777 | PA      | $51667.31     | 0.01%             | 2061-11-20      | Variable      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| TAOT 2023-A A3 4.63% 05/15/26   | TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST SER 2023-A CL A3 REGD 4.63000000                      | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     68485 | PA      | $68642.86     | 0.01%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TALNT 2025-1A  4.65% 05/28/30   | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.65000000            | CUSIP: 891950AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1596000 | PA      | $1629267.34   | 0.20%             | 2038-05-25      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| TAOT 2022-C A3 3.76% 12/15/25   | TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST SER 2022-C CL A3 REGD 3.76000000                      | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    119004 | PA      | $118981.36    | 0.01%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CRE 4.8% 01/05/26  | TOYOTA MOTOR CREDIT CORP REGD MTN 4.80000000                                                     | CUSIP: 89236TLJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3265289.90   | 0.40%             | 2026-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TAOT 2024-A A3 4.83% 10/16/28   | TOYOTA AUTO RECEIVABLES 2024-A OWNER TRUST SER 2024-A CL A3 REGD 4.83000000                      | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3432007 | PA      | $3454275.56   | 0.43%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| TLOT 2025-A A2 4.58% 12/21/26   | TOYOTA LEASE OWNER TRUST 2025-A SER 2025-A CL A2A REGD 144A P/P 4.58000000                       | CUSIP: 89239NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1147950 | PA      | $1151437.50   | 0.14%             | 2027-07-20      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| TCCT 2025-1A A V/R 09/26/27     | TRILLIUM CREDIT CARD TRUST II SER 2025-1A CL A V/R REGD 144A P/P 4.26018700                      | CUSIP: 89621ACC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003296.20   | 0.12%             | 2030-09-26      | Variable      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.5% 08/15/29  | UBER TECHNOLOGIES INC REGD 144A P/P 4.50000000                                                   | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2200270.60   | 0.27%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED PARCEL S 3.05% 11/15/27  | UNITED PARCEL SERVICE REGD 3.05000000                                                            | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1166597.08   | 0.14%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 07/22/28         | US BANCORP REGD V/R MTN 4.54800000                                                               | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1411798.49   | 0.17%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 02/19/26          | UNITED STATES TREASURY BILL ZCP 0.00000000                                                       | CUSIP: 912797PM3<br>LEI: N/A                  | Long             | STIV             | UST               | US        |   4550000 | PA      | $4528370.80   | 0.56%             | 2026-02-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 03/19/26          | UNITED STATES TREASURY BILL ZCP 0.00000000                                                       | CUSIP: 912797PV3<br>LEI: N/A                  | Long             | STIV             | UST               | US        |  16000000 | PA      | $15880899.52  | 1.96%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 05/14/26          | UNITED STATES TREASURY BILL ZCP 0.00000000                                                       | CUSIP: 912797QN0<br>LEI: N/A                  | Long             | STIV             | UST               | US        |  10000000 | PA      | $9871850.00   | 1.22%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 02/15/26    | UNITED STATES TREASURY NOTE 1.62500000                                                           | CUSIP: 912828P46<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10000000 | PA      | $9975016.80   | 1.23%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TIPS 2.125% 04/15/29         | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000                                        | CUSIP: 91282CKL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1326389 | PA      | $1355435.56   | 0.17%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP 2.65% 11/01/26         | RTX CORP REGD 2.65000000                                                                         | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979209.90   | 0.24%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP 3.125% 05/04/27        | RTX CORP REGD 3.12500000                                                                         | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1043881.41   | 0.13%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UPGA 2025-1A A 4.54% 05/17/27   | UPGRADE AUTO RECEIVABLES TRUST 2025-1 SER 2025-1A CL A2 REGD 144A P/P 4.54000000                 | CUSIP: 91531AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $600623.94    | 0.07%             | 2029-05-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| VW CREDIT INC 0% 01/13/26       | VW CREDIT INC 0% 01/13/26 0.00000000                                                             | CUSIP: 91842KAD8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1200000 | PA      | $1198307.52   | 0.15%             | 2026-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-6 A1B V/R 08/20/27    | VERIZON MASTER TRUST SER 2024-6 CL A1B V/R REGD 4.58765000                                       | CUSIP: 92348KDF7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1005164.80   | 0.12%             | 2030-08-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| VZMT 2025-1 A 4.71% 01/20/28    | VERIZON MASTER TRUST SER 2025-1 CL A REGD 4.71000000                                             | CUSIP: 92348KDR1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1526295.00   | 0.19%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-7 A1 V/R 09/25/69    | VERUS SECURITIZATION TRUST 2024-7 SER 2024-7 CL A1 V/R REGD 144A P/P 5.09500000                  | CUSIP: 924925AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    367520 | PA      | $368239.96    | 0.05%             | 2069-09-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-R1 A1 V/R 05/25/65   | VERUS SECURITIZATION TRUST 2025-R1 SER 2025-R1 CL A1A V/R REGD 144A P/P 5.40200000               | CUSIP: 92541AAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    922232 | PA      | $929023.53    | 0.11%             | 2065-05-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATION 4.3% 10/15/28  | VISTRA OPERATIONS CO LLC REGD 144A P/P 4.30000000                                                | CUSIP: 92840VAX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3614779.64   | 0.45%             | 2028-10-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| VMWARE LLC 1.4% 08/15/26        | VMWARE LLC REGD 1.40000000                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1960674.74   | 0.24%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 1.8% 08/15/28        | VMWARE LLC REGD 1.80000000                                                                       | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1045258.64   | 0.13%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP  V/R 03/20/26  | VOLKSWAGEN GROUP AMERICA REGD V/R 144A P/P 4.55495800                                            | CUSIP: 928668CD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500471.29    | 0.06%             | 2026-03-20      | Variable      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP  V/R 08/14/26  | VOLKSWAGEN GROUP AMERICA REGD V/R 144A P/P 4.86900300                                            | CUSIP: 928668CJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $481546.92    | 0.06%             | 2026-08-14      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP 4.9% 08/14/26  | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 4.90000000                                                | CUSIP: 928668CK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $602404.34    | 0.07%             | 2026-08-14      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28  | WELLS FARGO & COMPANY REGD V/R MTN 5.70700000                                                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3246321.13   | 0.40%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28  | WELLS FARGO & COMPANY REGD V/R MTN 4.98248900                                                    | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $904947.06    | 0.11%             | 2028-04-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/24/28  | WELLS FARGO & COMPANY REGD V/R MTN SER W 4.90000000                                              | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5025000 | PA      | $5067728.13   | 0.63%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/24/28  | WELLS FARGO & COMPANY REGD V/R 4.68184100                                                        | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1403088.69   | 0.17%             | 2028-01-24      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 09/15/29  | WELLS FARGO & COMPANY REGD V/R 4.07800000                                                        | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    790000 | PA      | $789590.72    | 0.10%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| WEST 2025-ROSE A V/R 04/10/30   | WEST TRUST 2025-ROSE SER 2025-ROSE CL A V/R REGD 144A P/P 5.45406300                             | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    438000 | PA      | $445104.45    | 0.05%             | 2035-04-10      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| SYDNEY AIRPORT 3.625% 04/28/26  | SYDNEY AIRPORT FINANCE REGD REG S 3.62500000                                                     | CUSIP: Q8809VAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1700000 | PA      | $1696529.47   | 0.21%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE I 1.625% 07/12/26  | ENEL FINANCE INTL N REGD REG S 1.62500000                                                        | CUSIP: N30706VC1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    400000 | PA      | $394900.51    | 0.05%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| SOFINA SA 1% 09/23/28/EUR/      | SOFINA SA /EUR/ REGD REG S 1.00000000                                                            | CUSIP: B80925AA6<br>LEI: 5493000GMVR38VUO5D39 | Long             | DBT              | CORP              | BE        |   1500000 | PA      | $1662899.84   | 0.21%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CTADL 2024- V/R 04/27/28 /GBP/  | CITADEL 2024-1 PLC SER 2024-1 CL A V/R REGD REG S /GBP/ 4.74519000                               | CUSIP: G214A0AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |    641527 | PA      | $866934.61    | 0.11%             | 2060-04-28      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS AG AUSTR V/R 02/26/26/AUD/  | UBS AG AUSTRALIA /AUD/ REGD V/R REG S SER . 4.15610000                                           | CUSIP: Q9T799BT4<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    900000 | PA      | $600698.27    | 0.07%             | 2026-02-26      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| MUFG BANK L V/R 02/17/26 /AUD/  | MUFG BANK LTD SYDNEY VARIABLE_  SER TCD /AUD/ CTF OF DEPOSIT 4.52250000                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |    800000 | PA      | $534253.69    | 0.07%             | 2026-02-17      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| UKLOG 2024- V/R 05/17/29 /GBP/  | UK LOGISTICS 2024-1 DAC SER 2024-1X CL A V/R REGD REG S /GBP/ 5.61940000                         | CUSIP: G930ZAAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    129959 | PA      | $175221.90    | 0.02%             | 2034-05-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| SVENSKA HAND V/R 03/04/26/AUD/  | SVENSKA HANDELSBANKEN AB /AUD/ REGD V/R MTN 4.12580000                                           | CUSIP: W9125C8G7<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    500000 | PA      | $333741.72    | 0.04%             | 2026-03-04      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| AUTOF 2 A V/R 12/24/44 /EUR/    | AUTOFLORENCE 2 SRL SER 2 CL A V/R REGD REG S /EUR/ 2.60300000                                    | CUSIP: T0R388AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |    133160 | PA      | $156566.22    | 0.02%             | 2044-12-24      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| AUTOF 2 B V/R 12/24/44 /EUR/    | AUTOFLORENCE 2 SRL SER 2 CL B V/R REGD REG S /EUR/ 2.65300000                                    | CUSIP: T0R388AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |     27592 | PA      | $32408.51     | 0.00%             | 2044-12-24      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| FOXCONN FAR EA 1.875% 08/25/28  | FOXCONN FAR EAST LTD REGD EMTN 1.87500000                                                        | CUSIP: G3R82SAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1112177.86   | 0.14%             | 2028-08-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BRICO 2024  V/R 02/24/42 /EUR/  | BRIGNOLE CO SER 2024 CL A V/R REGD REG S /EUR/ 2.68300000                                        | CUSIP: T2R8AVAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |    324283 | PA      | $381694.87    | 0.05%             | 2042-02-24      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| AUTOF 3 A V/R 12/25/46 /EUR/    | AUTOFLORENCE 3 SRL SER 3 CL A V/R REGD REG S /EUR/ 2.84400000                                    | CUSIP: T0R38AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |    474159 | PA      | $559075.41    | 0.07%             | 2046-12-25      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN V/R 04/01/27  | MERCEDES-BENZ FIN NA REGD V/R REG S 4.80061900                                                   | CUSIP: U5876JBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $501718.16    | 0.06%             | 2027-04-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| CAR 2023-1F V/R 06/21/27 /EUR/  | CARS ALLIANCE AUTO LEASES FRANCE V 2023-1 SER 2023-1FRV CL A V/R REGD REG S /EUR/ 2.57100000     | CUSIP: F1R75PBT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | FR        |    341336 | PA      | $401380.41    | 0.05%             | 2038-10-21      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CIART 2023- V/R 12/15/32 /EUR/  | CITIZEN IRISH AUTO RECEIVABLES TRUST  SER 2023-1 CL A V/R REGD REG S /EUR/ 2.67400000            | CUSIP: G215B3AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    105647 | PA      | $124240.82    | 0.02%             | 2032-12-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| NDFT 2024-1 V/R 03/15/27 /GBP/  | NEWDAY FUNDING SER 2024-1X CL A V/R REGD REG S /GBP/ 5.12628000                                  | CUSIP: G6S85ADF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |    534000 | PA      | $723566.26    | 0.09%             | 2032-03-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.25% 04/05/27     | ENBRIDGE INC REGD 5.25000000                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1295000 | PA      | $1313029.55   | 0.16%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRTN 2021-2 V/R 02/09/53 /AUD/  | TRITON BOND TRUST 2021-2 IN RESPECT OF SERIES 1 SER 2021-2 CL A1AU V/R REGD /AUD/ 4.24750000     | CUSIP: Q744CHAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | AU        |    179822 | PA      | $119950.50    | 0.01%             | 2053-02-09      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| THLOG 2024- V/R 11/17/29 /EUR/  | THUNDER LOGISTICS 2024-1 DAC SER 2024-1X CL A V/R REGD REG S /EUR/ 3.56400000                    | CUSIP: G8856JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    299080 | PA      | $351306.44    | 0.04%             | 2036-11-17      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| FMACB 2024- V/R 02/18/56 /AUD/  | FIRSTMAC MORTGAGE FUNDING TRUST NO. 4 SERIES 2024-4 SER 2024-4 CL A1 V/R REGD /AUD/ 4.62750000   | CUSIP: Q3R749AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | AU        |    300972 | PA      | $201484.12    | 0.02%             | 2056-02-18      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| METR 2024-1 V/R 09/17/30 /AUD/  | METRO FINANCE 2024-1 TRUST SER 2024-1 CL A V/R REGD /AUD/ 4.80750000                             | CUSIP: Q744G8AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | AU        |    298704 | PA      | $200113.64    | 0.02%             | 2030-09-17      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| TOMMI 6 A V/R 07/18/36 /EUR/    | LT RAHOITUS 2025-1 DAC SER 6 CL A V/R REGD REG S /EUR/ 2.48300000                                | CUSIP: G571C0AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    418931 | PA      | $492633.68    | 0.06%             | 2036-07-18      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL LCH FOB WFS     | CASH COLLATERAL LCH FOB WFS 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |   1128000 | PA      | $1128000.00   | 0.14%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL CME WFS         | CASH COLLATERAL CME WFS        /CCWFSXUS7 3.54000000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |    949000 | PA      | $949000.00    | 0.12%             | 2049-12-31      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| RNBAG 10 B V/R 12/15/27 /EUR/   | RED & BLACK AUTO GERMANY 10 UG SER 10 CL B V/R REGD REG S /EUR/ 3.13500000                       | CUSIP: D6S2VZAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | DE        |     62872 | PA      | $74113.93     | 0.01%             | 2032-09-15      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| REVOC 2024- V/R 02/21/37 /EUR/  | REVOCAR 2024-1 UG SER 2024-1 CL A V/R REGD REG S /EUR/ 2.48100000                                | CUSIP: D6S680AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | DE        |    367516 | PA      | $432062.17    | 0.05%             | 2037-02-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| COMP 2024-1 V/R 09/28/38 /EUR/  | AUTO ABS SPANISH LOANS 2024-1 FT SER 2024-1 CL A V/R REGD REG S /EUR/ 2.74400000                 | CUSIP: E0741YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |    645348 | PA      | $760247.37    | 0.09%             | 2038-09-28      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| ANORI 2022- V/R 01/25/40 /EUR/  | AUTONORIA SPAIN 2022 FT SER 2022-SP CL A V/R REGD REG S /EUR/ 2.73400000                         | CUSIP: E7827FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |    309320 | PA      | $364433.48    | 0.05%             | 2040-01-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| ANORI 2022- V/R 01/26/40 /EUR/  | AUTONORIA SPAIN 2022 FT SER 2022-SP CL B V/R REGD REG S /EUR/ 3.89400000                         | CUSIP: E7827FAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |     38665 | PA      | $46063.01     | 0.01%             | 2040-01-26      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| ANORI 2023- V/R 09/30/41 /EUR/  | AUTONORIA SPAIN 2023 FT SER 2023-SP CL A V/R REGD REG S /EUR/ 2.62600000                         | CUSIP: E7827LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |    409237 | PA      | $481896.57    | 0.06%             | 2041-09-30      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| ANORI 2023- V/R 09/30/41 /EUR/  | AUTONORIA SPAIN 2023 FT SER 2023-SP CL B V/R REGD REG S /EUR/ 3.07600000                         | CUSIP: E7827LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | ES        |     58462 | PA      | $68946.17     | 0.01%             | 2041-09-30      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| CAR 2023-1F V/R 06/21/27 /EUR/  | CARS ALLIANCE AUTO LEASES FRANCE V 2023-1 SER 2023-1FRV CL B V/R REGD REG S /EUR/ 3.22100000     | CUSIP: F1R75PBS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | FR        |    400000 | PA      | $471862.54    | 0.06%             | 2038-10-21      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| AFUND 2024- V/R 09/20/61 /GBP/  | ATLAS FUNDING 2024-1 PLC SER 2024-1 CL A V/R REGD REG S /GBP/ 4.77052000                         | CUSIP: G061A7AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |    407608 | PA      | $550418.82    | 0.07%             | 2061-09-20      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| AFUND 2025- V/R 02/20/30 /GBP/  | ATLAS FUNDING 2025-1 PLC SER 2025-1 CL A V/R REGD REG S /GBP/ 4.72050000                         | CUSIP: G061A9AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |    397582 | PA      | $536196.00    | 0.07%             | 2062-07-20      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BRACN 2024- V/R 02/17/29 /GBP/  | BRACCAN MORTGAGE FUNDING 2024-1 PLC SER 2024-1 CL A V/R REGD REG S /GBP/ 4.80939000              | CUSIP: G12855AA3<br>LEI: 635400RGKRFPCFMYJF13 | Long             | ABS-CBDO         | CORP              | GB        |    720180 | PA      | $972241.51    | 0.12%             | 2067-02-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| CARS 2024-1 V/R 08/20/31 /GBP/  | CARDIFF AUTO RECEIVABLES SECURITISATIO SER 2024-1 CL B V/R REGD REG S /GBP/ 5.31334000           | CUSIP: G198ACAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |    264000 | PA      | $356835.97    | 0.04%             | 2031-08-20      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| CIART 2023- V/R 12/15/32 /EUR/  | CITIZEN IRISH AUTO RECEIVABLES TRUST  SER 2023-1 CL B V/R REGD REG S /EUR/ 3.30400000            | CUSIP: G215B3AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    121000 | PA      | $142681.97    | 0.02%             | 2032-12-15      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| EMI 2023-1  V/R 01/25/27 /GBP/  | ECONOMIC MASTER ISSUER PLC SER 2023-1 CL A V/R REGD REG S /GBP/ 4.28520000                       | CUSIP: G2920UAH2<br>LEI: 635400KXONN4J3OEOG29 | Long             | ABS-CBDO         | CORP              | GB        |    197332 | PA      | $266177.60    | 0.03%             | 2074-06-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| CHESH 2025- V/R 09/28/28 /GBP/  | CHESHIRE 2025-1 PLC SER 2025-1 CL A V/R REGD REG S /GBP/ 0.00000000                              | CUSIP: G2R3ZRAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |   1500000 | PA      | $2019162.98   | 0.25%             | 2048-06-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FIAR 2 A V/R 11/14/34 /EUR/     | FINANCE IRELAND AUTO RECEIVABLES NO 2 DAC SER 2 CL A V/R REGD REG S /EUR/ 2.55100000             | CUSIP: G3431MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    774235 | PA      | $911220.01    | 0.11%             | 2034-11-14      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| HMI 2023-1X V/R 01/15/28 /GBP/  | HOLMES MASTER ISSUER PLC SER 2023-1X CL A1 V/R REGD REG S /GBP/ 4.56010000                       | CUSIP: G45669DN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |    666000 | PA      | $898654.85    | 0.11%             | 2072-10-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| TOMMI 5 B V/R 05/18/35 /EUR/    | LT AUTORAHOITUS V DAC SER 5 CL B V/R REGD REG S /EUR/ 2.84300000                                 | CUSIP: G571BZAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $469466.07    | 0.06%             | 2035-05-18      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| NDFT 2025-1 V/R 04/15/28 /GBP/  | NEWDAY FUNDING MASTER ISSUER PLC - SERIES  SER 2025-1X CL A V/R REGD REG S /GBP/ 4.79628000      | CUSIP: G6S85AEJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |    599000 | PA      | $809149.10    | 0.10%             | 2033-04-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 07/06/27  | STANDARD CHARTERED PLC REGD V/R REG S 5.93491000                                                 | CUSIP: G84228FT0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $604042.28    | 0.07%             | 2027-07-06      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| TAURS 2025- V/R 02/18/28 /GBP/  | TAURUS 2025-2 UK DAC SER 2025-UK2X CL A V/R REGD REG S /GBP/ 5.46896000                          | CUSIP: G8702NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    281055 | PA      | $379205.19    | 0.05%             | 2035-02-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SMI 2023-1  V/R 04/21/29 /GBP/  | SILVERSTONE MASTER ISSUER PLC SER 2023-1 CL 2A V/R REGD REG S /GBP/ 4.47848000                   | CUSIP: G8T62FBL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |    635000 | PA      | $855982.46    | 0.11%             | 2070-01-21      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| VISCI 2022- V/R 02/27/33 /EUR/  | VITA SCIENTIA 2022-1 DAC SER 2022-1X CL A V/R REGD REG S /EUR/ 3.36600000                        | CUSIP: G937DZAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    999772 | PA      | $1176752.96   | 0.15%             | 2033-02-27      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI T V/R 09/14/26  | SUMITOMO MITSUI TR BK LT REGD V/R REG S 4.88049700                                               | CUSIP: J7771YSN8<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1300000 | PA      | $1308781.12   | 0.16%             | 2026-09-14      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| DLR KREDIT A/ 1% 01/01/27/DKK/  | DLR KREDIT A/S /DKK/ REGD SER CCB 1.00000000                                                     | CUSIP: K3184NVH9<br>LEI: 529900PR2ELW8QI1B775 | Long             | DBT              | CORP              | DK        |   4400000 | PA      | $685118.28    | 0.08%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DA 1% 01/01/27/DKK/  | REALKREDIT DANMARK /DKK/ REGD REG S SER 10F. 1.00000000                                          | CUSIP: K8094KM34<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |  10300000 | PA      | $1602365.38   | 0.20%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BLCON 2024- V/R 03/25/27 /EUR/  | COMPARTMENT BL CONSUMER CREDIT 2024 SER 2024-1 CL A V/R REGD /EUR/ 2.55600000                    | CUSIP: L1089JAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |    321000 | PA      | $377416.12    | 0.05%             | 2041-09-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| BLCON 2024- V/R 03/25/27 /EUR/  | COMPARTMENT BL CONSUMER CREDIT 2024 SER 2024-1 CL B V/R REGD /EUR/ 2.82600000                    | CUSIP: L1089JAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |    292000 | PA      | $342373.94    | 0.04%             | 2041-09-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| ECAR 2024-1 V/R 11/25/35 /EUR/  | E-CARAT DE 2024-1 SER 2024-1 CL A V/R REGD REG S /EUR/ 2.34400000                                | CUSIP: L28425AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |    666871 | PA      | $783397.35    | 0.10%             | 2035-11-25      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| PONY 2024-1 V/R 08/14/28 /EUR/  | PONY SA SER 2024-1 CL A V/R REGD REG S /EUR/ 2.45500000                                          | CUSIP: L76451AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |    595838 | PA      | $700755.53    | 0.09%             | 2033-01-14      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| PONY 2024-1 V/R 08/14/28 /EUR/  | PONY SA SER 2024-1 CL B V/R REGD REG S /EUR/ 2.78500000                                          | CUSIP: L76451AK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |     89613 | PA      | $105227.67    | 0.01%             | 2033-01-14      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| SCGC 2020-1 V/R 11/14/31 /EUR/  | SC GERMANY SA COMPARTMENT CONSUMER 2020-1 SER 2020-1 CL C V/R REGD REG S /EUR/ 3.68500000        | CUSIP: L81394AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | LU        |     50900 | PA      | $59974.40     | 0.01%             | 2034-11-14      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| SCGC 2025-1 V/R 06/14/31 /EUR/  | SC GERMANY SA COMPARTMENT CONSUMER 2025-1 SER 2025-1 CL B V/R REGD REG S /EUR/ 2.88500000        | CUSIP: L81394CH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | DE        |    200000 | PA      | $234033.56    | 0.03%             | 2038-12-14      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| DPF 2022-1  V/R 01/28/27 /EUR/  | DUTCH PROPERTY FINANCE 2022-1 BV SER 2022-1 CL A V/R REGD REG S /EUR/ 2.82200000                 | CUSIP: N2819YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |    555198 | PA      | $653034.50    | 0.08%             | 2059-10-28      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| HILL 2024-1 V/R 02/18/32 /EUR/  | HILL FL 2024-1BV SER 2024-1FL CL B V/R REGD REG S /EUR/ 3.04300000                               | CUSIP: N40578AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |    136522 | PA      | $160485.25    | 0.02%             | 2032-02-18      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| HILL 2024-2 V/R 10/18/32 /EUR/  | HILL FL 2024-2 BV SER 2024-2FL CL A V/R REGD REG S /EUR/ 2.66300000                              | CUSIP: N40579AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |    482058 | PA      | $566024.52    | 0.07%             | 2032-10-18      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| FMACB 2021- V/R 09/24/52 /AUD/  | FIRSTMAC MORTGAGE FUNDING TRUST NO. 4 S SER 2021-2 CL A1 V/R REGD REG S /AUD/ 4.27750000         | CUSIP: Q3R73RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | AU        |    223898 | PA      | $149069.94    | 0.02%             | 2052-09-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| METR 2022-2 V/R 09/19/28 /AUD/  | METRO FINANCE 2022-2 TRUST SER 2022-2 CL A1 V/R REGD /AUD/ 5.29750000                            | CUSIP: Q744DSAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | AU        |    525648 | PA      | $350903.60    | 0.04%             | 2028-09-19      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| PANO 2025-1 V/R 03/15/33 /AUD/  | PANORAMA AUTO TRUST 2025-1 SER 2025-1 CL A V/R REGD REG S /AUD/ 4.51750000                       | CUSIP: Q744H2AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | AU        |    412095 | PA      | $275206.62    | 0.03%             | 2033-03-15      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| SAPP 2025-1 V/R 06/14/66 /AUD/  | SAPPHIRE XXXII SERIES 2025-1 TRUST SER 2025-1 CL A1L V/R REGD /AUD/ 4.64750000                   | CUSIP: Q7S04QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | AU        |   1017353 | PA      | $680430.91    | 0.08%             | 2066-06-14      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 05/20/26/ZAR/  | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                         | CUSIP: S3242VSP9<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |  13400000 | PA      | $788707.40    | 0.10%             | 2026-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 08/19/26/ZAR/  | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                         | CUSIP: S3242VTC7<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |  13300000 | PA      | $769623.92    | 0.10%             | 2026-08-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                             | IRS R03.75PSO/N 09/17/30 WFSLUS33XXX FIXED                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1 | NC      | $10501.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | IRS RSOFRP03.29 05/31/30 WFSLUS33XXX FLOAT                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $90147.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | IRS RSOFRP03.37 05/31/30 WFSLUS33XXX FLOAT                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $31922.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOF 3 B V/R 12/25/46 /EUR/    | AUTOFLORENCE 3 SRL SER 3 CL B V/R REGD REG S /EUR/ 4.24400000                                    | CUSIP: T0R38AAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |     47416 | PA      | $56557.33     | 0.01%             | 2046-12-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| GOLDB 2023- V/R 09/22/43 /EUR/  | GOLDEN BAR SECURITISATION SRL 2023-2 SER 2023-2 CL B V/R REGD REG S /EUR/ 4.93500000             | CUSIP: T5160DDJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |    199907 | PA      | $239506.51    | 0.03%             | 2043-09-22      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| KORIT 1 A V/R 02/26/35 /EUR/    | KOROMO ITALY SRL SER 1 CL A V/R REGD REG S /EUR/ 2.71400000                                      | CUSIP: T6S354AB2<br>LEI: 81560083FAFE62C1AD53 | Long             | ABS-CBDO         | CORP              | IT        |     13850 | PA      | $16280.79     | 0.00%             | 2035-02-26      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| RNBAI 2 A1 V/R 02/28/28 /EUR/   | RED & BLACK AUTO ITALY SRL SER 2 CL A1 V/R REGD REG S /EUR/ 2.89400000                           | CUSIP: T7S2BUAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |    320775 | PA      | $378624.16    | 0.05%             | 2034-07-28      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| RNBAI 2 B V/R 02/28/28 /EUR/    | RED & BLACK AUTO ITALY SRL SER 2 CL B V/R REGD REG S /EUR/ 3.69400000                            | CUSIP: T7S2BUAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |     66772 | PA      | $79098.67     | 0.01%             | 2034-07-28      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| YOUIT 2024- V/R 03/25/29 /EUR/  | YOUNI ITALY 2024-1 SRL SER 2024-1 CL A V/R REGD REG S /EUR/ 2.77400000                           | CUSIP: T9846WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IT        |    294225 | PA      | $346597.96    | 0.04%             | 2034-04-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| NAVSL 2018-BX A2 V/R 09/15/26   | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B SER 2018-BX CL A2B V/R REGD REG S 4.58460000         | CUSIP: U6379HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42879 | PA      | $42882.78     | 0.01%             | 2059-12-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| VIRIF 1 B V/R 10/28/40 /EUR/    | TAGUS - SOCIEDADE DE TITULARIZACAO DE CREDIT SER 1 CL B V/R REGD REG S /EUR/ 2.84400000          | CUSIP: X89368DW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | PT        |    128962 | PA      | $150987.37    | 0.02%             | 2040-10-28      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Six Circles Trust

**Signature:** Tricia Larkin

**Name of Signer:** Tricia Larkin

**Title:** Treasurer/Principal Financial Officer