# EDGAR Filing Document

**Accession Number:** 0000836906
**File Stem:** 0000836906-25-000265
**Filing Date:** 2025-11
**Character Count:** 308937
**Document Hash:** cf941daebbf02a7292f6b41441a3c1a9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000836906-25-000265.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000836906-25-000265

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MALVERN FUNDS
- **CENTRAL INDEX KEY:** 0000836906

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05628
- **FILM NUMBER:** 251518311

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD ASSET ALLOCATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard Institutional Short-Term Bond Fund (Series ID: S000049659)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000157009 | Institutional Plus Shares | VISTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD MALVERN FUNDS

- **b. Investment Company Act file number:** 811-05628

- **c. CIK number of Registrant:** 0000836906

- **d. LEI of Registrant:** 549300EW16IGZDA38J20

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD INSTITUTIONAL SHORT-TERM BOND FUND

- **b. EDGAR series identifier (if any):** S000049659

- **c. LEI of Series:** 549300VRQLVE63JP0O95

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $6117144738.29

**Total Liabilities:** $30222175.00

**Net Assets:** $6086922563.29

**Delayed Delivery Securities:** $1760000.00

**Cash Not Reported:** $6018856.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -12258.83100428 | **1-Year:** -484942.02986489 | **5-Year:** -321840.31024112 | **10-Year:** -5186.28906735 | **30-Year:** -0.00000016

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

- **3-Month:** -0.33046553 | **1-Year:** -43.07587083 | **5-Year:** -10.56839002 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000157009 | 0.01%                | 0.99%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3547048.47             | $-16158472.26                              |
| Month 2  | $3762636.67              | $29895059.68                               |
| Month 3  | $2784874.80              | $-1922649.37                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Government/Credit 1-3 Year Excluding Baa Index

- **Index Identifier:** I03603US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                               | EUR/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $568.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | GBP/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $2815.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | AUD/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-55000.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                      | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   8660000 | PA      | $5742988.30   | 0.09%             | 2026-04-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                         | AUST & NZ BANK                    | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |   5700000 | PA      | $3774271.34   | 0.06%             | 2025-11-04      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                              | WESTPAC BANKING                   | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   1400000 | PA      | $927090.90    | 0.02%             | 2025-11-11      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                              | WESTPAC BANKING                   | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   5300000 | PA      | $3511712.90   | 0.06%             | 2026-02-16      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                    | COM BK AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $6640671.65   | 0.11%             | 2026-08-17      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2024-3A A1                  | CUSIP: 361886DK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15470000 | PA      | $15588614.68  | 0.26%             | 2028-11-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                 | Vanguard Market Liquidity Fund    | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   1163565 | NS      | $116356488.80 | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | US 5YR NOTE (CBT) Dec25           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -2312 | NC      | $403737.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | US 2YR NOTE (CBT) Dec25           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      1675 | NC      | $64685.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | US 10YR NOTE (CBT)Dec25           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       135 | NC      | $89358.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                         | COREBRIDGE GF                     | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  13636000 | PA      | $13868413.39  | 0.23%             | 2028-01-07      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                              | AMSR 2024-SFR2 A                  | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7170000 | PA      | $7080288.96   | 0.12%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                              | AMSR 2025-SFR2 A                  | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5210000 | PA      | $5133900.14   | 0.08%             | 2030-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                              | AMSR 2025-SFR2 B                  | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1070000 | PA      | $1042596.55   | 0.02%             | 2030-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                        | AMSR 2025-SFR1 A                  | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8010000 | PA      | $7700821.21   | 0.13%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                             | ARIFL 2025-B A3                   | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2220000 | PA      | $2249160.37   | 0.04%             | 2034-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                          | AT&T INC                          | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1752185.48   | 0.03%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                           | ABU DHABI DEVELO                  | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   6616000 | PA      | $6684855.41   | 0.11%             | 2030-05-06      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                           | ABU DHABI DEVELO                  | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   3150000 | PA      | $3274761.43   | 0.05%             | 2029-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust         | AERCAP IRELAND                    | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1450000 | PA      | $1461354.98   | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust         | AERCAP IRELAND                    | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  11175000 | PA      | $10981394.66  | 0.18%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust         | AERCAP IRELAND                    | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2400000 | PA      | $2436472.77   | 0.04%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                 | AFRMT 2025-3A A                   | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19620000 | PA      | $19591172.33  | 0.32%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                 | AFRMT 2025-3A B                   | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    410000 | PA      | $409466.22    | 0.01%             | 2034-10-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp                                                    | AIR LEASE CORP                    | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  11780000 | PA      | $11462116.87  | 0.19%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                  | ABCLN 2024-B A2                   | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1862376 | PA      | $1879389.52   | 0.03%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                  | ABCLN 2025-A A2                   | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8485108 | PA      | $8503350.55   | 0.14%             | 2033-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                  | ABCLN 2025-A B                    | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1152413 | PA      | $1155732.82   | 0.02%             | 2033-06-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                  | ABCLN 2024-A A2                   | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1034104 | PA      | $1051626.67   | 0.02%             | 2032-05-17      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                  | ABCLN 2024-A B                    | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    232809 | PA      | $236772.32    | 0.00%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                | ALLYA 2024-2 A4                   | CUSIP: 02007NAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3720000 | PA      | $3733874.11   | 0.06%             | 2030-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                | ALLYA 2023-1 A4                   | CUSIP: 02007WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2900000 | PA      | $2952999.53   | 0.05%             | 2028-11-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                | ALLYA 2024-1 A4                   | CUSIP: 02008FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2380000 | PA      | $2417825.82   | 0.04%             | 2029-10-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                  | ALTRIA GROUP INC                  | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $9042538.57   | 0.15%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                   | AMCAR 2024-1 A3                   | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12730000 | PA      | $12862744.62  | 0.21%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS                  | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  15850000 | PA      | $16003155.77  | 0.26%             | 2027-07-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS                  | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  33380000 | PA      | $33827178.41  | 0.56%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS                  | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4133000 | PA      | $4204074.56   | 0.07%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1            | AHART 2025-1A A4                  | CUSIP: 02650VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    790000 | PA      | $791993.72    | 0.01%             | 2031-02-18      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1            | AHART 2025-1A B                   | CUSIP: 02650VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290000 | PA      | $290795.04    | 0.00%             | 2031-06-16      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                       | AMERICAN HONDA F                  | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3147707.86   | 0.05%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                       | AMERICAN HONDA F                  | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  13430000 | PA      | $13537404.55  | 0.22%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1                   | AHART 2024-1A A3                  | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3380813.30   | 0.06%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1                   | AHART 2024-1A A4                  | CUSIP: 026944AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1890000 | PA      | $1921233.76   | 0.03%             | 2030-06-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                       | CENCORA INC                       | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |  12320000 | PA      | $12143914.66  | 0.20%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                       | CENCORA INC                       | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1845947.84   | 0.03%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                         | AMGEN INC                         | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  13165000 | PA      | $13470263.43  | 0.22%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                              | APPALACHIAN PWR                   | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4682102.83   | 0.08%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                      | ARIFL 2025-A A3                   | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3370000 | PA      | $3393612.58   | 0.06%             | 2034-01-17      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                      | ARIFL 2024-B A3                   | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3700000 | PA      | $3774082.14   | 0.06%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                           | ARTHUR J GALLAGH                  | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1842449.69   | 0.03%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                             | ATHENE GLOBAL FU                  | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  10640000 | PA      | $10739333.09  | 0.18%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                   | DRVPNK 2025-1A A4                 | CUSIP: 05330QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2810000 | PA      | $2853085.73   | 0.05%             | 2030-06-10      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                   | DRVPNK 2025-1A B                  | CUSIP: 05330QAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1040000 | PA      | $1059563.34   | 0.02%             | 2030-08-12      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| AutoZone Inc                                                      | AUTOZONE INC                      | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15127246.38  | 0.25%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2022-4A A                   | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   1910000 | PA      | $1933153.40   | 0.03%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2023-5A A                   | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   5310000 | PA      | $5421611.95   | 0.09%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2023-7A A                   | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4623233.40   | 0.08%             | 2028-08-21      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2023-8A A                   | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |  12430000 | PA      | $13049958.68  | 0.21%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2024-1A A                   | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   7650000 | PA      | $7911924.53   | 0.13%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2024-3A A                   | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   6180000 | PA      | $6371490.39   | 0.10%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2025-1A A                   | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   2440000 | PA      | $2471531.88   | 0.04%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2025-2A A                   | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   3420000 | PA      | $3514320.52   | 0.06%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                        | BBCMS 2019-C5 A4                  | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $437224.99    | 0.01%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                  | BAT CAPITAL CORP                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  13760000 | PA      | $13619522.29  | 0.22%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                  | BAT CAPITAL CORP                  | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1107997.13   | 0.02%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                        | BBCMS 2019-C3 A4                  | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1620000 | PA      | $1576123.76   | 0.03%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                              | BBCMS 2021-C10 ASB                | CUSIP: 05551VBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7740000 | PA      | $7317615.82   | 0.12%             | 2054-07-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C15                                     | BBCMS 2022-C15 ASB                | CUSIP: 05552FBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1348313.62   | 0.02%             | 2055-04-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                     | BBCMS 2022-C16 A1                 | CUSIP: 05552YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283191 | PA      | $281768.18    | 0.00%             | 2055-06-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                    | BBCMS 2024-5C25 A3                | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6281835.00   | 0.10%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                    | BBCMS 2024-5C25 AS                | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $146108.41    | 0.00%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                    | BBCMS 2024-5C29 A3                | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5120000 | PA      | $5256084.99   | 0.09%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                | BMW US CAP LLC                    | CUSIP: 05565ECH6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20250139.59  | 0.33%             | 2027-04-02      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                                | BMW US CAP LLC                    | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6315000 | PA      | $6373118.27   | 0.10%             | 2027-08-13      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2023-A                                    | BMWOT 2023-A A4                   | CUSIP: 05592XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3480000 | PA      | $3537901.63   | 0.06%             | 2029-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                                            | BAAT 2025-1A A4                   | CUSIP: 05594BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1717887.06   | 0.03%             | 2031-11-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                | BX 2019-OC11 A                    | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $500843.59    | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                | BANCO SANTANDER                   | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  10000000 | PA      | $10245554.70  | 0.17%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                    | BANK 2017-BNK6 A4                 | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    404254 | PA      | $398010.79    | 0.01%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                    | BANK 2017-BNK6 A5                 | CUSIP: 060352AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $414507.95    | 0.01%             | 2060-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                   | BANK 2018-BN15 A4                 | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $219916.00    | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP                  | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10334212.58  | 0.17%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP                  | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9980590.89   | 0.16%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP                  | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19767569.59  | 0.32%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP                  | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10036987.87  | 0.16%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP                  | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13290000 | PA      | $13452238.36  | 0.22%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-2                                 | BAAT 2023-2A A4                   | CUSIP: 06054YAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5590000 | PA      | $5704371.96   | 0.09%             | 2029-11-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                   | BANK5 2024-5YR7 A3                | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5230000 | PA      | $5458395.15   | 0.09%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                       | BANK GOSPODARSTW                  | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |   1000000 | PA      | $1060314.39   | 0.02%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                  | BANK OF MONTREAL                  | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15339059.93  | 0.25%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                  | BANK OF MONTREAL                  | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  25000000 | PA      | $25478844.52  | 0.42%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO                  | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1625103.64   | 0.03%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO                  | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20299511.01  | 0.33%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO                  | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   7048000 | PA      | $7096008.11   | 0.12%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3 | BACM 2017-BNK3 A4                 | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $158530.85    | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-1                                 | BAAT 2023-1A A4                   | CUSIP: 06428AAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5940000 | PA      | $6032637.86   | 0.10%             | 2029-07-16      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                   | BANK 2018-BN10 ASB                | CUSIP: 065404AZ8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    168903 | PA      | $168001.12    | 0.00%             | 2061-02-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                   | BANK 2019-BN16 A4                 | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1027183.98   | 0.02%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                   | BANK 2021-BN35 ASB                | CUSIP: 06540CAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5643384.60   | 0.09%             | 2064-06-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                   | BANK 2019-BN24 A3                 | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2020000 | PA      | $1902120.07   | 0.03%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                   | BANK 2022-BNK40 ASB               | CUSIP: 06541LBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2035330.08   | 0.03%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                   | BANK 2019-BN23 A3                 | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1027613.20   | 0.02%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                   | BANK 2020-BN30 ASB                | CUSIP: 06541UBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $662693.29    | 0.01%             | 2053-12-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                    | BANK 2017-BNK7 A5                 | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $275510.37    | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                    | BANK 2017-BNK8 A4                 | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1244366.72   | 0.02%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                      | BARCLAYS PLC                      | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3879000 | PA      | $3948350.39   | 0.06%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                      | BARCLAYS PLC                      | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3961000 | PA      | $4083592.28   | 0.07%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                             | BARK 2021-1A AR                   | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |   1020000 | PA      | $1020421.46   | 0.02%             | 2034-04-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Baxter International Inc                                          | BAXTER INTL                       | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  11360000 | PA      | $11015776.59  | 0.18%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                          | BAXTER INTL                       | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3754293.46   | 0.06%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                  | BMARK 2018-B1 A5                  | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1477513.80   | 0.02%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                  | BMARK 2018-B8 A4                  | CUSIP: 08162UAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $395904.64    | 0.01%             | 2052-01-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                 | BMARK 2020-B19 AAB                | CUSIP: 08162WBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    999941 | PA      | $940752.44    | 0.02%             | 2053-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B28 Mortgage Trust                                 | BMARK 2021-B28 ASB                | CUSIP: 08163GAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5593164.60   | 0.09%             | 2054-08-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                 | BMARK 2021-B29 ASB                | CUSIP: 08163JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    906000 | PA      | $846418.99    | 0.01%             | 2054-09-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                 | BMARK 2020-B21 AAB                | CUSIP: 08163LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $570535.26    | 0.01%             | 2053-12-17      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                 | BMARK 2024-V10 A3                 | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1142604.14   | 0.02%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                | BSP 2014-IVA AR5                  | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |   1420000 | PA      | $1423550.00   | 0.02%             | 2038-10-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                  | BMARK 2024-V6 A3                  | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1777640.53   | 0.03%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                           | BFLD 2025-5MW A                   | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1660000 | PA      | $1650150.22   | 0.03%             | 2042-10-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                    | BNP PARIBAS                       | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4015000 | PA      | $4053623.03   | 0.07%             | 2029-05-09      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                       | BMO 2024-5C3 A3                   | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630000 | PA      | $1690938.04   | 0.03%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                       | BMO 2024-5C4 A3                   | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1576094.33   | 0.03%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72082777                                | BMO 2024-5C8 A3                   | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2990000 | PA      | $3115999.50   | 0.05%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2024-A                                    | BMWOT 2024-A A4                   | CUSIP: 096919AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5960000 | PA      | $6096438.70   | 0.10%             | 2031-04-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                     | BOEING CO                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10110770.38  | 0.17%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2024-1                                            | BAAT 2024-1A A4                   | CUSIP: 09709AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3829732.50   | 0.06%             | 2030-06-17      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                      | BROADCOM INC                      | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    955000 | PA      | $971516.24    | 0.02%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | BROADCOM INC                      | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12222208.54  | 0.20%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | BROADCOM INC                      | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2251000 | PA      | $2284740.51   | 0.04%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                            | BROOKFIELD FIN                    | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2978147.12   | 0.05%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                        | CD 2017-CD6 AM                    | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243362.95    | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                           | CBOE HOLDINGS                     | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |  13516000 | PA      | $13440461.90  | 0.22%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                        | CD 2018-CD7 A3                    | CUSIP: 12512JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1441119 | PA      | $1422035.22   | 0.02%             | 2051-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                        | CD 2016-CD1 A4                    | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $526475.16    | 0.01%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                        | CD 2017-CD5 AS                    | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4708207 | PA      | $4596001.95   | 0.08%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                      | CCG 2025-1 A2                     | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3840000 | PA      | $3860630.40   | 0.06%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| CENT 2025-CITY                                                    | CENT 2025-CITY A                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2280000 | PA      | $2305787.48   | 0.04%             | 2040-07-10      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                           | CFCRE 2016-C4 A4                  | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472000 | PA      | $469863.35    | 0.01%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                   | CIGNA GROUP/THE                   | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1807996.22   | 0.03%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                           | CSAIL 2017-C8 A4                  | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1213761.23   | 0.02%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 Commercial Mortgage Trust                          | CSAIL 2019-C17 A4                 | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $197746.33    | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                           | CSAIL 2016-C7 A5                  | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $891248.22    | 0.01%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                     | COMM 2019-GC44 A5                 | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $122844.77    | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                        | CNH 2022-A A4                     | CUSIP: 12660DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9390000 | PA      | $9284446.07   | 0.15%             | 2029-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-A                                        | CNH 2023-A A4                     | CUSIP: 12664QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3090000 | PA      | $3132018.75   | 0.05%             | 2030-10-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-B                                        | CNH 2023-B A3                     | CUSIP: 12666DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16884108 | PA      | $17136010.21  | 0.28%             | 2029-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                | CAN IMPERIAL BK                   | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   6200000 | PA      | $6153332.47   | 0.10%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                | CAN IMPERIAL BK                   | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4079553.60   | 0.07%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                | CAN IMPERIAL BK                   | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20372025.37  | 0.33%             | 2026-10-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                | CAN IMPERIAL BK                   | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5250000 | PA      | $5265655.11   | 0.09%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                | CAN IMPERIAL BK                   | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  15220000 | PA      | $15347480.95  | 0.25%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                | CAN IMPERIAL BK                   | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   6818000 | PA      | $6830483.32   | 0.11%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                        | CAPITAL ONE FINL                  | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    950000 | PA      | $925774.94    | 0.02%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-1                   | COPAR 2023-1 A4                   | CUSIP: 14043KAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9940000 | PA      | $10025532.71  | 0.16%             | 2028-08-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                   | COPAR 2024-1 A3                   | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21910000 | PA      | $22084751.97  | 0.36%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                   | COPAR 2024-1 A4                   | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1790000 | PA      | $1815748.61   | 0.03%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-2                   | COPAR 2023-2 A4                   | CUSIP: 14044EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12700000 | PA      | $13007710.84  | 0.21%             | 2028-11-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                       | CAPST 2025-1 A                    | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9820000 | PA      | $9819954.83   | 0.16%             | 2029-08-16      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                            | CRVNA 2024-P4 A3                  | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6130000 | PA      | $6170370.34   | 0.10%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                            | CRVNA 2024-P4 A4                  | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7070000 | PA      | $7174846.69   | 0.12%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                               | CARDINAL HEALTH                   | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |  11760000 | PA      | $11632725.12  | 0.19%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                    | CARMX 2024-4 A3                   | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7100000 | PA      | $7169151.87   | 0.12%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                    | CARMX 2024-4 A4                   | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3050000 | PA      | $3095085.71   | 0.05%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                    | CARMX 2024-4 C                    | CUSIP: 14290DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $284093.18    | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                    | CARMX 2025-3 A4                   | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5080000 | PA      | $5149471.03   | 0.08%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                    | CARMX 2025-3 B                    | CUSIP: 14290FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1070000 | PA      | $1084660.50   | 0.02%             | 2031-03-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                    | CARMX 2023-2 A4                   | CUSIP: 142921AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3280000 | PA      | $3317167.32   | 0.05%             | 2028-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                    | CARMX 2023-1 B                    | CUSIP: 14318DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $658094.00    | 0.01%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                    | CARMX 2024-1 A3                   | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3700000 | PA      | $3726431.69   | 0.06%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                    | CARMX 2024-1 A4                   | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1677057.53   | 0.03%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                    | CARMX 2023-4 A4                   | CUSIP: 14318XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12300000 | PA      | $12700190.34  | 0.21%             | 2029-05-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                    | CARMX 2023-3 A4                   | CUSIP: 14319BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8230000 | PA      | $8380760.43   | 0.14%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                    | CARMX 2025-1 A3                   | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15670000 | PA      | $15908238.85  | 0.26%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                    | CARMX 2025-1 B                    | CUSIP: 14319WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    720000 | PA      | $736188.48    | 0.01%             | 2030-09-16      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                           | CARMX 2025-2 B                    | CUSIP: 14320AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $662352.02    | 0.01%             | 2030-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P3                            | CRVNA 2021-P3 A4                  | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3688067 | PA      | $3647699.77   | 0.06%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Central American Bank for Economic Integration                    | CENT AMERICAN BK                  | CUSIP: 15238PAJ5<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | CORP              | N/A       |   5952000 | PA      | $6018465.04   | 0.10%             | 2027-01-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                     | CHAOT 2024-1A A3                  | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6304943 | PA      | $6369749.17   | 0.10%             | 2029-05-25      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                     | CHAOT 2024-1A A4                  | CUSIP: 16144BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3990000 | PA      | $4071348.52   | 0.07%             | 2029-10-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-2                                     | CHAOT 2024-2A A4                  | CUSIP: 16144CAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10060000 | PA      | $10369390.27  | 0.17%             | 2029-11-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-2                                     | CHAOT 2024-2A B                   | CUSIP: 16144CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    840000 | PA      | $868322.03    | 0.01%             | 2030-01-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                     | CHAOT 2024-3A A4                  | CUSIP: 16144LAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8120000 | PA      | $8305120.57   | 0.14%             | 2029-12-25      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                     | CHAOT 2024-4A A4                  | CUSIP: 16144YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7770000 | PA      | $7914286.57   | 0.13%             | 2030-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                     | CHAOT 2024-4A B                   | CUSIP: 16144YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $521962.00    | 0.01%             | 2030-04-25      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                     | CHAOT 2025-1A A4                  | CUSIP: 16145NAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5810000 | PA      | $5855904.23   | 0.10%             | 2030-10-25      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                     | CHAOT 2025-1A B                   | CUSIP: 16145NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660000 | PA      | $665834.53    | 0.01%             | 2030-11-25      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                              | CHENIERE CORP CH                  | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |  14145000 | PA      | $14300411.13  | 0.23%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                               | CHILE                             | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  24643000 | PA      | $24198125.43  | 0.40%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                          | CIFC 2025-6A A1                   | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    350000 | PA      | $350000.00    | 0.01%             | 2038-10-23      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                       | CGCMT 2018-C5 A4                  | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $228879.35    | 0.00%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                     | CITIGROUP INC                     | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25167112.13  | 0.41%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC31                     | CGCMT 2015-GC31 A4                | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176844 | PA      | $173653.39    | 0.00%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                       | CITIBANK NA                       | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5275000 | PA      | $5315569.96   | 0.09%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                       | CGCMT 2017-P8 A3                  | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $785298.24    | 0.01%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                       | CGCMT 2017-C4 A4                  | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $580158.92    | 0.01%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                       | CGCMT 2018-B2 A4                  | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $950220.19    | 0.02%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                       | CGCMT 2019-C7 A4                  | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3170000 | PA      | $3005536.28   | 0.05%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-1                            | CITZN 2023-1 A4                   | CUSIP: 17331KAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10940000 | PA      | $11150715.34  | 0.18%             | 2030-10-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                            | CITZN 2024-1 A4                   | CUSIP: 17331QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2690000 | PA      | $2720407.76   | 0.04%             | 2030-10-15      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-2                            | CITZN 2024-2 A4                   | CUSIP: 17331XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10310000 | PA      | $10500373.12  | 0.17%             | 2031-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                        | CNH 2024-A A4                     | CUSIP: 18978FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3840000 | PA      | $3916220.54   | 0.06%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                      | CAS 2025-R05 2A1                  | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1940358 | PA      | $1943672.92   | 0.03%             | 2045-07-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                      | CAS 2025-R02 1A1                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4741420 | PA      | $4747282.85   | 0.08%             | 2045-02-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                      | CAS 2025-R03 2A1                  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8768910 | PA      | $8823801.83   | 0.14%             | 2045-03-25      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                      | CAS 2025-R04 1A1                  | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925350 | PA      | $926353.75    | 0.02%             | 2045-05-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                | CRED AGRICOLE SA                  | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1780000 | PA      | $1790894.05   | 0.03%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                      | UBS GROUP                         | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2950000 | PA      | $2924946.81   | 0.05%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                | UBS AG STAMFORD                   | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   6360000 | PA      | $6463760.08   | 0.11%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                  | DLLAA 2023-1A A4                  | CUSIP: 23292HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4240000 | PA      | $4365632.05   | 0.07%             | 2031-10-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                        | DBJPM 2020-C9 A5                  | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $1793490.24   | 0.03%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                      | DBJPM 2017-C6 A5                  | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $726624.50    | 0.01%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                  | DLLAA 2025-1A A3                  | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4870000 | PA      | $4961449.35   | 0.08%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                  | DLLAA 2025-1A A4                  | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2380000 | PA      | $2447548.92   | 0.04%             | 2033-04-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                     | DTE ENERGY CO                     | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10128255.99  | 0.17%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                     | DTE ENERGY CO                     | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3143319.88   | 0.05%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                  | DLLST 2024-1A A4                  | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1480000 | PA      | $1496143.25   | 0.02%             | 2030-04-22      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Dllad 2024-1 LLC                                                  | DLLAD 2024-1A A3                  | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3318736.85   | 0.05%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                                  | DLLAD 2025-1A A3                  | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8690000 | PA      | $8764950.38   | 0.14%             | 2030-09-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                                  | DLLAD 2025-1A A4                  | CUSIP: 23347BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6410000 | PA      | $6480868.32   | 0.11%             | 2032-10-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                           | DAIMLER TRUCK                     | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1247784.34   | 0.02%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                           | DAIMLER TRUCK                     | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1265032.32   | 0.02%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                   | DANSKE BANK A/S                   | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  16560000 | PA      | $16837255.84  | 0.28%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                 | DELL INT / EMC                    | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9590000 | PA      | $9812547.54   | 0.16%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                 | DELL INT / EMC                    | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6340000 | PA      | $6431049.61   | 0.11%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                      | DEFT 2025-1 A3                    | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2710000 | PA      | $2737473.17   | 0.04%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                      | DEFT 2025-1 B                     | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $283910.62    | 0.00%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                | DEFT 2024-2 A3                    | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4532706.90   | 0.07%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                      | DEUTSCHE BANK NY                  | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4397000 | PA      | $4436388.89   | 0.07%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                            | DIAMONDBACK ENER                  | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1613574.52   | 0.03%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                               | DRIVE 2025-1 B                    | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13680000 | PA      | $13782387.96  | 0.23%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                               | DRIVE 2025-1 C                    | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5770000 | PA      | $5826663.71   | 0.10%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                               | DRIVE 2025-2 B                    | CUSIP: 262103AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23130000 | PA      | $23088673.63  | 0.38%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                               | DRIVE 2025-2 C                    | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4170000 | PA      | $4160702.15   | 0.07%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD DRSLF_25-90                                        | DRSLF_21-90A-A1R 11/15/2038       | CUSIP: 262484AN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1410000 | PA      | $1410000.00   | 0.02%             | 2038-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust 2025-151                          | DURST 2025-151 A                  | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020000 | PA      | $1038888.77   | 0.02%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                          | EAGLE LUXCO                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |  14610000 | PA      | $14831634.94  | 0.24%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Edsouth Indenture No 9 LLC                                        | EDUSA 2015-1 A                    | CUSIP: 281378AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    151012 | PA      | $150021.29    | 0.00%             | 2056-10-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ENERGY TRANS                      | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8132084.04   | 0.13%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                      | ENBRIDGE INC                      | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3155409.50   | 0.05%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                      | ENBRIDGE INC                      | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10324337.74  | 0.17%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ENERGY TRANS                      | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2835880.23   | 0.05%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                             | EFF 2024-4 A3                     | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5130000 | PA      | $5173772.24   | 0.08%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                             | EFF 2024-4 A4                     | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5230000 | PA      | $5307736.11   | 0.09%             | 2031-06-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                             | EFF 2024-3 A3                     | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3710000 | PA      | $3766599.39   | 0.06%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                             | EFF 2024-3 A4                     | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2660000 | PA      | $2718241.23   | 0.04%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                    | EFF 2025-2 A3                     | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5820000 | PA      | $5866558.84   | 0.10%             | 2029-06-20      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                    | EFF 2025-2 A4                     | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6210000 | PA      | $6292674.97   | 0.10%             | 2031-12-22      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                             | EFF 2025-3 A3                     | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7840000 | PA      | $7919056.99   | 0.13%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                             | EFF 2025-3 A4                     | CUSIP: 29375UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11090000 | PA      | $11252940.93  | 0.18%             | 2032-03-22      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                    | EFF 2025-1 A3                     | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2860000 | PA      | $2905419.66   | 0.05%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                    | EFF 2025-1 A4                     | CUSIP: 29390HAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4091920.00   | 0.07%             | 2031-09-22      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                 | ESART 2025-2 B                    | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251779.95    | 0.00%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                | F&G GLOBAL FUND                   | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2361000 | PA      | $2314284.37   | 0.04%             | 2026-06-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR WN1024                         | CUSIP: 3132XFD62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2729000 | PA      | $2672830.63   | 0.04%             | 2026-11-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR WN1065                         | CUSIP: 3132XFFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14800000 | PA      | $13930094.48  | 0.23%             | 2027-10-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR WN2053                         | CUSIP: 3132XGH74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12302311 | PA      | $11819872.25  | 0.19%             | 2027-04-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR WN2032                         | CUSIP: 3132XGHJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6630450 | PA      | $6505378.69   | 0.11%             | 2026-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR WN2036                         | CUSIP: 3132XGHN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7383071 | PA      | $7239458.47   | 0.12%             | 2026-10-01      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR WN2058                         | CUSIP: 3132XGJC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4293071 | PA      | $4109673.44   | 0.07%             | 2027-05-01      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                   | FNA 2017-M1 A2                    | CUSIP: 3136AUG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    692494 | PA      | $680507.93    | 0.01%             | 2026-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                   | FNA 2017-M12 A2                   | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1584725 | PA      | $1559091.58   | 0.03%             | 2027-06-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                   | FNA 2017-M15 A2                   | CUSIP: 3136AY6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4961430 | PA      | $4882660.19   | 0.08%             | 2027-09-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                   | FNA 2018-M8 A2                    | CUSIP: 3136B2GX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9282078 | PA      | $9144266.50   | 0.15%             | 2028-06-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                   | FNA 2018-M10 A2                   | CUSIP: 3136B2HA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7063450 | PA      | $6964920.39   | 0.11%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                   | FNA 2024-M6 A2                    | CUSIP: 3136BTGM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  96100000 | PA      | $94510073.55  | 1.55%             | 2027-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates      | FHMS K069 A2                      | CUSIP: 3137FBU79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5467450 | PA      | $5389421.47   | 0.09%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates      | FHMS K070 A2                      | CUSIP: 3137FCJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5600000 | PA      | $5528784.24   | 0.09%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates      | FHMS K071 A2                      | CUSIP: 3137FCLD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9100000 | PA      | $8981371.49   | 0.15%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates      | FHMS K509 A2                      | CUSIP: 3137HAST4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4871412 | PA      | $4983279.11   | 0.08%             | 2028-09-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AM0309                         | CUSIP: 3138L0KX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1267776 | PA      | $1217728.05   | 0.02%             | 2032-08-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AM8441                         | CUSIP: 3138L9LX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5753677 | PA      | $5670386.92   | 0.09%             | 2027-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AN1371                         | CUSIP: 3138LDQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19200000 | PA      | $18599441.28  | 0.31%             | 2028-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AN3270                         | CUSIP: 3138LFT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2461037.50   | 0.04%             | 2026-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AN3336                         | CUSIP: 3138LFV62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2957295 | PA      | $2903600.91   | 0.05%             | 2026-11-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AN3933                         | CUSIP: 3138LGLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5019330 | PA      | $4953444.89   | 0.08%             | 2026-12-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AN4354                         | CUSIP: 3138LGZU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5400000 | PA      | $5345894.16   | 0.09%             | 2027-01-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AN4860                         | CUSIP: 3138LHMJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5400000 | PA      | $5338444.86   | 0.09%             | 2027-03-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AN5171                         | CUSIP: 3138LHW91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1039000 | PA      | $1028842.01   | 0.02%             | 2027-04-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AN5831                         | CUSIP: 3138LJPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  49150000 | PA      | $48252663.54  | 0.79%             | 2027-07-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AN6611                         | CUSIP: 3138LKKZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    839848 | PA      | $823554.84    | 0.01%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AN8051                         | CUSIP: 3138LL5M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5050301 | PA      | $4944041.36   | 0.08%             | 2028-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AN7546                         | CUSIP: 3138LLL45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3502692 | PA      | $3435226.34   | 0.06%             | 2027-12-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AN8583                         | CUSIP: 3138LMRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $741381.68    | 0.01%             | 2028-04-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AN8717                         | CUSIP: 3138LMVK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    507000 | PA      | $496742.98    | 0.01%             | 2028-03-01      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BL1276                         | CUSIP: 3140HSM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3800000 | PA      | $3766230.54   | 0.06%             | 2029-01-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BL5364                         | CUSIP: 3140HW6A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3880605 | PA      | $3790327.30   | 0.06%             | 2027-02-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BL5367                         | CUSIP: 3140HW6D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2541823 | PA      | $2482690.44   | 0.04%             | 2027-02-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BL5369                         | CUSIP: 3140HW6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4637386 | PA      | $4529501.86   | 0.07%             | 2027-02-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BL4798                         | CUSIP: 3140HWKL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3750000 | PA      | $3684125.63   | 0.06%             | 2026-11-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BL5705                         | CUSIP: 3140HXKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8623953 | PA      | $8404672.55   | 0.14%             | 2027-03-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BL6627                         | CUSIP: 3140HYLH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5670299 | PA      | $5461496.02   | 0.09%             | 2027-05-01      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BL9595                         | CUSIP: 3140J2UV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18600000 | PA      | $17529899.22  | 0.29%             | 2027-12-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BL9743                         | CUSIP: 3140J2ZH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9221524 | PA      | $8690169.10   | 0.14%             | 2027-12-01      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS1548                         | CUSIP: 3140LBWJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  42900000 | PA      | $40311705.72  | 0.66%             | 2028-03-01      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS1885                         | CUSIP: 3140LCCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5975000 | PA      | $5627164.78   | 0.09%             | 2028-05-01      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS2194                         | CUSIP: 3140LCNL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    570000 | PA      | $526571.59    | 0.01%             | 2028-06-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS3263                         | CUSIP: 3140LDTV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9430000 | PA      | $8788575.17   | 0.14%             | 2028-10-01      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS3631                         | CUSIP: 3140LEA98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11000000 | PA      | $10664790.40  | 0.18%             | 2026-11-01      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS9882                         | CUSIP: 3140LL6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3700000 | PA      | $3801089.92   | 0.06%             | 2028-11-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS9079                         | CUSIP: 3140LLCR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2439138.24   | 0.04%             | 2028-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS9244                         | CUSIP: 3140LLHW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1112152.14   | 0.02%             | 2028-08-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                                | FCCU 2025-1A A4                   | CUSIP: 31424YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2510000 | PA      | $2549698.66   | 0.04%             | 2031-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Finance PLC                                              | FERGUSON FIN PLC                  | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   9266000 | PA      | $9253065.31   | 0.15%             | 2027-04-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                     | FITAT 2023-1 A4                   | CUSIP: 31680EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $13274674.40  | 0.22%             | 2031-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                  | FNMNT 2023-2 A                    | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5450000 | PA      | $5540432.40   | 0.09%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                  | FNMNT 2024-1 A                    | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13740000 | PA      | $14032884.59  | 0.23%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                  | FNMNT 2025-1 A                    | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12710000 | PA      | $12953346.93  | 0.21%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                      | FIRSTENERGY TRAN                  | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2291594.57   | 0.04%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                        | FISERV INC                        | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10281281.21  | 0.17%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 Mortgage Trust                                       | F1VE 2023-V1 A3                   | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $307625.61    | 0.01%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                               | FORDO 2023-A A4                   | CUSIP: 344928AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18480000 | PA      | $18614331.12  | 0.31%             | 2028-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                               | FORDO 2023-B A4                   | CUSIP: 344930AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4850000 | PA      | $4922741.76   | 0.08%             | 2029-02-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                               | FORDO 2023-C A4                   | CUSIP: 344940AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9440000 | PA      | $9667546.48   | 0.16%             | 2029-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-B                               | FORDL 2024-B B                    | CUSIP: 345279AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4470000 | PA      | $4523178.70   | 0.07%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                               | FORDL 2025-A A4                   | CUSIP: 345282AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4170000 | PA      | $4220070.86   | 0.07%             | 2029-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                               | FORDL 2025-A B                    | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $577113.54    | 0.01%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                            | FORDR 2022-1 A                    | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17480000 | PA      | $17444540.07  | 0.29%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                        | FORDF 2024-1 A1                   | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |  12110000 | PA      | $12339023.11  | 0.20%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                        | FORDF 2024-3 A1                   | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |  20090000 | PA      | $20179567.25  | 0.33%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                        | FORDF 2024-4 A                    | CUSIP: 34528QJQ8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |  14100000 | PA      | $14215085.61  | 0.23%             | 2031-09-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                        | FORDF 2025-1 A1                   | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |  45150000 | PA      | $45786669.18  | 0.75%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                        | FORDF 2025-1 B                    | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   1270000 | PA      | $1279935.97   | 0.02%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                               | FORDO 2024-B A4                   | CUSIP: 34531QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8630000 | PA      | $8811860.85   | 0.14%             | 2030-05-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-B                               | FORDO 2025-B B                    | CUSIP: 34532BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2070000 | PA      | $2069977.64   | 0.03%             | 2031-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                          | FORDR 2025-1 A                    | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17170000 | PA      | $17615338.29  | 0.29%             | 2037-08-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                          | FORDR 2025-1 B                    | CUSIP: 34532MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2559539.50   | 0.04%             | 2037-08-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-REV1                            | FORDR 2024-1 A                    | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10080000 | PA      | $10321991.57  | 0.17%             | 2036-08-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                               | FORDL 2025-B B                    | CUSIP: 34533MAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $693633.75    | 0.01%             | 2029-08-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV2                            | FORDR 2023-2 A                    | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9010000 | PA      | $9296386.45   | 0.15%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                               | FORDO 2024-A A4                   | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4700000 | PA      | $4792923.70   | 0.08%             | 2029-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                      | FORDO 2025-A B                    | CUSIP: 34535KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2390000 | PA      | $2423828.54   | 0.04%             | 2031-02-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV1                            | FORDR 2023-1 A                    | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10580000 | PA      | $10766474.62  | 0.18%             | 2035-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                               | FORDO 2024-D A4                   | CUSIP: 34535VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3120000 | PA      | $3168784.32   | 0.05%             | 2030-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                               | FORDO 2024-D B                    | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2730000 | PA      | $2770213.45   | 0.05%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-REV2                            | FORDR 2025-2 B                    | CUSIP: 34536BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2090000 | PA      | $2093173.87   | 0.03%             | 2038-02-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                               | STACR 2025-HQA1 A1                | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1505000 | PA      | $1505466.55   | 0.02%             | 2045-02-25      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2023-2 A                    | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10480000 | PA      | $10819762.65  | 0.18%             | 2030-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2024-1A A1                  | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17420000 | PA      | $17690900.16  | 0.29%             | 2029-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2024-2A A                   | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9950000 | PA      | $10255102.82  | 0.17%             | 2031-03-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2024-3A B                   | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2320000 | PA      | $2337800.66   | 0.04%             | 2028-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2024-4A A1                  | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28220000 | PA      | $28617427.90  | 0.47%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2024-4A B                   | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2480108.54   | 0.04%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                    | GFORT 2025-1A B                   | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640000 | PA      | $644587.84    | 0.01%             | 2029-03-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2025-2A B                   | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1020000 | PA      | $1031510.19   | 0.02%             | 2030-03-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS10                            | GSMS 2018-GS10 A5                 | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $245987.00    | 0.00%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                     | GMCAR 2025-2 B                    | CUSIP: 362549AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $332564.86    | 0.01%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                            | GSMS 2019-GC42 A4                 | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $469373.50    | 0.01%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:70987808                                | GMCAR 2023-2 A4                   | CUSIP: 362583AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12085000 | PA      | $12153559.41  | 0.20%             | 2028-10-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                            | GSMS 2020-GC47 A5                 | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5255000 | PA      | $4808604.57   | 0.08%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                            | GSMS 2020-GC47 AS                 | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $243645.62    | 0.00%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                            | GSMS 2020-GC45 A5                 | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $693306.96    | 0.01%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                             | GSK CONSUMER                      | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11691387.21  | 0.19%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                            | GSMS 2020-GSA2 A5                 | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1360000 | PA      | $1198544.61   | 0.02%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                    | GE HEALTHCARE                     | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10198432.83  | 0.17%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3         | GMCAR 2023-3 A4                   | CUSIP: 36267KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6970000 | PA      | $7090748.98   | 0.12%             | 2028-12-18      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                    | GE HEALTHCARE                     | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6185337.46   | 0.10%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2                   | GMREV 2023-2 A                    | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17210000 | PA      | $18045824.30  | 0.30%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1         | GMCAR 2024-1 A4                   | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3040000 | PA      | $3084870.10   | 0.05%             | 2029-06-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1                   | GMREV 2024-1 A                    | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6320000 | PA      | $6485602.33   | 0.11%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                   | GMREV 2025-1 B                    | CUSIP: 36271NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    370000 | PA      | $374717.28    | 0.01%             | 2037-12-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                    | GMALT 2025-1 A4                   | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5620000 | PA      | $5677402.68   | 0.09%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                    | GMALT 2025-1 B                    | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1390000 | PA      | $1405563.69   | 0.02%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1         | GMCAR 2025-1 A4                   | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3830000 | PA      | $3894736.19   | 0.06%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1         | GMCAR 2025-1 B                    | CUSIP: 362955AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $234715.92    | 0.00%             | 2030-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                    | GMALT 2025-2 A4                   | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3520000 | PA      | $3563227.71   | 0.06%             | 2029-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                    | GMALT 2025-2 B                    | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1840000 | PA      | $1859334.35   | 0.03%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                               | GENERAL ELECTRIC                  | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3923632.19   | 0.06%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                 | GENERAL MILLS IN                  | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    795000 | PA      | $785673.79    | 0.01%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                 | GENERAL MOTORS C                  | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1589021.69   | 0.03%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                 | GENERAL MOTORS C                  | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    795000 | PA      | $829845.86    | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                   | GEN MOTORS FIN                    | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4770000 | PA      | $4775001.70   | 0.08%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                   | GEN MOTORS FIN                    | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    530000 | PA      | $515121.38    | 0.01%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                   | GEN MOTORS FIN                    | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    580000 | PA      | $587107.81    | 0.01%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                               | GEORGIA-PACIFIC                   | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $4197918.79   | 0.07%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-3                          | GCAR 2025-3A B                    | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1890000 | PA      | $1896887.35   | 0.03%             | 2030-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                                | GMCAR 2024-2 A4                   | CUSIP: 379931AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7310000 | PA      | $7447384.14   | 0.12%             | 2029-09-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva                                    | GMREV 2025-A B                    | CUSIP: 379932AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    860000 | PA      | $877411.73    | 0.01%             | 2037-11-12      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3         | GMCAR 2025-3 B                    | CUSIP: 379957AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190000 | PA      | $191938.13    | 0.00%             | 2031-09-16      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                      | GMALT 2025-3 B                    | CUSIP: 379965AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $803561.04    | 0.01%             | 2029-08-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-1                   | GMREV 2023-1 A                    | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15710000 | PA      | $16094321.59  | 0.26%             | 2035-04-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1         | GMCAR 2023-1 A4                   | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3330000 | PA      | $3350476.17   | 0.06%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4         | GMCAR 2024-4 A4                   | CUSIP: 38014AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6420000 | PA      | $6481960.70   | 0.11%             | 2030-04-16      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                       | GOLDMAN SACHS GP                  | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14884723.26  | 0.24%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                                | GOLDMAN SACHS BK                  | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25112510.74  | 0.41%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                    | GALC 2025-1 A3                    | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3420000 | PA      | $3452525.23   | 0.06%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-1        | GALC 2024-1 A3                    | CUSIP: 39154TCJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8960000 | PA      | $9056552.06   | 0.15%             | 2028-01-18      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GreenState Auto Receivables Trust 2024-1                          | GRNST 2024-1A A3                  | CUSIP: 39573AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7740000 | PA      | $7808600.39   | 0.13%             | 2029-01-16      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                     | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  12758000 | PA      | $12928348.38  | 0.21%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                     | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  35000000 | PA      | $35729391.28  | 0.59%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                     | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5088141.59   | 0.08%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                     | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6242000 | PA      | $6441468.63   | 0.11%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                     | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4925000 | PA      | $4994552.83   | 0.08%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                      | HSBC USA INC                      | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   6143000 | PA      | $6227433.03   | 0.10%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                      | HPEFS 2024-2A A3                  | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3920000 | PA      | $3949279.66   | 0.06%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                      | HPEFS 2025-1A B                   | CUSIP: 40446EAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640000 | PA      | $643368.96    | 0.01%             | 2032-09-20      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                    | HDMOT 2025-A A4                   | CUSIP: 41284XAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3960000 | PA      | $4047304.14   | 0.07%             | 2033-02-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-B                           | HDMOT 2023-B A4                   | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7010000 | PA      | $7181916.04   | 0.12%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                       | HERTZ 2022-2A A                   | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-CBDO         | CORP              | US        |   6992000 | PA      | $6787513.37   | 0.11%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                     | HP ENTERPRISE                     | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1828685.94   | 0.03%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                     | HP ENTERPRISE                     | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   6276000 | PA      | $6266277.23   | 0.10%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                         | HAROT 2024-1 A4                   | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12180000 | PA      | $12394219.40  | 0.20%             | 2030-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                         | HAROT 2023-2 A4                   | CUSIP: 437927AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6950000 | PA      | $7019597.30   | 0.12%             | 2029-09-17      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                | HAROT 2024-2 A4                   | CUSIP: 437930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14840000 | PA      | $15138322.58  | 0.25%             | 2030-07-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-3 Owner Trust                         | HAROT 2023-3 A4                   | CUSIP: 43815QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $8881426.75   | 0.15%             | 2029-12-18      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                         | HAROT 2024-4 A3                   | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14610000 | PA      | $14689421.42  | 0.24%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                         | HAROT 2024-4 A4                   | CUSIP: 43816DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2160000 | PA      | $2175768.00   | 0.04%             | 2030-12-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                      | HUNTINGTON NATL                   | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   6684000 | PA      | $6757439.45   | 0.11%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                             | HART 2024-A A4                    | CUSIP: 448973AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4840000 | PA      | $4933002.05   | 0.08%             | 2031-01-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                             | HART 2024-C A4                    | CUSIP: 448976AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4970000 | PA      | $5016117.62   | 0.08%             | 2031-01-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                    | HALST 2024-C B                    | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4690000 | PA      | $4740653.41   | 0.08%             | 2029-02-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                             | HART 2023-C A4                    | CUSIP: 44918CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6980000 | PA      | $7162207.32   | 0.12%             | 2029-12-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                             | HART 2023-B A4                    | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3480000 | PA      | $3538280.26   | 0.06%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                    | HALST 2024-B A4                   | CUSIP: 44934FAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5830000 | PA      | $5906617.28   | 0.10%             | 2028-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                    | HART 2025-A B                     | CUSIP: 44935CAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $608210.64    | 0.01%             | 2031-04-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                    | HALST 2025-B A4                   | CUSIP: 44935DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2940000 | PA      | $2970047.68   | 0.05%             | 2029-04-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                    | HALST 2025-B B                    | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1560000 | PA      | $1580778.58   | 0.03%             | 2029-08-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                    | HALST 2025-C B                    | CUSIP: 44935GAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1880000 | PA      | $1891337.34   | 0.03%             | 2029-11-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-C                             | HART 2025-C B                     | CUSIP: 44935JAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1140000 | PA      | $1137103.37   | 0.02%             | 2032-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                    | HALST 2025-A A3                   | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9900000 | PA      | $10011568.05  | 0.16%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                    | HALST 2025-A A4                   | CUSIP: 44935WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3700000 | PA      | $3751532.49   | 0.06%             | 2029-01-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                    | HALST 2025-A B                    | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $810657.44    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                             | HART 2025-B B                     | CUSIP: 44935XAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $865232.09    | 0.01%             | 2030-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                       | IMPERIAL BRANDS                   | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   4200000 | PA      | $4228663.47   | 0.07%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                | INGERSOLL RAND                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |  12901000 | PA      | $13119315.86  | 0.22%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                        | INTEL CORP                        | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1053100.44   | 0.02%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                        | INTEL CORP                        | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10151489.50  | 0.17%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                     | INTERCONTINENT                    | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4999561.19   | 0.08%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                              | STATE OF ISRAEL                   | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   2175000 | PA      | $2232606.54   | 0.04%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                              | STATE OF ISRAEL                   | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   5800000 | PA      | $5975962.58   | 0.10%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32               | JPMBB 2015-C32 A5                 | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256432 | PA      | $254380.18    | 0.00%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3     | JPMCC 2016-JP3 A5                 | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $885642.21    | 0.01%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                | JPMDB 2018-C8 A4                  | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $229035.33    | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                    | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20213000 | PA      | $20031735.81  | 0.33%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                    | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    322000 | PA      | $312148.89    | 0.01%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                    | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11728000 | PA      | $11880903.08  | 0.20%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                    | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  21660000 | PA      | $22093638.24  | 0.36%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                    | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11124810.67  | 0.18%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                    | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20439838.80  | 0.34%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                    | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6416000 | PA      | $6513804.50   | 0.11%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                    | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17050000 | PA      | $17189041.61  | 0.28%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                    | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  21500000 | PA      | $21886239.42  | 0.36%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-B                                     | JDOT 2023-B A4                    | CUSIP: 477920AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4770000 | PA      | $4834204.68   | 0.08%             | 2030-05-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2025-B                                     | JDOT 2025-B A4                    | CUSIP: 47800UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3480000 | PA      | $3512738.10   | 0.06%             | 2032-06-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                     | KSA SUKUK LTD                     | CUSIP: 48266XAL9<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |  28065000 | PA      | $28550818.05  | 0.47%             | 2027-06-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Korea National Oil Corp                                           | KOREA NATL OIL                    | CUSIP: 50065LAJ9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   8000000 | PA      | $7998785.04   | 0.13%             | 2027-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71179043                                | KCOT 2023-2A A3                   | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7081591 | PA      | $7140409.01   | 0.12%             | 2028-01-18      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71179043                                | KCOT 2023-2A A4                   | CUSIP: 500945AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3450000 | PA      | $3512108.28   | 0.06%             | 2028-06-15      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2024-1                                  | KCOT 2024-1A A3                   | CUSIP: 50117BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5960000 | PA      | $6042309.98   | 0.10%             | 2028-07-17      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                         | KCOT 2025-1A A4                   | CUSIP: 50117FAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4460000 | PA      | $4574171.09   | 0.08%             | 2030-07-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2023-1                                  | KCOT 2023-1A A4                   | CUSIP: 50117KAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4560000 | PA      | $4611823.49   | 0.08%             | 2029-02-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-2                                  | KCOT 2025-2A A4                   | CUSIP: 50117LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2310000 | PA      | $2343375.34   | 0.04%             | 2030-11-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                 | LADAR 2024-3A A3                  | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5210000 | PA      | $5230669.63   | 0.09%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                 | LADAR 2024-3A A4                  | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2190000 | PA      | $2207795.28   | 0.04%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                        | LADAR 2025-1A A3                  | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10530000 | PA      | $10625444.97  | 0.17%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                        | LADAR 2025-1A A4                  | CUSIP: 505712AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3910000 | PA      | $3973611.40   | 0.07%             | 2030-04-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                        | LADAR 2025-1A B                   | CUSIP: 505712AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1330000 | PA      | $1355416.03   | 0.02%             | 2030-05-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                 | LADAR 2025-2A A3                  | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8850000 | PA      | $8870180.66   | 0.15%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                 | LADAR 2025-2A A4                  | CUSIP: 505912AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3950000 | PA      | $3962209.06   | 0.07%             | 2030-07-15      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                 | LADAR 2025-2A B                   | CUSIP: 505912AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1480000 | PA      | $1483718.20   | 0.02%             | 2032-05-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                 | LADAR 2024-2A A4                  | CUSIP: 505920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3540000 | PA      | $3601840.97   | 0.06%             | 2029-07-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                 | LADAR 2024-2A B                   | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    490000 | PA      | $501148.19    | 0.01%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                              | LOCKHEED MARTIN                   | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2313000 | PA      | $2326115.73   | 0.04%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                    | LOWE'S COS INC                    | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9347272.16   | 0.15%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                    | LOWE'S COS INC                    | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1049064.62   | 0.02%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                    | LOWE'S COS INC                    | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    630000 | PA      | $628533.39    | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                  | MANUF & TRADERS                   | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   8260000 | PA      | $8368828.53   | 0.14%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2024-1                            | MTBAT 2024-1A A3                  | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6570000 | PA      | $6653534.27   | 0.11%             | 2032-02-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2024-1                            | MTBAT 2024-1A A4                  | CUSIP: 55286TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5010000 | PA      | $5125631.30   | 0.08%             | 2032-02-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                    | MTBAT 2025-1A A3                  | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6150000 | PA      | $6234588.33   | 0.10%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                    | MTBAT 2025-1A A4                  | CUSIP: 55287XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3570000 | PA      | $3637114.22   | 0.06%             | 2032-07-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2024-A                                 | MMAF 2024-A A3                    | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4140000 | PA      | $4205356.94   | 0.07%             | 2031-07-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| M&T Equipment Notes                                               | MTLRF 2025-1A A3                  | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5200000 | PA      | $5277781.08   | 0.09%             | 2029-09-17      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| M&T Equipment Notes                                               | MTLRF 2025-1A A4                  | CUSIP: 55340QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1970000 | PA      | $2007527.52   | 0.03%             | 2032-03-16      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                  | MANUF & TRADERS                   | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   4026000 | PA      | $4063620.89   | 0.07%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                          | MARS INC                          | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4354000 | PA      | $4383950.13   | 0.07%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                          | MARS INC                          | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  38285000 | PA      | $38750908.29  | 0.64%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                          | MARSH & MCLENNAN                  | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3145031.94   | 0.05%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                     | MARRIOTT INTL                     | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2126552.12   | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                           | MERCEDES-BNZ FIN                  | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   8685000 | PA      | $8756895.44   | 0.14%             | 2027-01-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                     | TOKYO METRO GOVT                  | CUSIP: 59173LAG5<br>LEI: 353800FABE4GGB1BMO18 | Long             | DBT              | NUSS              | JP        |   3840000 | PA      | $3852995.20   | 0.06%             | 2026-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                    | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4995118.11   | 0.08%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2020-A                                 | MMAF 2020-A A3                    | CUSIP: 60700MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5113048 | PA      | $5054904.99   | 0.08%             | 2027-04-09      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                            | MORGAN STANLEY B                  | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  19800000 | PA      | $20160479.08  | 0.33%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                            | MORGAN STANLEY B                  | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  11860000 | PA      | $11977085.42  | 0.20%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                            | MORGAN STANLEY B                  | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5723292.30   | 0.09%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                            | MORGAN STANLEY B                  | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  12488000 | PA      | $12673152.87  | 0.21%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                                 | MSC 2017-HR2 ASB                  | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80404 | PA      | $80085.16     | 0.00%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                            | MSC 2018-L1 A4                    | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $349299.55    | 0.01%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                            | MSC 2018-L1 AS                    | CUSIP: 61691QAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1682000 | PA      | $1657426.65   | 0.03%             | 2051-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                            | MSC 2019-L3 A4                    | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1016773.17   | 0.02%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                    | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1372493.22   | 0.02%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                    | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9894613.56   | 0.16%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                    | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4893501.73   | 0.08%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                    | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10120000 | PA      | $10141690.39  | 0.17%             | 2027-01-28      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                    | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  23478000 | PA      | $24005552.60  | 0.39%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                    | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6522000 | PA      | $6731853.45   | 0.11%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS9                          | MSC 2016-UBS9 A4                  | CUSIP: 61766CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $895403.79    | 0.01%             | 2049-03-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34       | MSBAM 2017-C34 A4                 | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $452645.20    | 0.01%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                    | MORGAN STANLEY                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   4080000 | PA      | $4103351.64   | 0.07%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                            | NXP BV/NXP FDG                    | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   5406000 | PA      | $5414372.35   | 0.09%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                  | NTT FINANCE                       | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1397000 | PA      | $1406599.40   | 0.02%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                  | NTT FINANCE                       | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3498000 | PA      | $3532184.16   | 0.06%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                           | NATL BANK CANADA                  | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  11100000 | PA      | $11224309.09  | 0.18%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                 | NAVMT 2024-1 A                    | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3070000 | PA      | $3092463.50   | 0.05%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                        | NAVSL 2023-BA A1B                 | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1223309 | PA      | $1233607.31   | 0.02%             | 2072-03-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Navient Education Loan Trust 2025-A                               | NAVEL 2025-A A                    | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5637192 | PA      | $5692478.21   | 0.09%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEXTERA ENERGY                    | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2962563.43   | 0.05%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEXTERA ENERGY                    | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6810000 | PA      | $6932657.85   | 0.11%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                             | NFMOT 2025-1A A                   | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15548733 | PA      | $15703403.94  | 0.26%             | 2030-02-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                      | NISOURCE INC                      | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256428.62    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-A Owner Trust                        | NAROT 2024-A A4                   | CUSIP: 65479UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12840000 | PA      | $13126280.64  | 0.22%             | 2031-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                        | NAROT 2024-B A4                   | CUSIP: 65479WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2240000 | PA      | $2256358.72   | 0.04%             | 2031-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                    | NALT 2025-A A3                    | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18360000 | PA      | $18593116.92  | 0.31%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                    | NALT 2025-A A4                    | CUSIP: 65479XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5130000 | PA      | $5204094.64   | 0.09%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                    | NALT 2025-A B                     | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660000 | PA      | $669741.01    | 0.01%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-A Owner Trust                        | NAROT 2023-A A4                   | CUSIP: 65480WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8390000 | PA      | $8476314.64   | 0.14%             | 2030-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                     | NAROT 2025-A B                    | CUSIP: 65481GAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $609374.70    | 0.01%             | 2031-10-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                    | NALT 2025-B B                     | CUSIP: 65481RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1480000 | PA      | $1487771.63   | 0.02%             | 2029-07-16      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                       | NUTRIEN LTD                       | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   4230000 | PA      | $4251729.12   | 0.07%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                         | ONEOK INC                         | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4985500.79   | 0.08%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                         | ONEOK INC                         | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5060000 | PA      | $5249151.01   | 0.09%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                         | ONEOK INC                         | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    850000 | PA      | $851840.96    | 0.01%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                           | OMFIT 2025-1A A                   | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26800000 | PA      | $27065751.48  | 0.44%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                           | OMFIT 2025-1A B                   | CUSIP: 68270DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1310000 | PA      | $1325210.93   | 0.02%             | 2038-07-14      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                       | ORACLE CORP                       | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2125349.83   | 0.03%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                               | OTIS WORLDWIDE                    | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4656261.52   | 0.08%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                | PFSFC 2023-B A                    | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4440000 | PA      | $4468121.63   | 0.07%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                | PFSFC 2024-B A                    | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20760000 | PA      | $21004494.67  | 0.35%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                | PFSFC 2024-D A                    | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10280000 | PA      | $10470165.61  | 0.17%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                | PFSFC 2025-B A                    | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11820000 | PA      | $12013234.54  | 0.20%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                | PFSFC 2025-D A                    | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5790000 | PA      | $5828149.73   | 0.10%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                | PFSFC 2025-F A                    | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11740000 | PA      | $11800442.22  | 0.19%             | 2030-08-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                     | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3058648.32   | 0.05%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                     | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1268631.95   | 0.02%             | 2026-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                     | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1315512.31   | 0.02%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                     | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10010535.13  | 0.16%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                     | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  22760000 | PA      | $23314710.21  | 0.38%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                       | PNC BANK NA                       | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2863829.34   | 0.05%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                       | PAYCHEX INC                       | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1543026.31   | 0.03%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                        | PNFED 2025-A A3                   | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3950000 | PA      | $3944593.64   | 0.06%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                        | PNFED 2025-A A4                   | CUSIP: 706916AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2050000 | PA      | $2042205.29   | 0.03%             | 2031-05-15      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                        | PNFED 2025-A B                    | CUSIP: 706916AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $268913.63    | 0.00%             | 2031-07-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                     | PENSKE TRUCK LE                   | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $956705.85    | 0.02%             | 2027-07-01      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                              | PETRONAS CAP LTD                  | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |  12650000 | PA      | $13066794.71  | 0.21%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                         | PG&E RECOV FND                    | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2855854 | PA      | $2917057.09   | 0.05%             | 2034-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                  | REP OF POLAND                     | CUSIP: 731011AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |  21392000 | PA      | $21296223.97  | 0.35%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-2                | PFAST 2023-2A A4                  | CUSIP: 732916AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7430000 | PA      | $7568516.00   | 0.12%             | 2031-11-24      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2024-1                | PFAST 2024-1A A4                  | CUSIP: 73328EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3580000 | PA      | $3603362.36   | 0.06%             | 2032-12-22      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-1                | PFAST 2023-1A A4                  | CUSIP: 73328QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6550000 | PA      | $6602308.30   | 0.11%             | 2031-06-23      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner                                    | PILOT 2025-1A A4                  | CUSIP: 73329KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3030000 | PA      | $3078107.01   | 0.05%             | 2030-11-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR2 Trust                              | PROG 2024-SFR2 A                  | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4389523 | PA      | $4220486.21   | 0.07%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR1 Trust                              | PROG 2024-SFR1 A                  | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5061474 | PA      | $4885582.93   | 0.08%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2022-SFR3 Trust                              | PROG 2022-SFR3 A                  | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3869639 | PA      | $3798791.07   | 0.06%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR3 Trust                              | PROG 2024-SFR3 A                  | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7077102 | PA      | $6740162.16   | 0.11%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR5 Trust                              | PROG 2024-SFR5 A                  | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9959950 | PA      | $9432927.30   | 0.15%             | 2029-08-09      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                              | PROG 2022-SFR5 A                  | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3726063 | PA      | $3726262.35   | 0.06%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                              | PROG 2025-SFR3 A                  | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8400000 | PA      | $7957072.20   | 0.13%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                              | PROG 2025-SFR3 B                  | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1310000 | PA      | $1217024.58   | 0.02%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                        | PROG 2025-SFR2 A                  | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2544545 | PA      | $2414163.58   | 0.04%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR4 Trust                              | PROG 2024-SFR4 A                  | CUSIP: 74334JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10558048 | PA      | $10064796.70  | 0.17%             | 2041-07-17      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                        | PROG 2025-SFR1 A                  | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5403324 | PA      | $5161644.74   | 0.08%             | 2042-02-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                        | PROG 2025-SFR1 B                  | CUSIP: 74334NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $543601.53    | 0.01%             | 2042-02-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                               | RCKTL 2025-1A B                   | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310000 | PA      | $311330.77    | 0.01%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies Inc                                            | ROPER TECHNOLOGI                  | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   3602000 | PA      | $3618267.15   | 0.06%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                   | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8026000 | PA      | $8087461.38   | 0.13%             | 2027-07-23      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                   | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  19740000 | PA      | $20077717.30  | 0.33%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                   | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  25000000 | PA      | $25240825.40  | 0.41%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                   | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10036353.33  | 0.16%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                   | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10085891.35  | 0.17%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                  | SFAST 2024-2A A3                  | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4700000 | PA      | $4755408.30   | 0.08%             | 2029-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                  | SFAST 2024-2A A4                  | CUSIP: 78397XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2660000 | PA      | $2730475.10   | 0.04%             | 2030-08-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                  | SFAST 2025-2A A4                  | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10370000 | PA      | $10533583.64  | 0.17%             | 2031-05-20      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                  | SFAST 2025-2A B                   | CUSIP: 78398HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $561024.26    | 0.01%             | 2031-07-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                  | SFAST 2024-1A A4                  | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3040000 | PA      | $3087764.18   | 0.05%             | 2031-01-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                | SCCU 2024-1A A4                   | CUSIP: 78436RAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2237998.40   | 0.04%             | 2030-05-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                  | SFAST 2024-3A A4                  | CUSIP: 78436XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5780000 | PA      | $5847071.12   | 0.10%             | 2031-11-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                             | SBALT 2025-A A3                   | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7190000 | PA      | $7245639.82   | 0.12%             | 2028-04-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                             | SBALT 2025-A A4                   | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2560000 | PA      | $2591079.17   | 0.04%             | 2029-07-20      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                | SBAT 2024-A A3                    | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3753030 | PA      | $3768347.80   | 0.06%             | 2028-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                | SBAT 2024-A A4                    | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3110000 | PA      | $3140713.12   | 0.05%             | 2029-04-16      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                           | SMB 2018-B A2A                    | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |    172513 | PA      | $171280.14    | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-C                           | SMB 2018-C A2A                    | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-CBDO         | CORP              | US        |    358629 | PA      | $356924.00    | 0.01%             | 2035-11-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B             | SBCLN 2024-B A2                   | CUSIP: 80280BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480558 | PA      | $483950.79    | 0.01%             | 2033-01-18      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B             | SBCLN 2024-B B                    | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $271453.79    | 0.00%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                     | SDART 2023-6 A3                   | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2692841 | PA      | $2704007.46   | 0.04%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                     | SDART 2024-3 B                    | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2270000 | PA      | $2304107.89   | 0.04%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                    | SDART 2025-2 B                    | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5110000 | PA      | $5158273.15   | 0.08%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                     | SDART 2024-1 B                    | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $351971.27    | 0.01%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                     | SDART 2025-1 B                    | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8800000 | PA      | $8882350.40   | 0.15%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                     | SDART 2025-3 B                    | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3170000 | PA      | $3188560.35   | 0.05%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A             | SBCLN 2024-A B                    | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    743079 | PA      | $751058.46    | 0.01%             | 2032-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Saudi Government International Bond                               | SAUDI INT BOND                    | CUSIP: 80413TBJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |  10350000 | PA      | $10564776.94  | 0.17%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2023-1                                | SCCU 2023-1A A4                   | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1870000 | PA      | $1917962.88   | 0.03%             | 2029-08-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                | SCCU 2025-1A A3                   | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6600000 | PA      | $6647732.52   | 0.11%             | 2031-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                | SCCU 2025-1A A4                   | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1240000 | PA      | $1251702.00   | 0.02%             | 2031-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                    | SFAST 2025-1A A3                  | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4310000 | PA      | $4359767.14   | 0.07%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                    | SFAST 2025-1A A4                  | CUSIP: 81885BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3110000 | PA      | $3169550.28   | 0.05%             | 2030-12-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                    | SFAST 2025-1A B                   | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290000 | PA      | $297495.22    | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-B                           | SMB 2017-B A2A                    | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-CBDO         | CORP              | US        |     38374 | PA      | $38144.72     | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC                         | SOFI 2017-F A2FX                  | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6944 | PA      | $6929.00      | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                 | STATE STREET CRP                  | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2405118.17   | 0.04%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                 | STATE STREET CRP                  | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2525990.75   | 0.04%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                  | REP OF POLAND                     | CUSIP: 857524AF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   5387000 | PA      | $5541765.59   | 0.09%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                             | STELLANTIS FINAN                  | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2698550.42   | 0.04%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                    | SFUEL 2025-AA A3                  | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12760000 | PA      | $12845266.15  | 0.21%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                    | SFUEL 2025-AA A4                  | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3540000 | PA      | $3569315.09   | 0.06%             | 2029-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                    | SFUEL 2025-AA B                   | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    880000 | PA      | $887846.78    | 0.01%             | 2029-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B     | SFUEL 2025-BA A4                  | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4230000 | PA      | $4252476.53   | 0.07%             | 2029-06-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B     | SFUEL 2025-BA B                   | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    780000 | PA      | $782907.14    | 0.01%             | 2029-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp                                                      | STRYKER CORP                      | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10145645.05  | 0.17%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ENERGY TRANSFER                   | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    755000 | PA      | $752318.32    | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                      | SYNOPSYS INC                      | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2838075.15   | 0.05%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                      | SYNOPSYS INC                      | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    950000 | PA      | $960513.10    | 0.02%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                        | SYNIT 2024-A1 A                   | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21890000 | PA      | $22213236.50  | 0.36%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                        | SYNIT 2024-A2 A                   | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32230000 | PA      | $32760106.15  | 0.54%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                     | SYNIT 2025-A1 A                   | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16690000 | PA      | $16981400.72  | 0.28%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                        | SYNIT 2025-A2 A                   | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30520000 | PA      | $30885812.72  | 0.51%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                        | SYSCO CORP                        | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4628269.08   | 0.08%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2024-2                                          | TMUST 2024-2A A                   | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12670000 | PA      | $12718713.62  | 0.21%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust 2025-2                                          | TMUST 2025-2A A                   | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13140000 | PA      | $13230947.20  | 0.22%             | 2030-04-22      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust                                                 | TMUST 2025-1A A                   | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11540000 | PA      | $11687302.33  | 0.19%             | 2029-11-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                 | TAKE-TWO INTERAC                  | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10181637.43  | 0.17%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                      | TAKEDA PHARMACEU                  | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $10219558.74  | 0.17%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                              | TARGA RESOURCES                   | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5266688.07   | 0.09%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC            | TLEVS 2025-A A3                   | CUSIP: 88162VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11760000 | PA      | $11773015.97  | 0.19%             | 2028-11-20      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC            | TLEVS 2025-A A4                   | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2940000 | PA      | $2943511.54   | 0.05%             | 2029-05-21      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC            | TLEVS 2025-A B                    | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1201670.88   | 0.02%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                     | TESLA 2023-B A4                   | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5540000 | PA      | $5560029.32   | 0.09%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                               | TEVT 2023-1 A3                    | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8790000 | PA      | $8874005.15   | 0.15%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                               | TEVT 2023-1 A4                    | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4120000 | PA      | $4195924.60   | 0.07%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK                  | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5028326.02   | 0.08%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK                  | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  10840000 | PA      | $11030889.95  | 0.18%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-A Owner Trust                        | TAOT 2023-A A4                    | CUSIP: 891940AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7690000 | PA      | $7733819.16   | 0.13%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                        | TAOT 2023-B A4                    | CUSIP: 891941AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17330000 | PA      | $17487895.36  | 0.29%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2025-1                       | TALNT 2025-1A A                   | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-CBDO         | CORP              | US        |  33770000 | PA      | $34415077.92  | 0.57%             | 2038-05-25      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2022-1                       | TALNT 2022-1A A                   | CUSIP: 89231EAA1<br>LEI: 549300VJ12IVOF78MZ11 | Long             | ABS-CBDO         | CORP              | US        |  13400000 | PA      | $13364820.98  | 0.22%             | 2035-04-25      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                        | TAOT 2023-C A4                    | CUSIP: 89231FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3120000 | PA      | $3165422.83   | 0.05%             | 2029-02-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2024-1                       | TALNT 2024-1A A                   | CUSIP: 89231JAA0<br>LEI: 254900CVU48B7WLCPS92 | Long             | ABS-CBDO         | CORP              | US        |   2610000 | PA      | $2706348.41   | 0.04%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2023-1                       | TALNT 2023-1A A                   | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-CBDO         | CORP              | US        |   5940000 | PA      | $6079105.30   | 0.10%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-B Owner Trust                        | TAOT 2024-B A4                    | CUSIP: 89237NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3910000 | PA      | $4011120.42   | 0.07%             | 2029-07-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                        | TAOT 2024-A A4                    | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2910000 | PA      | $2953495.48   | 0.05%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71471129                                | TLOT 2024-A A4                    | CUSIP: 89238GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6180000 | PA      | $6233937.19   | 0.10%             | 2028-06-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-D Owner Trust                        | TAOT 2022-D A4                    | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13400000 | PA      | $13640042.24  | 0.22%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                          | TLOT 2025-A A4                    | CUSIP: 89239NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5020000 | PA      | $5086621.93   | 0.08%             | 2029-06-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                        | TAOT 2024-D A4                    | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2190000 | PA      | $2212176.16   | 0.04%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                              | TRFIG 2024-1A A2                  | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |  12150000 | PA      | $12355626.60  | 0.20%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                | TCN 2024-SFR4 A                   | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5694788 | PA      | $5647058.13   | 0.09%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                       | TRUIST BANK                       | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   6430000 | PA      | $6457623.33   | 0.11%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                             | TRUIST FINANCIAL                  | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15008817.14  | 0.25%             | 2026-10-28      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                             | TRUIST FINANCIAL                  | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7079367.17   | 0.12%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                   | TYSON FOODS INC                   | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    610000 | PA      | $604004.99    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                   | TYSON FOODS INC                   | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5005372.43   | 0.08%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                      | UBS GROUP                         | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  23411000 | PA      | $23487510.99  | 0.39%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                | UBS AG STAMFORD                   | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |  32820000 | PA      | $33104260.81  | 0.54%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                     | UBS AG LONDON                     | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $10451645.13  | 0.17%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                             | UBSCM 2017-C7 A4                  | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1685000 | PA      | $1664115.10   | 0.03%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2024-A                                      | USAOT 2024-A A4                   | CUSIP: 90327VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1910000 | PA      | $1938802.61   | 0.03%             | 2029-12-17      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                          | US BANK NA OHIO                   | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20066647.22  | 0.33%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                          | US BANK NA OHIO                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   6698000 | PA      | $6759052.14   | 0.11%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                      | UBS GROUP                         | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $10000287.69  | 0.16%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| USB Auto Owner Trust 2025-1                                       | USCAR 2025-1A A4                  | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1960000 | PA      | $1994340.57   | 0.03%             | 2030-12-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                              | UNITED MEXICAN                    | CUSIP: 91087BBJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2759000 | PA      | $2740873.82   | 0.05%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                        | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  30051000 | PA      | $29277348.27  | 0.48%             | 2028-01-27      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                        | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  33330000 | PA      | $33351184.77  | 0.55%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                        | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10267765.06  | 0.17%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                       | TREASURY BILL                     | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54071000 | PA      | $52304485.29  | 0.86%             | 2026-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29680000 | PA      | $29122340.70  | 0.48%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12230000 | PA      | $11884120.31  | 0.20%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43605000 | PA      | $40912050.69  | 0.67%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81037000 | PA      | $78621717.34  | 1.29%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46713000 | PA      | $45557948.20  | 0.75%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74556000 | PA      | $73522117.78  | 1.21%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70946000 | PA      | $69768185.72  | 1.15%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33008000 | PA      | $33443808.58  | 0.55%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33311000 | PA      | $33990231.94  | 0.56%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71067000 | PA      | $71641643.50  | 1.18%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38865000 | PA      | $39482892.87  | 0.65%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32747000 | PA      | $33158895.70  | 0.54%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64301800 | PA      | $64580608.75  | 1.06%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62845000 | PA      | $63250055.51  | 1.04%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22618000 | PA      | $22926346.90  | 0.38%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78030000 | PA      | $79136441.21  | 1.30%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56890000 | PA      | $57232228.62  | 0.94%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55333000 | PA      | $55499431.15  | 0.91%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20028906.20  | 0.33%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13900000 | PA      | $13985788.99  | 0.23%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                   | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  99500000 | PA      | $100149082.28 | 1.65%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                          | UNITED TECH CORP                  | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    675000 | PA      | $754544.77    | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP                  | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    620000 | PA      | $625879.43    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2023-3 B                     | CUSIP: 92348KBQ5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   2150000 | PA      | $2181598.77   | 0.04%             | 2031-04-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2023-7 A1A                   | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |  15560000 | PA      | $15862285.68  | 0.26%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2024-2 A                     | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |  24290000 | PA      | $24854135.25  | 0.41%             | 2031-12-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2024-3 B                     | CUSIP: 92348KCS0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1375540.79   | 0.02%             | 2030-04-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                                | VZMT 2024-5 A                     | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7520000 | PA      | $7749928.51   | 0.13%             | 2032-06-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2024-6 A1A                   | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |  29660000 | PA      | $29798681.26  | 0.49%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2024-7 B                     | CUSIP: 92348KDK6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   4730000 | PA      | $4750062.77   | 0.08%             | 2032-08-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2024-8 A1A                   | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |  31260000 | PA      | $31659099.55  | 0.52%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2024-8 B                     | CUSIP: 92348KDP5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   8050000 | PA      | $8131378.26   | 0.13%             | 2030-11-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2025-1 B                     | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    910000 | PA      | $924303.84    | 0.02%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                | VZMT 2025-2 A                     | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31560000 | PA      | $32478140.36  | 0.53%             | 2033-01-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                | VZMT 2025-2 B                     | CUSIP: 92348KDW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    940000 | PA      | $962243.88    | 0.02%             | 2033-01-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2025-3 A1A                   | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |  18520000 | PA      | $18673845.64  | 0.31%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2025-3 B                     | CUSIP: 92348KEA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   3120000 | PA      | $3141692.74   | 0.05%             | 2030-03-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2025-4 A                     | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   8710000 | PA      | $8928830.91   | 0.15%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2025-4 B                     | CUSIP: 92348KED1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   1810000 | PA      | $1839773.60   | 0.03%             | 2033-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2023-6 A                     | CUSIP: 92348VAA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   5830000 | PA      | $6045231.36   | 0.10%             | 2031-09-22      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2023-6 B                     | CUSIP: 92348VAB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   3950000 | PA      | $4019531.85   | 0.07%             | 2031-09-22      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                           | VOLKSWAGEN GRP                    | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1533760.76   | 0.03%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                        | VALET 2024-1 A3                   | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  36690000 | PA      | $37113879.57  | 0.61%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                        | VALET 2024-1 A4                   | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2380000 | PA      | $2421575.98   | 0.04%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2025-2                       | VFET 2025-2A A4                   | CUSIP: 92886CAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4100000 | PA      | $4098969.26   | 0.07%             | 2033-06-15      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                     | VFET 2025-1A A3                   | CUSIP: 92887TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6340000 | PA      | $6385605.52   | 0.10%             | 2029-05-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group Inc                                              | WEC ENERGY GROUP                  | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  10025000 | PA      | $10213792.70  | 0.17%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C32                    | WFCM 2016-C32 A4                  | CUSIP: 94989YAZ6<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $896876.55    | 0.01%             | 2059-01-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                    | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7431000 | PA      | $7362526.82   | 0.12%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                    | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19441407.55  | 0.32%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35825916.75  | 0.59%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                    | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7320000 | PA      | $7387332.28   | 0.12%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                    | WFCM 2017-C39 A4                  | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $186295.63    | 0.00%             | 2050-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                    | WFCM 2017-C40 A3                  | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $591112.56    | 0.01%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                    | WFCM 2017-C40 A4                  | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1685000 | PA      | $1661739.92   | 0.03%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                    | WFCM 2017-C41 A4                  | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430000 | PA      | $1404762.65   | 0.02%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                    | WFCM 2017-C38 A5                  | CUSIP: 95001MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $511869.07    | 0.01%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                    | WFCM 2018-C45 A4                  | CUSIP: 95001NAY4<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $866518.96    | 0.01%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                    | WFCM 2018-C46 A4                  | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $233383.74    | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                    | WFCM 2018-C48 ASB                 | CUSIP: 95001RAV1<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |    175346 | PA      | $175572.03    | 0.00%             | 2052-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                    | WFCM 2018-C48 A5                  | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249906.25    | 0.00%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                    | WFCM 2018-C47 A4                  | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $853464.35    | 0.01%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                    | WFCM 2020-C58 ASB                 | CUSIP: 95002UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1327830.70   | 0.02%             | 2053-07-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                  | WELLTOWER INC                     | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |  10283000 | PA      | $10342562.29  | 0.17%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                          | WABTEC                            | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8230792.52   | 0.14%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                      | WLAKE 2025-2A A3                  | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4030000 | PA      | $4058445.76   | 0.07%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                      | WLAKE 2025-2A B                   | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1105791.61   | 0.02%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp                                              | WESTPAC BANKING                   | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4800000 | PA      | $4786931.03   | 0.08%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                              | WILLIAMS COS INC                  | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  10120000 | PA      | $10432627.39  | 0.17%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                              | WILLIAMS COS INC                  | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1226964.43   | 0.02%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                      | WISCONSIN P&L                     | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   2596000 | PA      | $2545330.58   | 0.04%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-D                          | WOART 2022-D A4                   | CUSIP: 98163VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8200000 | PA      | $8331115.54   | 0.14%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-D                          | WOART 2023-D A4                   | CUSIP: 98164DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6230000 | PA      | $6411537.84   | 0.11%             | 2029-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                          | WOART 2023-C A4                   | CUSIP: 98164FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3060000 | PA      | $3102635.59   | 0.05%             | 2029-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-B                          | WOART 2024-B A4                   | CUSIP: 98164HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8920000 | PA      | $9120084.52   | 0.15%             | 2030-07-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                    | WOLS 2025-A A4                    | CUSIP: 98164PAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3530000 | PA      | $3560564.15   | 0.06%             | 2030-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                          | WOART 2023-B A4                   | CUSIP: 98164QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5610000 | PA      | $5659815.68   | 0.09%             | 2029-05-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                          | WOART 2024-A A4                   | CUSIP: 98164RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7390000 | PA      | $7492174.14   | 0.12%             | 2029-10-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-B                          | WOART 2025-B A4                   | CUSIP: 98164TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4760000 | PA      | $4836731.20   | 0.08%             | 2031-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2025-A                               | WOSAT 2025-A A3                   | CUSIP: 98164UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7180000 | PA      | $7165316.18   | 0.12%             | 2031-08-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                          | WOART 2025-A A4                   | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6720000 | PA      | $6842558.02   | 0.11%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                          | WOART 2025-A B                    | CUSIP: 98164YAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    720000 | PA      | $734773.25    | 0.01%             | 2030-11-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                          | WOART 2025-C B                    | CUSIP: 981936AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1506732.15   | 0.02%             | 2031-11-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A           | WOLS 2024-A B                     | CUSIP: 981946AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190000 | PA      | $193399.63    | 0.00%             | 2029-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                        | ZIMMER BIOMET                     | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7055073.40   | 0.12%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Petronas Energy Canada Ltd                                        | PETRONAS ENERG                    | CUSIP: N/A<br>LEI: 5493001PEB90YGTDC638       | Long             | DBT              | CORP              | CA        |   2386000 | PA      | $2280949.01   | 0.04%             | 2028-03-23      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                  | CODELCO INC                       | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   8996000 | PA      | $8877658.66   | 0.15%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                                | KOREA HYDRO & NU                  | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |   1880000 | PA      | $1922171.03   | 0.03%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US LONG BOND(CBT) Dec25           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        23 | NC      | $56623.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | US 10yr Ultra Fut Dec25           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       184 | NC      | $249072.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SWP: USD 3.492000 07-JUL-2030 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  33250000 | NC      | $-163374.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SWP: USD 3.455000 07-JUL-2028 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  53760000 | NC      | $148448.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SWP: USD 3.538500 09-JUL-2028 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  53760000 | NC      | $267774.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SWP: USD 3.563500 09-JUL-2030 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  33250000 | NC      | $-268035.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                  | GALAXY PIPELINE                   | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   8717128 | PA      | $8499199.42   | 0.14%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                               | SA GLOBAL SUKU                    | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   8940000 | PA      | $8757199.35   | 0.14%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                     | KSA SUKUK LTD                     | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   1260000 | PA      | $1282594.82   | 0.02%             | 2027-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co                                         | SUCI SECOND INVE                  | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   4225000 | PA      | $4227907.65   | 0.07%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                               | SAUDI INT BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |   2790000 | PA      | $2849724.69   | 0.05%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | AUST 3YR BOND FUT Dec25           | CUSIP: YMZ520251<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |       -65 | NC      | $16397.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** VANGUARD MALVERN FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer