# EDGAR Filing Document

**Accession Number:** 0000106444
**File Stem:** 0000106444-26-000138
**Filing Date:** 2026-3
**Character Count:** 379231
**Document Hash:** 66a128a617a93d2a80ab878f1499e081
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000106444-26-000138.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000106444-26-000138

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUNDS
- **CENTRAL INDEX KEY:** 0000106444

**ORGANIZATION NAME:**
- **EIN:** 231899003
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02368
- **FILM NUMBER:** 26819632

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WESTMINSTER BOND FUND INC
- **DATE OF NAME CHANGE:** 19800619

## Series and Classes Contracts Data

### Vanguard Ultra-Short-Term Bond Fund (Series ID: S000048081)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000151975 | Admiral Shares  | VUSFX           |
| C000151976 | Investor Shares | VUBFX           |

## 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 FIXED INCOME SECURITIES FUNDS

- **b. Investment Company Act file number:** 811-02368

- **c. CIK number of Registrant:** 0000106444

- **d. LEI of Registrant:** 549300F3N7VQKU6I4K64

- **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 ULTRA-SHORT-TERM BOND FUND

- **b. EDGAR series identifier (if any):** S000048081

- **c. LEI of Series:** 549300W8Q3A1OLMSCN32

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $15697315420.84

**Total Liabilities:** $106106939.81

**Net Assets:** $15591208481.03

**Delayed Delivery Securities:** $3440000.00

**Cash Not Reported:** $42532978.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -98340.02574253 | **1-Year:** -1073330.26655922 | **5-Year:** -402805.04025448 | **10-Year:** -155.07635960 | **30-Year:** 0.00000002

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

- **3-Month:** -766.92232617 | **1-Year:** -10066.77720172 | **5-Year:** -1114.11546542 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151975 | 0.42%                | 0.38%                | 0.40%                |
| Class ID C000151976 | 0.47%                | 0.38%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-101629.53              | $6604491.01                                |
| Month 2  | $1245924.85              | $4550895.35                                |
| Month 3  | $2782334.10              | $6174983.29                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac STACR REMIC Trust 2024-HQA2                       | STACR 2024-HQA2 M1                | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |    3916386 | PA      | $3922295.76    | 0.03%             | 2044-08-25      | Floating      | 4.90%                 | 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        |    4092871 | PA      | $4113358.61    | 0.03%             | 2033-06-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Campbell's Company/The                                        | CAMPBELLS CO/THE                  | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   33072000 | PA      | $33098136.47   | 0.21%             | 2026-03-20      | Fixed         | 5.30%                 | 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        |   21100000 | PA      | $21271460.71   | 0.14%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                              | BANK OF MONTREAL                  | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   42000000 | PA      | $42064901.76   | 0.27%             | 2028-09-22      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   51027000 | PA      | $50266146.10   | 0.32%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| LSEG Finance PLC                                              | LSEG FINANCE                      | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    9000000 | PA      | $8958074.31    | 0.06%             | 2026-04-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co                                             | GENERAL MOTORS C                  | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4771000 | PA      | $4958982.93    | 0.03%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                  | HUNTINGTON NATL                   | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $75008397.00   | 0.48%             | 2028-04-12      | Floating      | 4.37%                 | No            |                  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        |    9502012 | PA      | $9592585.10    | 0.06%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                | HALST 2025-B A4                   | CUSIP: 44935DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6760000 | PA      | $6830537.22    | 0.04%             | 2029-04-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7574000 | PA      | $7678516.66    | 0.05%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                 | SDART 2025-4 B                    | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6750000 | PA      | $6767269.88    | 0.04%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                              | DLLAA 2025-1A A3                  | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7930000 | PA      | $8083491.49    | 0.05%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2025-A         | SBCLN 2025-A B                    | CUSIP: 80290CCR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4600000 | PA      | $4616290.90    | 0.03%             | 2034-01-16      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                            | HAROT 2024-2 A3                   | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22289254 | PA      | $22526206.63   | 0.14%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                | OCT57 2021-1A AR                  | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4000000 | PA      | $4005917.20    | 0.03%             | 2034-10-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                          | GLENCORE FDG LLC                  | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   32343000 | PA      | $32348116.34   | 0.21%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                              | CODELCO INC                       | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   20914000 | PA      | $20740888.34   | 0.13%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                              | ALTRIA GROUP INC                  | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   20562000 | PA      | $20555672.46   | 0.13%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                      | WOART 2023-B A3                   | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3471082 | PA      | $3478792.37    | 0.02%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Series 2025-R01                 | CAS 2025-R01 1A1                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6564139 | PA      | $6568237.54    | 0.04%             | 2045-01-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                   | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $7060350.78    | 0.05%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | GBP/USD FWD 20260318              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-14630.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                             | ITC HOLDINGS COR                  | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   51071000 | PA      | $50575857.97   | 0.32%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                   | CAPST 2024-1 A                    | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3320000 | PA      | $3319990.04    | 0.02%             | 2028-10-16      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2026-A                                  | ARIFL 2026-A A2                   | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7070000 | PA      | $7075433.30    | 0.05%             | 2034-11-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-1 C                     | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    1530000 | PA      | $1557733.09    | 0.01%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                      | FORD MOTOR CRED                   | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2676000 | PA      | $2653973.76    | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                             | HEALTHPEAK OP                     | CUSIP: 42250PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7857000 | PA      | $7658094.23    | 0.05%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                         | HART 2023-A A3                    | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     589725 | PA      | $590091.38     | 0.00%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU                  | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   19498000 | PA      | $19515505.89   | 0.13%             | 2026-02-23      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                | BNP PARIBAS                       | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   14550000 | PA      | $14703018.86   | 0.09%             | 2029-05-09      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                            | REALTY INCOME                     | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    7609000 | PA      | $7612133.31    | 0.05%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                   | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   41228000 | PA      | $41332477.94   | 0.27%             | 2029-01-24      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                      | GCCT 2021-1A A                    | CUSIP: 380881FB3<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-CBDO         | CORP              | US        |   47940000 | PA      | $47222127.26   | 0.30%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                  | GMALT 2024-3 B                    | CUSIP: 38012QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7860000 | PA      | $7899097.21    | 0.05%             | 2028-10-20      | Fixed         | 4.49%                 | 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        |    6240000 | PA      | $6304738.13    | 0.04%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-2 Trust                       | SCLP 2025-2 A                     | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12101139 | PA      | $12167726.63   | 0.08%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                       | BANK NOVA SCOTIA                  | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   53716000 | PA      | $53775585.55   | 0.34%             | 2028-09-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                 | JEFFERIES GROUP                   | CUSIP: 47233WKM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   54620000 | PA      | $54425475.24   | 0.35%             | 2026-08-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                  | SABINE PASS LIQU                  | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     662000 | PA      | $662682.55     | 0.00%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 5YR NOTE (CBT) Mar26           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -2089 | NC      | $968524.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                                     | ROGERS COMMUNIC                   | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   12430000 | PA      | $12319365.17   | 0.08%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                           | MTLRF 2025-1A A2                  | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9380000 | PA      | $9423541.02    | 0.06%             | 2027-12-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO                  | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   24670000 | PA      | $24853025.00   | 0.16%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                   | CUSIP: 13607QWA6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   48750000 | PA      | $48817495.84   | 0.31%             | 2030-01-29      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                  | SYNOPSYS INC                      | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   39808000 | PA      | $40107192.55   | 0.26%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                       | SSTRT 2025-A B                    | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    1459429 | PA      | $1474381.43    | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B              | ABCLN 2024-B D                    | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1067907 | PA      | $1077449.52    | 0.01%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                  | WLAKE 2026-1A D                   | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9160000 | PA      | $9172394.40    | 0.06%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B         | SBCLN 2024-B D                    | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1944367 | PA      | $1958736.04    | 0.01%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Finance Inc                                        | BROOKFIELD FIN                    | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    5049000 | PA      | $5042773.32    | 0.03%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                              | T-MOBILE USA INC                  | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7405000 | PA      | $7398801.57    | 0.05%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                  | HACLN 2025-1 B                    | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12669520 | PA      | $12759844.59   | 0.08%             | 2033-03-21      | Fixed         | 4.96%                 | 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        |    9680000 | PA      | $9738344.26    | 0.06%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                    | EART 2025-5A C                    | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4830000 | PA      | $4875655.58    | 0.03%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2025-AA A4                  | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5690000 | PA      | $5739040.40    | 0.04%             | 2029-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                    | CUSIP: 61748UAQ5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34914034.75   | 0.22%             | 2030-01-09      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                    | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $18444267.27   | 0.12%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  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        |    1720000 | PA      | $1749617.54    | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                           | DEFT 2025-2 D                     | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3100000 | PA      | $3105206.14    | 0.02%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANS                      | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2508000 | PA      | $2549038.03    | 0.02%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                | NALT 2024-A A3                    | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19441511 | PA      | $19482365.03   | 0.12%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B              | ABCLN 2025-B C                    | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6962245 | PA      | $7005068.89    | 0.04%             | 2033-09-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260318              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-411017.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                          | SBAT 2025-SF1 B                   | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     276456 | PA      | $276549.25     | 0.00%             | 2031-03-17      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                 | SDART 2023-4 A3                   | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     561893 | PA      | $562420.51     | 0.00%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                  | CACLN 2025-1 B                    | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27467105 | PA      | $27667972.21   | 0.18%             | 2033-02-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                          | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   46000000 | PA      | $46102966.86   | 0.30%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                 | CHAOT 2025-1A A3                  | CUSIP: 16145NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18360000 | PA      | $18521444.99   | 0.12%             | 2030-06-25      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                     | CFII 2023-2A A1                   | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    4453206 | PA      | $4499952.62    | 0.03%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                              | MANUF & TRADERS                   | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   44619000 | PA      | $45034315.44   | 0.29%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   14095000 | PA      | $14160476.91   | 0.09%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                           | SA GLOBAL SUKU                    | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   27012000 | PA      | $26786025.71   | 0.17%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust 2025-1                          | ALLCU 2025-1A A4                  | CUSIP: 01986QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2190000 | PA      | $2202418.18    | 0.01%             | 2030-01-25      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-2                                  | CCG 2025-2 A2                     | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   37960000 | PA      | $38037749.67   | 0.24%             | 2034-08-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                       | STACR 2025-DNA3 A1                | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |   11645000 | PA      | $11659321.02   | 0.07%             | 2045-09-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                | OMEGA HEALTHCARE                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    5816000 | PA      | $5865479.33    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                | NALT 2025-B A3                    | CUSIP: 65481RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   33070000 | PA      | $33337642.12   | 0.21%             | 2028-11-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                              | DLLMT 2026-1A A2                  | CUSIP: 23347JAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6710000 | PA      | $6717923.17    | 0.04%             | 2028-07-20      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods Inc                                               | TYSON FOODS INC                   | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   57794000 | PA      | $57452648.99   | 0.37%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                              | CROWN CASTLE INC                  | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5341000 | PA      | $5425021.67    | 0.03%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust 2026-1               | GSAR 2026-1A A2                   | CUSIP: 37989DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12800000 | PA      | $12804253.44   | 0.08%             | 2032-02-17      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11565000 | PA      | $11778801.23   | 0.08%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                      | LONSDALE FINANCE                  | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |   22710000 | PA      | $15542732.23   | 0.10%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | AUST 3YR BOND FUT Mar26           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -199 | NC      | $9814.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                  | HPEFS 2024-2A A3                  | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5409650 | PA      | $5439080.08    | 0.03%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc                                           | NOMURA HOLDINGS                   | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2210000 | PA      | $2186976.93    | 0.01%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                     | CFII 2023-1A A1                   | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    2364377 | PA      | $2375286.08    | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  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        |   42640000 | PA      | $42793124.50   | 0.27%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                | SDART 2025-2 A3                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22760000 | PA      | $22913850.77   | 0.15%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                          | WILLIAMS COS INC                  | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   18360000 | PA      | $18382741.43   | 0.12%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  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        |   25740000 | PA      | $25938553.21   | 0.17%             | 2030-04-22      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                          | BOSTON PROP LP                    | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2320772.13    | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | 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        |   17080000 | PA      | $17089971.30   | 0.11%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                     | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   50060000 | PA      | $50127267.62   | 0.32%             | 2029-01-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                     | HAROT 2023-2 A3                   | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4595186 | PA      | $4615043.18    | 0.03%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                            | SCCU 2025-1A A2                   | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12711170 | PA      | $12747674.43   | 0.08%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                         | STELLANTIS FINAN                  | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9690000 | PA      | $9824756.12    | 0.06%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | EURO-SCHATZ FUT   Mar26           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -196 | NC      | $-3622.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3              | SFAST 2025-3A A3                  | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12080000 | PA      | $12129389.08   | 0.08%             | 2031-04-21      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                   | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    9040000 | PA      | $9128067.68    | 0.06%             | 2027-05-14      | Fixed         | 4.50%                 | 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        |   21310000 | PA      | $21404627.06   | 0.14%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F                  | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   25570000 | PA      | $25808398.32   | 0.17%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS                  | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   25760000 | PA      | $25933470.67   | 0.17%             | 2027-07-28      | Variable      | 5.39%                 | 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        |   39617000 | PA      | $39875013.64   | 0.26%             | 2028-11-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                | GFORT 2025-1A A1                  | CUSIP: 361886DV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   35050000 | PA      | $35336330.46   | 0.23%             | 2029-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                   | NUTRIEN LTD                       | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   23580000 | PA      | $23706827.86   | 0.15%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                    | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   16391000 | PA      | $16249760.56   | 0.10%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-1 A4                   | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4340000 | PA      | $4387062.53    | 0.03%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                         | EFF 2024-3 A2                     | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2232148 | PA      | $2239603.39    | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Baxter International Inc                                      | BAXTER INTL                       | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    6443000 | PA      | $6310029.62    | 0.04%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                           | DEFT 2025-2 C                     | CUSIP: 24703VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2480000 | PA      | $2486623.83    | 0.02%             | 2031-03-24      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   30385000 | PA      | $30353092.71   | 0.19%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                    | ABBVIE INC                        | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   17356000 | PA      | $17236980.19   | 0.11%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                    | TAOT 2024-A A3                    | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16183897 | PA      | $16289150.10   | 0.10%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15063655.20   | 0.10%             | 2028-04-27      | Variable      | 4.38%                 | 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        |   12220000 | PA      | $12342928.31   | 0.08%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| United Energy Distribution Pty Ltd                            | UNITED ENERGY D                   | CUSIP: N/A<br>LEI: 54930028EZKBY3VF2528       | Long             | DBT              | CORP              | AU        |    5870000 | PA      | $4020396.07    | 0.03%             | 2026-10-29      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                | CARMX 2024-4 A2A                  | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5152032 | PA      | $5159871.52    | 0.03%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-B Owner Trust                    | NAROT 2023-B A3                   | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8670039 | PA      | $8733840.88    | 0.06%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9430000 | PA      | $9327207.25    | 0.06%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                            | BOBA 2023-2A A1R                  | CUSIP: 05766JAL5<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |    2900000 | PA      | $2905823.20    | 0.02%             | 2036-10-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                     | AFFRM 2025-X2 A                   | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8552070 | PA      | $8559780.05    | 0.05%             | 2030-10-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co                                     | ARIZONA PUB SERV                  | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    4273000 | PA      | $4203768.38    | 0.03%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7254000 | PA      | $7221166.58    | 0.05%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                  | HPEFS 2025-2A A3                  | CUSIP: 442927AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19500000 | PA      | $19546025.85   | 0.13%             | 2032-11-22      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4          | BLAST 2025-4 A3                   | CUSIP: 10807UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   38300000 | PA      | $38419028.74   | 0.25%             | 2029-10-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust 2025-A                                 | XROAD 2025-A A2                   | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10396268 | PA      | $10464239.88   | 0.07%             | 2032-02-20      | Fixed         | 4.91%                 | Yes           |                  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        |   18920000 | PA      | $19125639.59   | 0.12%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                    | ALBERTA PROVINCE                  | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |   30720000 | PA      | $30460357.63   | 0.20%             | 2026-08-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                           | SUMITOMO MITSU                    | CUSIP: 86562MEH9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   21000000 | PA      | $21015821.40   | 0.13%             | 2029-01-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                        | HP INC                            | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $7278453.56    | 0.05%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-4                      | GCAR 2025-4A A3                   | CUSIP: 36273HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14560000 | PA      | $14610936.70   | 0.09%             | 2029-07-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                              | BRIXMOR OPERATIN                  | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   20632000 | PA      | $20632021.66   | 0.13%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                         | BARK 2021-1A BR                   | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |    3320000 | PA      | $3330491.53    | 0.02%             | 2034-04-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   15560000 | PA      | $15969799.99   | 0.10%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                           | FORDO 2023-A A3                   | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3180210 | PA      | $3188758.72    | 0.02%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                    | ECOLAB INC                        | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   10770000 | PA      | $10687786.45   | 0.07%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2020-2A A                   | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    1338333 | PA      | $1336753.29    | 0.01%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                       | SSTRT 2026-A B                    | CUSIP: 81378WAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |   14640000 | PA      | $14664069.62   | 0.09%             | 2033-03-25      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                              | NTT FINANCE                       | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   13910000 | PA      | $14095268.54   | 0.09%             | 2028-07-16      | Fixed         | 4.62%                 | 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        |    3250000 | PA      | $3277847.63    | 0.02%             | 2029-08-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                | NALT 2024-A A4                    | CUSIP: 65481CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3090000 | PA      | $3103308.01    | 0.02%             | 2028-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                    | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5581000 | PA      | $5516609.10    | 0.04%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                       | STACR 2024-DNA3 A1                | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |    3008600 | PA      | $3013281.38    | 0.02%             | 2044-10-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B              | ABCLN 2025-B A2                   | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13745512 | PA      | $13814739.51   | 0.09%             | 2033-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                  | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |    6040000 | PA      | $4217162.51    | 0.03%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260318              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-461838.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $21908362.08   | 0.14%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                    | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   45850000 | PA      | $46239120.24   | 0.30%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   20912000 | PA      | $21242306.92   | 0.14%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2022-2                              | KCOT 2022-2A A3                   | CUSIP: 50117JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      74453 | PA      | $74456.98      | 0.00%             | 2026-12-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                   | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  132907000 | PA      | $133337909.75  | 0.86%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2025-VII                                      | BABSN 2025-7A A1                  | CUSIP: 06765FAC2<br>LEI: 254900I80K3UAJ5XX377 | Long             | ABS-MBS          | CORP              | KY        |    3960000 | PA      | $3969894.46    | 0.03%             | 2038-01-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                   | CENCORA INC                       | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    5605000 | PA      | $5551014.99    | 0.04%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BK GR PLC                  | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   26794000 | PA      | $27137417.09   | 0.17%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2022-5A C                   | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     215000 | PA      | $215508.65     | 0.00%             | 2027-04-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips Co                                             | CONOCOPHIL CO                     | CUSIP: 20826FBV7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10061124.10   | 0.06%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2024-6 B                     | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   19770000 | PA      | $19883473.87   | 0.13%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                | SSTRT 2025-B C                    | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    1225339 | PA      | $1238871.76    | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| eBay Inc                                                      | EBAY INC                          | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    9770000 | PA      | $9700784.63    | 0.06%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                  | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   15050000 | PA      | $10487570.34   | 0.07%             | 2026-04-06      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                   | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   39651000 | PA      | $39743565.26   | 0.25%             | 2028-09-08      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                       | PPL CAPITAL FDG                   | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   20555000 | PA      | $20506208.19   | 0.13%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                       | HCA INC                           | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13200000 | PA      | $13251559.86   | 0.08%             | 2028-03-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                     | HAROT 2024-1 A3                   | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13412975 | PA      | $13526084.03   | 0.09%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| US Bank C&I Credit-Linked Notes Series 2025-2                 | USCLN 2025-SUP2 B1                | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10960810 | PA      | $10987277.29   | 0.07%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                  | HPEFS 2025-1A A3                  | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19580000 | PA      | $19725532.27   | 0.13%             | 2032-09-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                    | SYNIT 2025-A2 A                   | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25556000 | PA      | $25889160.79   | 0.17%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2023-1 B                    | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4021528.80    | 0.03%             | 2028-06-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                  | HPEFS 2025-2A B                   | CUSIP: 442927AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1970000 | PA      | $1970982.05    | 0.01%             | 2032-11-22      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Guatemala Government Bond                                     | REP OF GUATEMALA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    1651000 | PA      | $1646721.91    | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                   | EVGRN 2025-CRT5 C                 | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |    3110000 | PA      | $3142268.12    | 0.02%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                     | COREBRIDGE GF                     | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $16014320.32   | 0.10%             | 2028-01-07      | Floating      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Southwest Airlines Co                                         | SOUTHWEST AIR                     | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   19296000 | PA      | $19529989.28   | 0.13%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                         | HART 2024-A A3                    | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11848379 | PA      | $11953321.38   | 0.08%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                 | SDART 2024-5 B                    | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10940000 | PA      | $10993498.79   | 0.07%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                           | GLOBAL PAY INC                    | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9978000.80    | 0.06%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                 | SDART 2025-1 A3                   | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32700000 | PA      | $32777420.52   | 0.21%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                       | STACR 2024-HQA1 A1                | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |    4392363 | PA      | $4415147.89    | 0.03%             | 2044-03-25      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ERP Operating LP                                              | ERP OPERATING LP                  | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    3346000 | PA      | $3320140.31    | 0.02%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                | HALST 2024-B A3                   | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11125674 | PA      | $11176499.29   | 0.07%             | 2027-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A              | ABCLN 2024-A D                    | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     480486 | PA      | $488676.95     | 0.00%             | 2032-05-17      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                     | COREBRIDGE GF                     | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   37130000 | PA      | $37329662.12   | 0.24%             | 2026-06-24      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                     | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    6264000 | PA      | $6298819.45    | 0.04%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B              | ABCLN 2024-B C                    | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4127014 | PA      | $4165934.67    | 0.03%             | 2032-09-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                 | DTE ENERGY CO                     | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   15163000 | PA      | $15353505.20   | 0.10%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                | GE HEALTHCARE                     | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17477792.48   | 0.11%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                         | SOUTHWEST AIR                     | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    5429000 | PA      | $5458599.67    | 0.04%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                   | AMEREN CORP                       | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    8820000 | PA      | $8817051.83    | 0.06%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  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        |   13720000 | PA      | $13874871.36   | 0.09%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                    | USCLN 2025-SUP1 B                 | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14165503 | PA      | $14265721.43   | 0.09%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-2        | HACLN 2025-2 B1                   | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20394757 | PA      | $20517074.98   | 0.13%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7838000 | PA      | $7912393.59    | 0.05%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2025-A                           | WOSAT 2025-A A2A                  | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15150000 | PA      | $15194348.60   | 0.10%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   18760000 | PA      | $18432396.56   | 0.12%             | 2028-08-03      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                             | BROWN & BROWN                     | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5318915.75    | 0.03%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                             | ITC HOLDINGS COR                  | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   25821000 | PA      | $25727123.88   | 0.17%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                         | HART 2023-B A3                    | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4297272 | PA      | $4325891.25    | 0.03%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                       | DIGITAL REALTY                    | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   36570000 | PA      | $37580030.12   | 0.24%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    8541000 | PA      | $8450012.39    | 0.05%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                          | SBAT 2025-SF1 D                   | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2290000 | PA      | $2301752.05    | 0.01%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BK GR PLC                  | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   68743000 | PA      | $69105309.29   | 0.44%             | 2028-11-26      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                    | HPS CORPORATE LE                  | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   36381000 | PA      | $36558532.00   | 0.23%             | 2027-06-05      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                   | TRUIST BANK                       | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16985556.29   | 0.11%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-1            | PFAST 2023-1A A3                  | CUSIP: 73328QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3384340 | PA      | $3395483.20    | 0.02%             | 2028-09-22      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                       | MERCEDES-BNZ FIN                  | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   37010000 | PA      | $37263940.78   | 0.24%             | 2026-11-13      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                 | SDART 2025-1 C                    | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26400000 | PA      | $26722285.92   | 0.17%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1               | GMREV 2021-1 A                    | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   51130000 | PA      | $50287822.43   | 0.32%             | 2034-06-12      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                | HALST 2025-C A4                   | CUSIP: 44935GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25500000 | PA      | $25673287.80   | 0.16%             | 2029-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-2 A3                   | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26220000 | PA      | $26443960.75   | 0.17%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                    | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   47140000 | PA      | $47271036.94   | 0.30%             | 2028-04-04      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co                                     | SUCI SECOND INVE                  | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   35713000 | PA      | $35762308.94   | 0.23%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                | EFF 2025-1 A2                     | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5451669 | PA      | $5472548.43    | 0.04%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                          | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4468000 | PA      | $4270841.95    | 0.03%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-3                  | WLAKE 2025-3A B                   | CUSIP: 96043QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10210000 | PA      | $10241331.43   | 0.07%             | 2031-07-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                | COM BK AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    5670000 | PA      | $4000648.04    | 0.03%             | 2032-04-14      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                      | MOLSON COORS                      | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   15819000 | PA      | $15755982.96   | 0.10%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU                  | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   90170000 | PA      | $90453826.31   | 0.58%             | 2026-05-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260318              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5733154.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-3 Owner Trust                     | HAROT 2023-3 A3                   | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8119087 | PA      | $8176100.85    | 0.05%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                        | BOARDWALK PIPELI                  | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $3696216.51    | 0.02%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS                  | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   36350000 | PA      | $36454297.60   | 0.23%             | 2029-07-20      | Floating      | 4.46%                 | No            |                  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        |    5640000 | PA      | $5684977.87    | 0.04%             | 2032-12-22      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                           | FORDL 2025-B A4                   | CUSIP: 34533MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15950000 | PA      | $16058362.71   | 0.10%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                  | WLAKE 2026-1A A3                  | CUSIP: 96043BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23180000 | PA      | $23211269.82   | 0.15%             | 2029-07-16      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2692154.49    | 0.02%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                            | SONOCO PRODUCTS                   | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    8269000 | PA      | $8133119.16    | 0.05%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                             | CDP FINANCIAL                     | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |   12800000 | PA      | $12686464.77   | 0.08%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                   | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    7785000 | PA      | $7861137.77    | 0.05%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-2    | GALC 2024-2 A2                    | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5399143 | PA      | $5419286.28    | 0.03%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  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        |    5470000 | PA      | $5516100.61    | 0.04%             | 2029-07-16      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2025-AA B                   | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4280000 | PA      | $4334254.56    | 0.03%             | 2029-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                            | BMW US CAP LLC                    | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $24100407.12   | 0.15%             | 2027-03-19      | Floating      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Telstra Group Ltd                                             | TELSTRA GROUP                     | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |   23410000 | PA      | $16202714.14   | 0.10%             | 2027-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   19780000 | PA      | $19641421.32   | 0.13%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2026-1                               | DRVPNK 2026-1A A3                 | CUSIP: 05330WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15590000 | PA      | $15617826.59   | 0.10%             | 2030-08-12      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                    | TAOT 2023-C A3                    | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4238593 | PA      | $4265474.60    | 0.03%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7115000 | PA      | $7183747.05    | 0.05%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                         | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   19462000 | PA      | $19223201.26   | 0.12%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                | SSTRT 2025-B D                    | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     917170 | PA      | $926086.08     | 0.01%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                  | SBALT 2024-B A4                   | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5810000 | PA      | $5877855.57    | 0.04%             | 2028-12-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Guatemala Government Bond                                     | REP OF GUATEMALA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    8421000 | PA      | $8377037.58    | 0.05%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F                  | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   37260000 | PA      | $37360997.70   | 0.24%             | 2027-07-09      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP                  | CUSIP: 38141GD50<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25067479.75   | 0.16%             | 2029-10-21      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                           | PAYPAL HOLDING                    | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $21061014.66   | 0.14%             | 2028-03-06      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN                  | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   14520000 | PA      | $14600884.97   | 0.09%             | 2028-04-28      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                | MBALT 2025-A A3                   | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11590000 | PA      | $11738675.36   | 0.08%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| General Motors                                                | GFORT 2025-1A C                   | CUSIP: 361886EH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3160000 | PA      | $3181147.04    | 0.02%             | 2029-03-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                      | COOPERATIEVE RAB                  | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    9665000 | PA      | $9753629.31    | 0.06%             | 2028-08-22      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                   | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   13716000 | PA      | $13651937.78   | 0.09%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                              | T-MOBILE USA INC                  | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   17796000 | PA      | $17757646.77   | 0.11%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                            | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |   30136000 | PA      | $30163161.58   | 0.19%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | EUR/USD FWD 20260318              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-752764.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                      | VISTRA OPERATION                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    4080000 | PA      | $4116473.32    | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                | HALST 2025-B B                    | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7850000 | PA      | $7947190.85    | 0.05%             | 2029-08-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc                                           | NOMURA HOLDINGS                   | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   23443000 | PA      | $23079183.86   | 0.15%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2023-II Ltd                                      | CIFC 2023-2A AR                   | CUSIP: 125488AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3440000 | PA      | $3440000.00    | 0.02%             | 2037-01-21      | Floating      | 4.79%                 | Yes           |                  3 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                         | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   16111000 | PA      | $15868120.07   | 0.10%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-3                      | GCAR 2025-3A A3                   | CUSIP: 37989YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6360000 | PA      | $6386250.26    | 0.04%             | 2029-03-15      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                  | ENBRIDGE INC                      | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    6998000 | PA      | $7094861.21    | 0.05%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                | SUMITOMO TR&BK                    | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   25360000 | PA      | $25445418.06   | 0.16%             | 2028-09-11      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Marriott International Inc/MD                                 | MARRIOTT INTL                     | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5055000 | PA      | $5135680.98    | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                    | USCLN 2023-1 B                    | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     694771 | PA      | $701716.02     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                             | STATE STREET CRP                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $19587887.28   | 0.13%             | 2027-10-22      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                             | BMARK 2019-B15 AAB                | CUSIP: 08160KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4457806 | PA      | $4368361.63    | 0.03%             | 2072-12-15      | Fixed         | 2.86%                 | 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        |    3300000 | PA      | $3350735.19    | 0.02%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                 | CGCMT 2019-GC41 AAB               | CUSIP: 17328FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1696435 | PA      | $1656409.93    | 0.01%             | 2056-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                         | SBALT 2025-A A4                   | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4970000 | PA      | $5018681.65    | 0.03%             | 2029-07-20      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                       | SHERWIN-WILLIAMS                  | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    7657000 | PA      | $7754282.72    | 0.05%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B              | ABCLN 2025-B B                    | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6819062 | PA      | $6847517.68    | 0.04%             | 2033-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq Inc                                                    | NASDAQ INC                        | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5994414.66    | 0.04%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B                  | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   14060000 | PA      | $14329145.24   | 0.09%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                    | PINNACLE WST CAP                  | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   19316000 | PA      | $19672289.99   | 0.13%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust 2024-1                                  | HUNT 2024-1A A3                   | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12882069 | PA      | $13011018.47   | 0.08%             | 2029-01-16      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                            | GMALT 2024-2 A4                   | CUSIP: 36269WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9730000 | PA      | $9817246.96    | 0.06%             | 2028-05-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-A                                  | SBALT 2024-A A4                   | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8650000 | PA      | $8680463.57    | 0.06%             | 2029-01-22      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-1 A3                   | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31560000 | PA      | $31803744.19   | 0.20%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                    | EART 2026-1A A3                   | CUSIP: 30168HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15780000 | PA      | $15801605.98   | 0.10%             | 2030-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2025-AA A3                  | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20490000 | PA      | $20637978.78   | 0.13%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2023-1                            | SCCU 2023-1A A3                   | CUSIP: 805922AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5947034 | PA      | $5987666.66    | 0.04%             | 2028-10-16      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | SWP: OIS 3.434000 22-DEC-2026 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 2235000000 | NC      | $-1632206.12   | -0.01%            |  |  |  | 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        |    5597138 | PA      | $5625583.73    | 0.04%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                    | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    7665000 | PA      | $7771139.32    | 0.05%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2        | HACLN 2024-2 B1                   | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5287315 | PA      | $5344398.05    | 0.03%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1               | AHART 2024-1A A2                  | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7280134 | PA      | $7295593.60    | 0.05%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                       | BANK NOVA SCOTIA                  | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    8390000 | PA      | $8440563.01    | 0.05%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                              | AUSNET SERVICES                   | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |    3940000 | PA      | $2728321.71    | 0.02%             | 2027-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2024-B A                    | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5114000 | PA      | $5167878.04    | 0.03%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-2            | PFAST 2023-2A A3                  | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4002503 | PA      | $4035999.51    | 0.03%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                | WOLS 2025-A A3                    | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13180000 | PA      | $13277712.57   | 0.09%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                    | CNH INDUSTRIAL                    | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   18203000 | PA      | $18414189.20   | 0.12%             | 2028-03-21      | Fixed         | 4.75%                 | 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        |    2890000 | PA      | $2930274.46    | 0.02%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                   | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   19500000 | PA      | $19509030.26   | 0.13%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                        | FORDR 2022-1 C                    | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7029000 | PA      | $7057747.91    | 0.05%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                  | HPEFS 2025-2A C                   | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2450000 | PA      | $2451087.31    | 0.02%             | 2032-11-22      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty Ltd               | VOLKSWAGEN AUST                   | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |    8540000 | PA      | $5949922.04    | 0.04%             | 2026-04-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                      | AMERICAN HOMES 4                  | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   10855000 | PA      | $10859760.13   | 0.07%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  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        |    7650000 | PA      | $7688611.08    | 0.05%             | 2029-06-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1        | AHART 2025-1A A3                  | CUSIP: 02650VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16200000 | PA      | $16281299.70   | 0.10%             | 2030-11-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                            | SIXTH STREET                      | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    4565000 | PA      | $4517499.76    | 0.03%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | SWP: OIS 3.278000 22-DEC-2027 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  617500000 | NC      | $1126782.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2024-D A                    | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17743000 | PA      | $18035780.79   | 0.12%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Voya Financial Inc                                            | VOYA FINANCIAL                    | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    9402000 | PA      | $9388168.44    | 0.06%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4400000 | PA      | $4387953.94    | 0.03%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                 | OWENS CORNING                     | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    6655000 | PA      | $6783418.14    | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                      | RTX CORP                          | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   16633000 | PA      | $16556753.33   | 0.11%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  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        |   32780000 | PA      | $32920377.07   | 0.21%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  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        |    5950000 | PA      | $5975413.05    | 0.04%             | 2028-12-15      | Fixed         | 5.23%                 | 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        |    8819158 | PA      | $8827582.74    | 0.06%             | 2045-07-25      | Floating      | 4.70%                 | 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        |    1745160 | PA      | $1773986.66    | 0.01%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP                  | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8517641.58    | 0.05%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                             | CDP FINANCIAL                     | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   14800000 | PA      | $14668724.89   | 0.09%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                | BNP PARIBAS                       | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3580000 | PA      | $3544701.13    | 0.02%             | 2027-11-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp                                                     | GATX CORP                         | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2111000 | PA      | $2107270.60    | 0.01%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO                  | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   23783000 | PA      | $23811633.07   | 0.15%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                   | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   81400000 | PA      | $82057049.40   | 0.53%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                              | CROWN CASTLE INT                  | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    8071000 | PA      | $8017733.34    | 0.05%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                  | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   16520000 | PA      | $11508967.42   | 0.07%             | 2026-04-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                           | FORDL 2024-A B                    | CUSIP: 345290AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8430000 | PA      | $8474806.29    | 0.05%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                | NALT 2025-B C                     | CUSIP: 65481RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2870000 | PA      | $2901922.15    | 0.02%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                    | EART 2026-1A C                    | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8660000 | PA      | $8681880.36    | 0.06%             | 2032-05-17      | Fixed         | 4.40%                 | No            |                  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        |    6030000 | PA      | $6108355.03    | 0.04%             | 2029-01-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B         | SBCLN 2023-B B                    | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1306861 | PA      | $1325129.35    | 0.01%             | 2033-12-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANSFER                   | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   24201000 | PA      | $24188330.78   | 0.16%             | 2026-07-15      | Fixed         | 3.90%                 | 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        |    6650000 | PA      | $6666082.36    | 0.04%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust 2026-1                       | SCLP 2026-1 B                     | CUSIP: 83408AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4270000 | PA      | $4281772.39    | 0.03%             | 2035-12-26      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                   | BRDCOM CRP / FIN                  | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   21005000 | PA      | $20879023.98   | 0.13%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                  | ING GROEP NV                      | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   25518000 | PA      | $25533077.06   | 0.16%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                           | FORDL 2024-A A4                   | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1710000 | PA      | $1716358.81    | 0.01%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B         | SBCLN 2023-B D                    | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2011632 | PA      | $2045729.43    | 0.01%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXI Ltd                                            | MAGNE 2021-31A BR                 | CUSIP: 55952FAN8<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-MBS          | CORP              | KY        |   10480000 | PA      | $10504730.70   | 0.07%             | 2034-07-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1890113.12    | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                   | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   12196000 | PA      | $12214952.34   | 0.08%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                             | DELL INT / EMC                    | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   47206000 | PA      | $47400890.92   | 0.30%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12650000 | PA      | $12516878.36   | 0.08%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BK GR PLC                  | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    7280000 | PA      | $7222897.14    | 0.05%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2025-3                      | GSAR 2025-3A A2                   | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14747723 | PA      | $14844316.63   | 0.10%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                     | CUSIP: 42824CBY4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12037840.68   | 0.08%             | 2028-09-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                      | US BANK NA OHIO                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   37537000 | PA      | $37895259.13   | 0.24%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANSFER                   | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7238000 | PA      | $7348719.98    | 0.05%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A         | SBCLN 2024-A C                    | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1683928 | PA      | $1706583.54    | 0.01%             | 2032-06-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                    | STHRN GAS CRIDOR                  | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |   22570000 | PA      | $22683621.89   | 0.15%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                    | NETWORK FINANCE                   | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |    9980000 | PA      | $6828847.17    | 0.04%             | 2026-11-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-3                           | DEFT 2023-3 A3                    | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9169525 | PA      | $9213733.17    | 0.06%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  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        |    6820000 | PA      | $6906758.58    | 0.04%             | 2029-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2024-1                                  | CCG 2024-1 A2                     | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10445967 | PA      | $10537586.12   | 0.07%             | 2032-03-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                    | PNFED 2025-A A2                   | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15170000 | PA      | $15189951.58   | 0.10%             | 2028-09-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2024-A                           | WOSAT 2024-A A3                   | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12280000 | PA      | $12335829.79   | 0.08%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-A                | HALST 2024-A A3                   | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5606393 | PA      | $5615614.04    | 0.04%             | 2027-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                            | VWALT 2024-A A3                   | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21880000 | PA      | $22000035.87   | 0.14%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2023-C A                    | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8384000 | PA      | $8472841.06    | 0.05%             | 2028-10-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                    | US BANCORP                        | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   49923000 | PA      | $50952058.31   | 0.33%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71471129                            | TLOT 2024-A A3                    | CUSIP: 89238GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2840699 | PA      | $2848206.56    | 0.02%             | 2027-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-A                                  | ARIFL 2024-A A2                   | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3214143 | PA      | $3232433.75    | 0.02%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                | GFORT 2025-1A B                   | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3110000 | PA      | $3132790.39    | 0.02%             | 2029-03-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                    | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   29520000 | PA      | $29612987.70   | 0.19%             | 2029-01-24      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                     | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   79002000 | PA      | $79246210.19   | 0.51%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                 | SDART 2025-3 A3                   | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19680000 | PA      | $19793213.14   | 0.13%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond              | REP OF POLAND                     | CUSIP: 731011AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   24667000 | PA      | $24631102.85   | 0.16%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                           | FORDO 2023-B A3                   | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6808747 | PA      | $6851718.55    | 0.04%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                   | EVGRN 2025-CRT5 B                 | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |    3540000 | PA      | $3583752.28    | 0.02%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                             | HUNT INGALLS IND                  | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   26139000 | PA      | $25878616.09   | 0.17%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-3A B                   | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6204000 | PA      | $6241295.97    | 0.04%             | 2028-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                    | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3698318.85    | 0.02%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                   | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5519000 | PA      | $5673018.29    | 0.04%             | 2027-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B              | ABCLN 2025-B D                    | CUSIP: 02007G6R9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2613079 | PA      | $2623717.40    | 0.02%             | 2033-09-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                              | GALAXY PIPELINE                   | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   14714124 | PA      | $14392973.63   | 0.09%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                       | FIAOT 2025-1A A3                  | CUSIP: 32059WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18600000 | PA      | $18669606.78   | 0.12%             | 2030-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner                                | PILOT 2025-1A A3                  | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11590000 | PA      | $11714592.50   | 0.08%             | 2028-10-20      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                    | CNH INDUSTRIAL                    | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   17331000 | PA      | $17446834.86   | 0.11%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10365000 | PA      | $10275042.37   | 0.07%             | 2026-06-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                              | NTT FINANCE                       | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   13191000 | PA      | $12529893.99   | 0.08%             | 2028-04-03      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                     | RIO TINTO FIN PL                  | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   26030000 | PA      | $26230302.67   | 0.17%             | 2028-03-14      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   37243000 | PA      | $37239242.18   | 0.24%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-1A C                   | CUSIP: 00833BAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6320000 | PA      | $6331356.41    | 0.04%             | 2034-02-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU                  | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   15430000 | PA      | $15555691.08   | 0.10%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                  | GMALT 2025-3 A4                   | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11110000 | PA      | $11151084.78   | 0.07%             | 2029-08-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                              | EQUITABLE AMERIC                  | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   12278000 | PA      | $12262877.19   | 0.08%             | 2027-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                    | TAOT 2023-B A3                    | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5791783 | PA      | $5813725.15    | 0.04%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  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        |   10150000 | PA      | $10290183.68   | 0.07%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                  | CAS 2025-R06 1A1                  | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7137152 | PA      | $7139484.19    | 0.05%             | 2045-09-25      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA2                       | STACR 2025-DNA2 A1                | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |    6930000 | PA      | $6945284.81    | 0.04%             | 2045-05-25      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                     | TORONTO DOM BANK                  | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   33636000 | PA      | $33792832.22   | 0.22%             | 2028-01-31      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                   | WORKDAY INC                       | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   17264000 | PA      | $17176306.65   | 0.11%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-1A B                   | CUSIP: 00833BAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2380000 | PA      | $2383068.06    | 0.02%             | 2034-02-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R07                  | CAS 2023-R07 2M1                  | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3318524 | PA      | $3331900.71    | 0.02%             | 2043-09-25      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp                                                     | GATX CORP                         | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   19045000 | PA      | $18942589.32   | 0.12%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                | HALST 2025-C A3                   | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   38580000 | PA      | $38887594.48   | 0.25%             | 2028-07-17      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                  | BROADCOM INC                      | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3993000 | PA      | $3983901.39    | 0.03%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                    | AVIATION CAPITAL                  | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   11031000 | PA      | $10891497.45   | 0.07%             | 2027-11-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                         | STELLANTIS FINAN                  | CUSIP: 85855FAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36120000 | PA      | $36303469.73   | 0.23%             | 2028-09-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                         | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   72139000 | PA      | $72146340.14   | 0.46%             | 2029-12-23      | Floating      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A         | SBCLN 2024-A D                    | CUSIP: 80290CCL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2044326 | PA      | $2070576.82    | 0.01%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                            | VZMT 2024-4 C                     | CUSIP: 92348KCX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7824000 | PA      | $7869175.78    | 0.05%             | 2029-06-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                  | CAS 2024-R05 2A1                  | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2409399 | PA      | $2411650.05    | 0.02%             | 2044-07-25      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2025-1               | AMCAR 2025-1 A3                   | CUSIP: 03067FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25850000 | PA      | $25954214.28   | 0.17%             | 2030-05-20      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-5 B                     | CUSIP: 92348KEH2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    8550000 | PA      | $8601602.67    | 0.06%             | 2031-06-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                          | CHENIERE CORP CH                  | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   80585000 | PA      | $81347334.10   | 0.52%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7000000 | PA      | $7387054.85    | 0.05%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2025-A         | SBCLN 2025-A D                    | CUSIP: 80290CCT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2980000 | PA      | $2989378.66    | 0.02%             | 2034-01-16      | Fixed         | 5.15%                 | 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        |    5640000 | PA      | $5684421.20    | 0.04%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                              | NTT FINANCE                       | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   82228000 | PA      | $82924427.58   | 0.53%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                    | EART 2025-5A A3                   | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12830000 | PA      | $12880493.75   | 0.08%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                | AIR LEASE CORP                    | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   30684000 | PA      | $30167742.01   | 0.19%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                         | MOROCCO KINGDOM                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |    5350000 | PA      | $5150712.50    | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                       | DAIMLER TRUCK                     | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   14925000 | PA      | $15091244.50   | 0.10%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                          | KRAFT HEINZ FOOD                  | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   13816000 | PA      | $13775776.93   | 0.09%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                          | STATE OF ISRAEL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    2905000 | PA      | $3399083.08    | 0.02%             | 2027-01-18      | Fixed         | 1.50%                 | 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        |   21406318 | PA      | $21568860.04   | 0.14%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-A                       | HDMOT 2024-A A3                   | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17074287 | PA      | $17261597.32   | 0.11%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                             | DELL INT / EMC                    | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13993000 | PA      | $14189608.51   | 0.09%             | 2028-04-01      | Fixed         | 4.75%                 | 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        |    3160000 | PA      | $3203599.78    | 0.02%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                            | VZMT 2024-4 B                     | CUSIP: 92348KCW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5560000 | PA      | $5590990.33    | 0.04%             | 2029-06-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A       | WOLS 2024-A A3                    | CUSIP: 981946AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14075260 | PA      | $14155877.17   | 0.09%             | 2027-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                        | CITZN 2024-1 A3                   | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14883691 | PA      | $14960029.06   | 0.10%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  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        |   11890000 | PA      | $11977182.24   | 0.08%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                        | PARAGUAY                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |    3946000 | PA      | $3950253.08    | 0.03%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                               | BAE SYSTEMS PLC                   | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   14828000 | PA      | $15000932.14   | 0.10%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                      | MARSH & MCLENNAN                  | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   18520000 | PA      | $18598646.85   | 0.12%             | 2027-11-08      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                              | DLLMT 2026-1A A3                  | CUSIP: 23347JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3470000 | PA      | $3477250.57    | 0.02%             | 2029-12-20      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2             | ESART 2025-2 A3                   | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7280000 | PA      | $7329812.67    | 0.05%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   23750000 | PA      | $24322973.50   | 0.16%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                            | AON CORP/AON GLO                  | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    7697000 | PA      | $7595276.14    | 0.05%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                   | NUTRIEN LTD                       | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   10636000 | PA      | $10645067.30   | 0.07%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7875000 | PA      | $7945101.60    | 0.05%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F                  | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   48000000 | PA      | $48202907.04   | 0.31%             | 2028-09-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                      | COOPERATIEVE RAB                  | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   14125000 | PA      | $14098223.10   | 0.09%             | 2027-02-24      | Variable      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                  | DEFT 2025-1 B                     | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     550000 | PA      | $557869.24     | 0.00%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | SFUEL 2025-BA A3                  | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   36730000 | PA      | $36933241.78   | 0.24%             | 2029-01-22      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                         | DOMINICAN REPUBL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    2993333 | PA      | $3075598.87    | 0.02%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                | BMWLT 2025-1 A3                   | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16900000 | PA      | $17042531.22   | 0.11%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                             | ARES CAPITAL COR                  | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   18848000 | PA      | $18656069.50   | 0.12%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                               | DRVPNK 2025-1A A3                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12630000 | PA      | $12738471.49   | 0.08%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp                                             | ITC HOLDINGS COR                  | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    9022000 | PA      | $9130950.21    | 0.06%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1               | AMCAR 2023-1 A3                   | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2618524 | PA      | $2625689.04    | 0.02%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                    | SCHLUMBERGER HLD                  | CUSIP: 806851AQ4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   30050000 | PA      | $30299847.72   | 0.19%             | 2028-05-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    9817000 | PA      | $9770152.49    | 0.06%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                           | FORDL 2023-B B                    | CUSIP: 34529NAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3447032 | PA      | $3449921.91    | 0.02%             | 2027-02-15      | Fixed         | 6.20%                 | No            |                  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        |     671657 | PA      | $677717.99     | 0.00%             | 2033-01-18      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                   | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   90000000 | PA      | $91061718.30   | 0.58%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5138971.60    | 0.03%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                              | BANK OF MONTREAL                  | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   84000000 | PA      | $84109278.12   | 0.54%             | 2028-09-22      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                    | CUSIP: 95000U4C4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   55260000 | PA      | $55227619.30   | 0.35%             | 2030-01-23      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                 | VFET 2025-1A A3                   | CUSIP: 92887TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10520000 | PA      | $10610764.46   | 0.07%             | 2029-05-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                     | CFII 2024-1A A1                   | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    4906467 | PA      | $4966014.66    | 0.03%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2024-B                               | TLOT 2024-B A4                    | CUSIP: 891943AE2<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-CBDO         | CORP              | US        |   12370000 | PA      | $12411894.72   | 0.08%             | 2029-01-22      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust                                         | CCG 2023-2 A2                     | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1491512 | PA      | $1508415.69    | 0.01%             | 2032-04-14      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-1 B                    | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7200000 | PA      | $7285527.36    | 0.05%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                | GALC 2025-1 A2                    | CUSIP: 39154GAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7483407 | PA      | $7507519.64    | 0.05%             | 2027-10-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust LP                                       | DIGITAL REALTY                    | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   19129000 | PA      | $19044981.22   | 0.12%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                   | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7550000 | PA      | $7563572.56    | 0.05%             | 2027-07-23      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2026-A                | HALST 2026-A A4                   | CUSIP: 448970AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $7504723.50    | 0.05%             | 2029-12-17      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2024-1                   | VFET 2024-1A A3                   | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11050000 | PA      | $11104261.03   | 0.07%             | 2028-10-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                 | BRISBANE AIRPORT                  | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |    4160000 | PA      | $2881924.67    | 0.02%             | 2026-06-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2023-A                                  | ARIFL 2023-A A2                   | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      31534 | PA      | $31553.53      | 0.00%             | 2032-02-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                 | SDART 2024-1 A3                   | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1187225 | PA      | $1187915.79    | 0.01%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                   | EQUIFAX INC                       | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    4843000 | PA      | $4932257.85    | 0.03%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                            | SONOCO PRODUCTS                   | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   16485000 | PA      | $16525155.81   | 0.11%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust 2026-1                       | SCLP 2026-1 A                     | CUSIP: 83408AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32750000 | PA      | $32782399.58   | 0.21%             | 2035-12-26      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| Becton Dickinson & Co                                         | BECTON DICKINSON                  | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    7980000 | PA      | $8089238.94    | 0.05%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| RCKTL 2025-2                                                  | RCKTL 2025-2A B                   | CUSIP: 74939HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1690000 | PA      | $1692537.37    | 0.01%             | 2034-11-27      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                | MORGAN STANLEY                    | CUSIP: 61776NU35<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $39982276.80   | 0.26%             | 2030-02-08      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                          | NATIONAL FUEL GA                  | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1057000 | PA      | $1066220.65    | 0.01%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                            | UBS AG STAMFORD                   | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   55770000 | PA      | $56255456.10   | 0.36%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-1          | BLAST 2026-1 B                    | CUSIP: 107927AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3640000 | PA      | $3645783.96    | 0.02%             | 2031-11-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                            | ALLYA 2024-2 A3                   | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8936672 | PA      | $8950240.71    | 0.06%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                            | ALLYA 2023-1 A3                   | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6277876 | PA      | $6323117.98    | 0.04%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                       | STACR 2025-DNA4 A1                | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | CORP              | US        |    9744750 | PA      | $9747931.66    | 0.06%             | 2045-10-25      | Floating      | 4.60%                 | Yes           |                  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        |    2858875 | PA      | $2885804.70    | 0.02%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                    | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11375000 | PA      | $11486602.51   | 0.07%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                | MORGAN STANLEY                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   44450000 | PA      | $44731362.72   | 0.29%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                   | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   17700000 | PA      | $17782900.78   | 0.11%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-C | SFUEL 2025-CA A3                  | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   34100000 | PA      | $34244416.91   | 0.22%             | 2029-04-20      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-1          | BLAST 2026-1 C                    | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7820000 | PA      | $7841556.61    | 0.05%             | 2031-11-17      | Fixed         | 4.44%                 | No            |                  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        |    3800000 | PA      | $3847734.46    | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                            | CRED AGRICOLE SA                  | CUSIP: 22535WAQ0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   22610000 | PA      | $22729863.98   | 0.15%             | 2029-01-09      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co                                               | WEYERHAEUSER CO                   | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    9740000 | PA      | $9756393.88    | 0.06%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                           | NEXTERA ENERGY                    | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4931000 | PA      | $4907641.75    | 0.03%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   34806000 | PA      | $35171182.12   | 0.23%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust 2025-1                          | ALLCU 2025-1A A3                  | CUSIP: 01986QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5830000 | PA      | $5850790.36    | 0.04%             | 2028-12-26      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                          | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   43444000 | PA      | $43308618.94   | 0.28%             | 2026-03-25      | Fixed         | 1.70%                 | 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        |    6470000 | PA      | $6549579.06    | 0.04%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                     | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1018199.37    | 0.01%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                       | NATL BANK CANADA                  | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   55450000 | PA      | $55940280.58   | 0.36%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 2YR NOTE (CBT) Mar26           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         34 | NC      | $-8644.03      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington National Bank/The                                  | HUNTINGTON NATL                   | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   45848000 | PA      | $46239524.96   | 0.30%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                      | UNITED TECH CORP                  | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   51539000 | PA      | $51060196.51   | 0.33%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                              | DLLST 2024-1A A3                  | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5110112 | PA      | $5131806.64    | 0.03%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                 | EMPRESA NACIONAL                  | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |    2874000 | PA      | $2847685.31    | 0.02%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                           | RCKTL 2025-1A B                   | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     990000 | PA      | $995919.41     | 0.01%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-3 C                     | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    5940000 | PA      | $5986054.01    | 0.04%             | 2030-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                     | TORONTO DOM BANK                  | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   46565000 | PA      | $46874713.59   | 0.30%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                       | LITPK 2025-1A A                   | CUSIP: 53229VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3980000 | PA      | $3988855.50    | 0.03%             | 2037-10-24      | Floating      | 5.03%                 | Yes           |                  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        |   22720000 | PA      | $22735211.04   | 0.15%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Allstate Corp/The                                             | ALLSTATE CORP                     | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2875514.97    | 0.02%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                | BMWLT 2025-1 A4                   | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15040000 | PA      | $15191843.84   | 0.10%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                           | AGI FINANCE                       | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |    9430000 | PA      | $6341597.00    | 0.04%             | 2027-06-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                     | AFLAC INC                         | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    2564000 | PA      | $2555628.16    | 0.02%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                            | GOLDMAN SACHS BK                  | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25104288.75   | 0.16%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                  | SBALT 2024-B A3                   | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11269581 | PA      | $11325139.81   | 0.07%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                | MORGAN STANLEY                    | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6016940.70    | 0.04%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                | NALT 2025-A C                     | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6335000 | PA      | $6418048.68    | 0.04%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                   | CITIBANK NA                       | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $14632391.82   | 0.09%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-3             | ESART 2025-3 A3                   | CUSIP: 30185FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11840000 | PA      | $11869666.30   | 0.08%             | 2030-12-16      | Fixed         | 4.18%                 | No            |                  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        |   12174895 | PA      | $12245078.21   | 0.08%             | 2033-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                           | CONSTL ENRGY GEN                  | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   25090000 | PA      | $25065191.01   | 0.16%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                   | SAN DIEGO G & E                   | CUSIP: 797440BU7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   24149000 | PA      | $24058243.71   | 0.15%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2262199.21    | 0.01%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                    | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1373000 | PA      | $1364644.81    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                           | WEN 2018-1A A2II                  | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |   11367804 | PA      | $11217469.61   | 0.07%             | 2048-03-15      | Fixed         | 3.88%                 | 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        |   49754288 | NS      | $49754288.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Auto Lease Trust 2024-A                                 | TESLA 2024-A A3                   | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4541492 | PA      | $4553832.89    | 0.03%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                | SSTRT 2025-B B                    | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    9281762 | PA      | $9372703.07    | 0.06%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-2 C                    | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5610000 | PA      | $5672685.58    | 0.04%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                      | VISTRA OPERATION                  | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2250428.52    | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                       | MPLX LP                           | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2606000 | PA      | $2601378.55    | 0.02%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                 | SDART 2024-5 A3                   | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13577459 | PA      | $13599801.89   | 0.09%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-2                           | DEFT 2023-2 A3                    | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     828008 | PA      | $830404.12     | 0.01%             | 2029-01-22      | Fixed         | 5.65%                 | Yes           |                  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        |    2386082 | PA      | $2420441.07    | 0.02%             | 2032-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                     | AFFRM 2025-X2 B                   | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2450000 | PA      | $2454066.27    | 0.02%             | 2030-10-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                    | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11954000 | PA      | $12147379.86   | 0.08%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3          | BLAST 2025-3 A3                   | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15640000 | PA      | $15712984.06   | 0.10%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                           | DRIVE 2024-2 B                    | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12860000 | PA      | $12907565.28   | 0.08%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                      | CONSTELLATION BR                  | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    5004000 | PA      | $5022658.11    | 0.03%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260318              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-281234.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                            | VODAFONE GROUP                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |    4810000 | PA      | $3312547.41    | 0.02%             | 2027-12-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                   | TREASURY BILL                     | CUSIP: 912797TM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1319077600 | PA      | $1275747734.35 | 8.18%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                       | VOLKSWAGEN GRP                    | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     690000 | PA      | $692439.38     | 0.00%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F                  | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   70000000 | PA      | $70137296.60   | 0.45%             | 2026-12-11      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2025-E A                    | CUSIP: 69335PGA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   36420000 | PA      | $36446830.61   | 0.23%             | 2029-07-15      | Floating      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                             | BROWN & BROWN                     | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   43818000 | PA      | $44069378.17   | 0.28%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-1                                | BMWLT 2024-1 A3                   | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13263513 | PA      | $13291200.85   | 0.09%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                    | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14760790.95   | 0.09%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                    | FISERV INC                        | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4613947.00    | 0.03%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  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        |    7620000 | PA      | $7667387.26    | 0.05%             | 2030-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                         | BARK 2021-1A AR                   | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |    2480000 | PA      | $2483010.97    | 0.02%             | 2034-04-20      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BWP Property Group Ltd                                        | BWP PROPERTY GRO                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    5030000 | PA      | $3501718.66    | 0.02%             | 2026-04-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                               | MITSUBISHI CORP                   | CUSIP: 606769AQ0<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   25361000 | PA      | $25402326.00   | 0.16%             | 2028-09-09      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                 | SDART 2024-3 A3                   | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5537593 | PA      | $5559043.09    | 0.04%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust 2025-1                                   | USCAR 2025-1A A3                  | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15880000 | PA      | $15999096.82   | 0.10%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                               | CVS HEALTH CORP                   | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   21822000 | PA      | $21805373.38   | 0.14%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                             | LADAR 2024-2A A3                  | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5435368 | PA      | $5464539.12    | 0.04%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                     | ONEOK INC                         | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    9190000 | PA      | $9269298.21    | 0.06%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                            | REALTY INCOME                     | CUSIP: 756109BY9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3755918.51    | 0.02%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A              | ABCLN 2025-A D                    | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2736559 | PA      | $2749156.41    | 0.02%             | 2033-06-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                           | DRIVE 2024-1 B                    | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9608671 | PA      | $9644771.82    | 0.06%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                           | BRIT COLUMBIA                     | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   60875000 | PA      | $60060829.75   | 0.39%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                | COM BK AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   23900000 | PA      | $16702757.45   | 0.11%             | 2031-08-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                      | EQT CORP                          | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   10026000 | PA      | $9990484.70    | 0.06%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                               | CVS HEALTH CORP                   | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   41620000 | PA      | $41460047.68   | 0.27%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                   | CITIBANK NA                       | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $24167920.56   | 0.16%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                         | NORTHROP GRUMMAN                  | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   15400000 | PA      | $15313897.98   | 0.10%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  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        |    3219744 | PA      | $3231443.08    | 0.02%             | 2028-12-15      | Fixed         | 5.32%                 | 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        |   22925000 | PA      | $23304074.05   | 0.15%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2448000 | PA      | $2434815.07    | 0.02%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                  | CAS 2024-R01 1M1                  | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6698910 | PA      | $6705998.60    | 0.04%             | 2044-01-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                  | GMALT 2023-3 B                    | CUSIP: 379929AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3229373 | PA      | $3231828.34    | 0.02%             | 2027-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                 | CITIGROUP INC                     | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14199463.04   | 0.09%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                            | CONAGRA BRANDS                    | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    7847000 | PA      | $7903524.22    | 0.05%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   19130000 | PA      | $18265794.41   | 0.12%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-3 B                     | CUSIP: 92348KEA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   15860000 | PA      | $15994857.58   | 0.10%             | 2030-03-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                | CANADIAN NATL RE                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   12016000 | PA      | $12005808.15   | 0.08%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                             | EXPEDIA GRP INC                   | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   27451000 | PA      | $27449411.14   | 0.18%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                         | TRUIST FINANCIAL                  | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   28162000 | PA      | $28355483.36   | 0.18%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                          | STATE OF ISRAEL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |   21754000 | PA      | $26195546.43   | 0.17%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  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        |    1328135 | PA      | $1351139.32    | 0.01%             | 2032-05-17      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                         | EFF 2025-3 A2                     | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14040000 | PA      | $14115056.44   | 0.09%             | 2028-04-20      | Fixed         | 4.50%                 | Yes           |                  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        |   16550000 | PA      | $16716663.47   | 0.11%             | 2029-02-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                    | COPT DEFENSE LP                   | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    7222000 | PA      | $7205802.79    | 0.05%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                  | CAS 2024-R05 2M1                  | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     720900 | PA      | $720979.90     | 0.00%             | 2044-07-25      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                       | FIAOT 2025-1A B                   | CUSIP: 32059WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4210000 | PA      | $4225700.35    | 0.03%             | 2031-01-15      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                    | SHIRE ACQ INV IE                  | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   33287000 | PA      | $33138296.32   | 0.21%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                           | GLOBAL PAY INC                    | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5010000 | PA      | $4922749.45    | 0.03%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-1 LLC                         | EFF 2024-1 A2                     | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3368266 | PA      | $3392300.15    | 0.02%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-2                             | BAAT 2023-2A A3                   | CUSIP: 06054YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8156314 | PA      | $8231176.23    | 0.05%             | 2028-06-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                   | TRUIST BANK                       | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   72140000 | PA      | $72537767.70   | 0.47%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                   | PROLOGIS LP                       | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3734172.79    | 0.02%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                          | GLENCORE FDG LLC                  | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   25063000 | PA      | $24993689.78   | 0.16%             | 2027-10-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                       | AUSGRID FINANCE                   | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |   23820000 | PA      | $16121737.08   | 0.10%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  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        |    4353617 | PA      | $4357768.35    | 0.03%             | 2045-05-25      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BK GR PLC                  | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    6582000 | PA      | $6628048.26    | 0.04%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                             | TAKE-TWO INTERAC                  | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    4883000 | PA      | $4888194.19    | 0.03%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   27772000 | PA      | $27294746.23   | 0.18%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                    | DOC DR LLC                        | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11209000 | PA      | $11188735.14   | 0.07%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                  | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |    4590000 | PA      | $3207120.18    | 0.02%             | 2027-09-17      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2024-1                                        | BAAT 2024-1A A3                   | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7946786 | PA      | $8014980.25    | 0.05%             | 2028-11-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2026-A                | HALST 2026-A B                    | CUSIP: 448970AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5720000 | PA      | $5726829.11    | 0.04%             | 2030-05-15      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                           | RCKTL 2025-1A A                   | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5399647 | PA      | $5413319.20    | 0.03%             | 2034-07-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                              | DLLAD 2025-1A A2                  | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9890000 | PA      | $9945602.57    | 0.06%             | 2028-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                           | DRIVE 2024-2 A3                   | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18985734 | PA      | $19005676.28   | 0.12%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                 | MARRIOTT INTL                     | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3664000 | PA      | $3652233.69    | 0.02%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                         | DOMINICAN REPUBL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |   17601000 | PA      | $17832458.61   | 0.11%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                           | DRIVE 2025-2 A3                   | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17740000 | PA      | $17779865.33   | 0.11%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                | COM BK AUSTRALIA                  | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   22371000 | PA      | $22466196.43   | 0.14%             | 2028-03-14      | Floating      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc                                           | NOMURA HOLDINGS                   | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    8986000 | PA      | $9166116.82    | 0.06%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                   | TRUIST BANK                       | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   36237000 | PA      | $36295858.31   | 0.23%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-1A D                   | CUSIP: 00833BAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2530000 | PA      | $2534249.64    | 0.02%             | 2034-02-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Evergy Missouri West Inc                                      | EVERGY MISSOURI                   | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   11051000 | PA      | $11250316.50   | 0.07%             | 2027-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2023-C                | HALST 2023-C A3                   | CUSIP: 44935VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     364002 | PA      | $364251.33     | 0.00%             | 2026-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                        | CON EDISON CO                     | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   22240000 | PA      | $22278999.17   | 0.14%             | 2027-11-18      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                  | ING GROEP NV                      | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   25360000 | PA      | $25369965.72   | 0.16%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                   | EQUIFAX INC                       | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    8190000 | PA      | $8364861.74    | 0.05%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2022-3 Ltd                                           | VOYA 2022-3A A1R2                 | CUSIP: 92891LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    2910000 | PA      | $2916879.24    | 0.02%             | 2036-10-20      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond        | SOUTH AFRICA                      | CUSIP: 836205AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   21470000 | PA      | $21660849.19   | 0.14%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                           | SOCIETE GENERALE                  | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   22200000 | PA      | $22461030.49   | 0.14%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B         | SBCLN 2023-B C                    | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     980145 | PA      | $993614.03     | 0.01%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                            | FCCU 2025-1A A3                   | CUSIP: 31424YAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10900000 | PA      | $11026354.98   | 0.07%             | 2030-06-17      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                  | GMALT 2024-1 B                    | CUSIP: 36269FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14370000 | PA      | $14447948.63   | 0.09%             | 2028-03-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                         | ARIFL 2025-B A2                   | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11450000 | PA      | $11527842.83   | 0.07%             | 2034-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-1 LLC                         | EFF 2023-1 A2                     | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     360899 | PA      | $361452.88     | 0.00%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                    | SPECTRA PARTNERS                  | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    8118000 | PA      | $8086726.87    | 0.05%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                              | EQUITABLE AMERIC                  | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   25278000 | PA      | $25315693.54   | 0.16%             | 2027-09-15      | Floating      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                       | STACR 2025-DNA1 A1                | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    2065100 | PA      | $2067663.82    | 0.01%             | 2045-01-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                       | STACR 2024-DNA1 M1                | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    7342177 | PA      | $7360307.75    | 0.05%             | 2044-02-25      | Floating      | 5.05%                 | Yes           |                  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        |    2930000 | PA      | $2942921.01    | 0.02%             | 2028-06-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust 2024-1                                      | TMUST 2024-1A A                   | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18980000 | PA      | $19104778.32   | 0.12%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                       | NATL BANK CANADA                  | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   19145000 | PA      | $19270555.78   | 0.12%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                    | NAROT 2024-B A3                   | CUSIP: 65479WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23420000 | PA      | $23528265.98   | 0.15%             | 2029-03-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-1                             | LADAR 2024-1A A3                  | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1418358 | PA      | $1420099.60    | 0.01%             | 2028-01-18      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                  | FEDEX FREIGHT HO                  | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6555129.44    | 0.04%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2024-A                             | MMAF 2024-A A2                    | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5021583 | PA      | $5032771.87    | 0.03%             | 2027-09-13      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                            | CRED AGRICOLE SA                  | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   14956000 | PA      | $15069014.86   | 0.10%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                              | VENTAS REALTY LP                  | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $3311200.55    | 0.02%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                  | CACLN 2025-1 C                    | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2440625 | PA      | $2457770.14    | 0.02%             | 2033-02-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Dryden 113 CLO Ltd                                            | DRSLF 2022-113A AR3               | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-MBS          | CORP              | JE        |    1150000 | PA      | $1151167.60    | 0.01%             | 2037-10-15      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                | CARMX 2025-3 A3                   | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17590000 | PA      | $17736809.66   | 0.11%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                            | VWALT 2025-A A4                   | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8860000 | PA      | $8962134.54    | 0.06%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                            | GMALT 2024-2 B                    | CUSIP: 36269WAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9560000 | PA      | $9659444.08    | 0.06%             | 2028-05-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                  | CAS 2024-R04 1A1                  | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4684323 | PA      | $4688694.12    | 0.03%             | 2044-05-25      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                    | SYNIT 2023-A2 A                   | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31480000 | PA      | $31882207.37   | 0.20%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                       | HCA INC                           | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   23907000 | PA      | $23959164.60   | 0.15%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B              | ABCLN 2024-B B                    | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2046821 | PA      | $2065824.69    | 0.01%             | 2032-09-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                       | BANK NOVA SCOTIA                  | CUSIP: 06418GAX5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   35710000 | PA      | $35714688.72   | 0.23%             | 2030-02-02      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                    | ZIMMER BIOMET                     | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   37500000 | PA      | $37811944.13   | 0.24%             | 2027-02-19      | Fixed         | 4.70%                 | 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        |    8240000 | PA      | $8357319.47    | 0.05%             | 2029-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                  | SBALT 2024-C A3                   | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4907902 | PA      | $4919802.60    | 0.03%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                         | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29554963.20   | 0.19%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A              | ABCLN 2025-A C                    | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5832142 | PA      | $5862555.07    | 0.04%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                               | JERSEY CENT P&L                   | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   11990000 | PA      | $11985301.36   | 0.08%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                                                      | EQT CORP                          | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3366000 | PA      | $3354008.63    | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                  | HPEFS 2024-2A C                   | CUSIP: 40444MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2460000 | PA      | $2493354.16    | 0.02%             | 2031-10-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                       | MERCEDES-BNZ FIN                  | CUSIP: 58769JBE6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   27955000 | PA      | $28368464.23   | 0.18%             | 2028-03-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                            | INGERSOLL RAND                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   28270000 | PA      | $28714138.10   | 0.18%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  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        |    7100000 | PA      | $7138342.84    | 0.05%             | 2029-11-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                | EFF 2025-2 A2                     | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18820000 | PA      | $18898592.32   | 0.12%             | 2028-02-22      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Capital Street Master Trust                                   | CAPST 2025-1 A                    | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16520000 | PA      | $16488004.06   | 0.11%             | 2029-08-16      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                | NALT 2025-B A4                    | CUSIP: 65481RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19290000 | PA      | $19435598.99   | 0.12%             | 2029-07-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                       | STACR 2024-DNA2 M1                | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |    9807921 | PA      | $9832440.55    | 0.06%             | 2044-05-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                 | CITIGROUP INC                     | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   37600000 | PA      | $37669823.58   | 0.24%             | 2029-03-04      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                       | EQUITABLE FINANC                  | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    1192000 | PA      | $1145407.69    | 0.01%             | 2027-08-27      | Fixed         | 1.40%                 | Yes           |                  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        |    8030000 | PA      | $8086786.55    | 0.05%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU                  | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   24600000 | PA      | $24626714.86   | 0.16%             | 2028-09-18      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                | WFLOOR 2025-1A A                  | CUSIP: 96043GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   41000000 | PA      | $41120958.20   | 0.26%             | 2029-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                        | EXTRA SPACE STOR                  | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   23369000 | PA      | $23308876.70   | 0.15%             | 2026-07-01      | Fixed         | 3.50%                 | 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        |    8360000 | PA      | $8477723.01    | 0.05%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                  | HPEFS 2025-1A C                   | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4570000 | PA      | $4612595.60    | 0.03%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                  | DEFT 2025-1 A3                    | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5810000 | PA      | $5873596.84    | 0.04%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | SFUEL 2025-BA C                   | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4950000 | PA      | $4988190.24    | 0.03%             | 2030-01-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1               | GMREV 2021-1 C                    | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7080000 | PA      | $6962015.34    | 0.04%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                | SUMITOMO TR&BK                    | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   36860000 | PA      | $37201065.95   | 0.24%             | 2027-09-10      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bank NA                                           | FIFTH THIRD BANK                  | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   17200000 | PA      | $17348821.45   | 0.11%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B         | SBCLN 2024-B C                    | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1509443 | PA      | $1519832.13    | 0.01%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                         | EFF 2024-4 A2                     | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5013104 | PA      | $5030321.20    | 0.03%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13000000 | PA      | $13232967.80   | 0.08%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                             | STATE STREET CRP                  | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    9130000 | PA      | $9205647.71    | 0.06%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                  | GMALT 2024-3 A4                   | CUSIP: 38012QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5820000 | PA      | $5841675.43    | 0.04%             | 2028-10-20      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                         | SBALT 2025-A A3                   | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10880000 | PA      | $10941405.63   | 0.07%             | 2028-04-20      | Fixed         | 4.83%                 | Yes           |                  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        |    2700000 | PA      | $2723778.63    | 0.02%             | 2028-03-15      | Fixed         | 5.39%                 | Yes           |                  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        |    8650000 | PA      | $8746641.26    | 0.06%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                     | TORONTO DOM BANK                  | CUSIP: 89115KAF7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   26000000 | PA      | $26047009.82   | 0.17%             | 2028-10-13      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                         | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $3690000.00    | 0.02%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                            | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    7500000 | PA      | $7789750.50    | 0.05%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond        | SOUTH AFRICA                      | CUSIP: 836205AT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    7510000 | PA      | $7509960.57    | 0.05%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  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        |    3120000 | PA      | $3141029.11    | 0.02%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                        | UNITEDHEALTH GRP                  | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4822000 | PA      | $4811764.10    | 0.03%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                      | TLOT 2025-A A3                    | CUSIP: 89239NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32280000 | PA      | $32573163.73   | 0.21%             | 2028-02-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                       | STACR 2024-DNA1 A1                | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    7627384 | PA      | $7663063.80    | 0.05%             | 2044-02-25      | Floating      | 5.05%                 | 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        |    3150000 | PA      | $3174142.86    | 0.02%             | 2029-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                 | SOUTHERN CAL ED                   | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    9050000 | PA      | $9061607.35    | 0.06%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                       | HCA INC                           | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13062000 | PA      | $13381732.03   | 0.09%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                    | EART 2026-1A B                    | CUSIP: 30168HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3430000 | PA      | $3438099.60    | 0.02%             | 2030-10-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                 | BAT INTL FINANCE                  | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   52207000 | PA      | $52013510.94   | 0.33%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   15336000 | PA      | $15335212.19   | 0.10%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  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        |    4580000 | PA      | $4621421.98    | 0.03%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  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        |    4420000 | PA      | $4500432.51    | 0.03%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                       | STACR 2024-HQA1 M1                | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |    2472105 | PA      | $2476069.66    | 0.02%             | 2044-03-25      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-2 B                    | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9120000 | PA      | $9227715.41    | 0.06%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                            | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    4261000 | PA      | $4308093.85    | 0.03%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                | AIR LEASE CORP                    | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $26113670.18   | 0.17%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                           | FIFTH THIRD BANK                  | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   30040000 | PA      | $30085104.16   | 0.19%             | 2028-01-28      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3          | BLAST 2025-3 C                    | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5760000 | PA      | $5812407.36    | 0.04%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1        | HACLN 2024-1 B1                   | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3872463 | PA      | $3935981.92    | 0.03%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71306716                            | EFF 2023-3 A2                     | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5569037 | PA      | $5637469.64    | 0.04%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                    | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   40000000 | PA      | $40039823.20   | 0.26%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC        | TLEVS 2025-A C                    | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6350000 | PA      | $6402515.14    | 0.04%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Mid-America Apartments LP                                     | MID-AMER APT LP                   | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   11119000 | PA      | $11077097.94   | 0.07%             | 2027-06-01      | Fixed         | 3.60%                 | 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        |    6900000 | PA      | $6963190.20    | 0.04%             | 2030-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                | CARMX 2023-2 A3                   | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8521890 | PA      | $8559414.43    | 0.05%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                           | NATWEST MARKETS                   | CUSIP: 63906YAR9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   17750000 | PA      | $17766751.03   | 0.11%             | 2028-11-06      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc                                           | NOMURA HOLDINGS                   | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    4700000 | PA      | $4777335.63    | 0.03%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                | HDMOT 2025-A A3                   | CUSIP: 41284XAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23250000 | PA      | $23515666.13   | 0.15%             | 2030-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                 | FITAT 2023-1 A3                   | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21798567 | PA      | $21984831.08   | 0.14%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                  | WLAKE 2026-1A B                   | CUSIP: 96043BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8070000 | PA      | $8069527.91    | 0.05%             | 2031-05-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP                  | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   71430000 | PA      | $71480868.16   | 0.46%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10777000 | PA      | $10747399.25   | 0.07%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                   | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   38485000 | PA      | $38446923.71   | 0.25%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                       | BANK NOVA SCOTIA                  | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   75034000 | PA      | $75171085.62   | 0.48%             | 2029-02-14      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2025-2                   | VFET 2025-2A A3                   | CUSIP: 92886CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22370000 | PA      | $22378607.98   | 0.14%             | 2029-12-17      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A              | ABCLN 2024-A C                    | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3857485 | PA      | $3927194.28    | 0.03%             | 2032-05-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8985000 | PA      | $8688737.86    | 0.06%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                    | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1863869.01    | 0.01%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                  | HPEFS 2024-1A A3                  | CUSIP: 403963AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6046136 | PA      | $6055059.49    | 0.04%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                | GALC 2025-2 A2                    | CUSIP: 39154TCP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18600000 | PA      | $18677522.94   | 0.12%             | 2028-05-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance PLC                                 | BAT INTL FINANCE                  | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   19653000 | PA      | $19810643.40   | 0.13%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  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        |    8830000 | PA      | $8867304.98    | 0.06%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                       | VOLKSWAGEN GRP                    | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   40610000 | PA      | $40733798.37   | 0.26%             | 2026-08-14      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                      | MARS INC                          | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   35455000 | PA      | $35918650.35   | 0.23%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2023-1 A1                   | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9457000 | PA      | $9508108.47    | 0.06%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                   | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   55000000 | PA      | $55189654.30   | 0.35%             | 2028-10-18      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                  | CAS 2023-R06 1M1                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1407578 | PA      | $1413262.95    | 0.01%             | 2043-07-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                            | ALLYA 2024-1 A3                   | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11881168 | PA      | $11963373.98   | 0.08%             | 2028-12-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                  | WLAKE 2026-1A C                   | CUSIP: 96043BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16280000 | PA      | $16289279.60   | 0.10%             | 2031-06-16      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                              | T-MOBILE USA INC                  | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   57757000 | PA      | $57610034.43   | 0.37%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                 | SDART 2024-2 A3                   | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9309231 | PA      | $9336158.62    | 0.06%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Victoria Power Networks Finance Pty Ltd                       | VICTORIA POWER N                  | CUSIP: N/A<br>LEI: 254900YISQHUZHEC9B94       | Long             | DBT              | CORP              | AU        |   11500000 | PA      | $7962569.96    | 0.05%             | 2026-04-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                  | CUBESMART LP                      | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    9592000 | PA      | $9532106.31    | 0.06%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                            | VWALT 2025-A A3                   | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25510000 | PA      | $25749322.07   | 0.17%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                    | FORDF 2023-1 A1                   | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   70918000 | PA      | $71130477.42   | 0.46%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                  | HPEFS 2024-1A C                   | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5560000 | PA      | $5590660.62    | 0.04%             | 2031-05-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B                  | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    4694000 | PA      | $4782517.57    | 0.03%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2025-1               | AMCAR 2025-1 B                    | CUSIP: 03067FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6014766.60    | 0.04%             | 2030-10-18      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                        | NXP BV/NXP FDG                    | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   55003000 | PA      | $54969348.61   | 0.35%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1     | GMCAR 2024-1 A3                   | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6713006 | PA      | $6756816.08    | 0.04%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                              | ALTRIA GROUP INC                  | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   31934000 | PA      | $31679815.26   | 0.20%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                  | ALIMEN COUCHE                     | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    8920000 | PA      | $8925428.89    | 0.06%             | 2028-09-29      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                 | CITIGROUP INC                     | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   47353000 | PA      | $46971157.25   | 0.30%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                           | ALEXANDRIA REAL                   | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   22631000 | PA      | $22621603.84   | 0.15%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                  | HPEFS 2025-1A B                   | CUSIP: 40446EAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1780000 | PA      | $1793405.89    | 0.01%             | 2032-09-20      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                            | BANCO SANTANDER                   | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   29800000 | PA      | $29987784.10   | 0.19%             | 2028-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust 2025-4               | GSAR 2025-4A A2                   | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22750000 | PA      | $22746364.55   | 0.15%             | 2031-02-18      | Fixed         | 4.17%                 | 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        |   52310000 | PA      | $53054580.54   | 0.34%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                       | SSTRT 2026-A C                    | CUSIP: 81378WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    2770000 | PA      | $2774529.78    | 0.02%             | 2033-03-25      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-1          | BLAST 2026-1 A3                   | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12910000 | PA      | $12925441.65   | 0.08%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                     | SERBIA REPUBLIC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |   15880000 | PA      | $18784825.16   | 0.12%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                          | IBM CORP                          | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   10939000 | PA      | $10765978.93   | 0.07%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  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        |     946600 | PA      | $953279.77     | 0.01%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  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        |   29930000 | PA      | $30281264.47   | 0.19%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                        | EXTRA SPACE STOR                  | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   17991000 | PA      | $17947580.16   | 0.12%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                    | LADAR 2025-1A A3                  | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17370000 | PA      | $17484273.76   | 0.11%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                | WFLOOR 2025-1A B                  | CUSIP: 96043GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4090000 | PA      | $4093939.08    | 0.03%             | 2029-10-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                           | DEFT 2024-1 A3                    | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4046550 | PA      | $4074827.24    | 0.03%             | 2030-03-22      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                           | DRIVE 2025-1 A3                   | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   58140000 | PA      | $58415792.90   | 0.37%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2023-A                                  | USAOT 2023-A A3                   | CUSIP: 90291VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9432125 | PA      | $9488450.11    | 0.06%             | 2028-05-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                          | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5010000 | PA      | $4987099.19    | 0.03%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                       | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $14217918.16   | 0.09%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4          | BLAST 2025-4 C                    | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3740000 | PA      | $3776184.87    | 0.02%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                   | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3384000 | PA      | $3478899.88    | 0.02%             | 2028-02-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                      | TLOT 2025-A A4                    | CUSIP: 89239NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9800000 | PA      | $9916506.32    | 0.06%             | 2029-06-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                            | WALT DISNEY CO                    | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     847000 | PA      | $846358.76     | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16185000 | PA      | $16163737.77   | 0.10%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-1A A                   | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26310000 | PA      | $26323360.22   | 0.17%             | 2034-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes Series 2025-1            | TACLN 2025-1 B                    | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15211412 | PA      | $15284285.62   | 0.10%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Citizens Bank NA/Providence RI                                | CITIZENS BANK NA                  | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   44540000 | PA      | $44607230.01   | 0.29%             | 2029-01-29      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                           | NEXTERA ENERGY                    | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   11581000 | PA      | $11698935.92   | 0.08%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                  | ENBRIDGE INC                      | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    9311000 | PA      | $9165622.42    | 0.06%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                      | US BANK NA OHIO                   | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   36000000 | PA      | $36046266.84   | 0.23%             | 2027-10-22      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP                  | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $29086914.45   | 0.19%             | 2029-01-24      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                              | BRIXMOR OPERATIN                  | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    5949000 | PA      | $5724752.86    | 0.04%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                           | DEFT 2025-2 A3                    | CUSIP: 24703VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9310000 | PA      | $9343415.45    | 0.06%             | 2031-03-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2256000 | PA      | $2241210.72    | 0.01%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                   | PNC BANK NA                       | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   31380000 | PA      | $31598000.94   | 0.20%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260318              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-753492.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                 | SDART 2025-4 A3                   | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12050000 | PA      | $12093177.56   | 0.08%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                  | ARIFL 2024-B A2                   | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2992250 | PA      | $3012705.17    | 0.02%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                | OCT57 2021-1A B1R                 | CUSIP: 67592XAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5320000 | PA      | $5326436.67    | 0.03%             | 2034-10-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                    | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    8068000 | PA      | $8014021.85    | 0.05%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71618367                            | EFF 2024-2 A2                     | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2905332 | PA      | $2914021.95    | 0.02%             | 2026-12-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                    | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7570000 | PA      | $7488837.87    | 0.05%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                    | CAISSE AMORT DET                  | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |   21801000 | PA      | $21910927.18   | 0.14%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                        | HP INC                            | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    9193000 | PA      | $9310316.01    | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  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        |     589658 | PA      | $591108.98     | 0.00%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                          | TANGER PROP LP                    | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9952435.10    | 0.06%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1              | SFAST 2024-1A A3                  | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11325487 | PA      | $11385859.46   | 0.07%             | 2029-05-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Apollo Management Holdings LP                                 | APOLLO MNGMT HLD                  | CUSIP: 03765HAB7<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |   30101000 | PA      | $30096128.15   | 0.19%             | 2026-05-27      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                  | SBALT 2024-C A4                   | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6580000 | PA      | $6612278.85    | 0.04%             | 2029-03-20      | Fixed         | 4.42%                 | 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        |    5930000 | PA      | $5965890.14    | 0.04%             | 2030-07-15      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                               | ONTARIO TEACHERS                  | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |   30633000 | PA      | $30074301.56   | 0.19%             | 2026-09-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                  | WP CAREY INC                      | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   14567000 | PA      | $14578568.67   | 0.09%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                    | CUSIP: 95000U3Z4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   48409000 | PA      | $48624896.88   | 0.31%             | 2029-09-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS                  | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   17980000 | PA      | $18041886.08   | 0.12%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                  | ARIFL 2025-A A2                   | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6919403 | PA      | $6942166.94    | 0.04%             | 2034-01-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                         | MCCORMICK                         | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    5104000 | PA      | $5098157.55    | 0.03%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU                  | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   22150000 | PA      | $22214033.88   | 0.14%             | 2026-08-27      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corp                                                   | LENNAR CORP                       | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1173415.56    | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-B                            | VWALT 2025-B A3                   | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   34890000 | PA      | $34983110.94   | 0.22%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-2                        | CITZN 2024-2 A3                   | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18846143 | PA      | $18965744.79   | 0.12%             | 2028-08-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                  | HPEFS 2024-2A B                   | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3350000 | PA      | $3385091.92    | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                         | BANQ FED CRD MUT                  | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   39600000 | PA      | $40030402.50   | 0.26%             | 2027-07-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Highmark Inc                                                  | HIGHMARK INC                      | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7237454.18    | 0.05%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                       | BMWLT 2024-2 A4                   | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14800000 | PA      | $14871447.00   | 0.10%             | 2028-02-25      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                       | STACR 2023-HQA3 A1                | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |    2618959 | PA      | $2640183.74    | 0.02%             | 2043-11-25      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust                                             | TMUST 2025-1A A                   | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22480000 | PA      | $22785109.80   | 0.15%             | 2029-11-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| DOC DR LLC                                                    | PHYSICIANS REALT                  | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4096000 | PA      | $4104315.45    | 0.03%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                             | ARES CAPITAL COR                  | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   14589000 | PA      | $14978945.44   | 0.10%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2025-A         | SBCLN 2025-A C                    | CUSIP: 80290CCS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4510000 | PA      | $4526510.66    | 0.03%             | 2034-01-16      | Fixed         | 4.66%                 | 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        |    5800000 | PA      | $5907152.10    | 0.04%             | 2030-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                | SFAST 2025-1A A3                  | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18200000 | PA      | $18391054.50   | 0.12%             | 2030-07-22      | Fixed         | 4.75%                 | 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        |    4480000 | PA      | $4509876.67    | 0.03%             | 2029-05-21      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                  | CACLN 2025-1 D                    | CUSIP: 46591HCU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     918255 | PA      | $922468.54     | 0.01%             | 2033-02-25      | Fixed         | 5.05%                 | Yes           |                  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        |    3180000 | PA      | $3194139.23    | 0.02%             | 2029-08-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2023-A                                  | SBALT 2023-A A3                   | CUSIP: 78436TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1389410 | PA      | $1393244.67    | 0.01%             | 2027-04-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                           | FORDL 2025-A A3                   | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15020000 | PA      | $15156851.73   | 0.10%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  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        |    5247774 | PA      | $5277382.95    | 0.03%             | 2045-03-25      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Ross Stores Inc                                               | ROSS STORES INC                   | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19875830.00   | 0.13%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                       | HCA INC                           | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10011223.90   | 0.06%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                           | STACR 2025-HQA1 A1                | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4900500 | PA      | $4905084.42    | 0.03%             | 2045-02-25      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                       | NATL BANK CANADA                  | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   42500000 | PA      | $42588804.18   | 0.27%             | 2029-01-20      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                     | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   37204000 | PA      | $37390998.84   | 0.24%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                  | NISOURCE INC                      | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $2048240.26    | 0.01%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5010000 | PA      | $5068124.12    | 0.03%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  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        |    8740000 | PA      | $8840096.60    | 0.06%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-2 A4                   | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5720000 | PA      | $5785435.66    | 0.04%             | 2029-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                            | BMW US CAP LLC                    | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   14770000 | PA      | $14822797.29   | 0.10%             | 2027-08-11      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                       | GA GLOBAL FNDING                  | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   19704000 | PA      | $19776576.73   | 0.13%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                              | BAT CAPITAL CORP                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   28570000 | PA      | $28391730.34   | 0.18%             | 2027-08-15      | Fixed         | 3.56%                 | 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        |    2450000 | PA      | $2478241.64    | 0.02%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                | AIR LEASE CORP                    | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   11539000 | PA      | $11400638.62   | 0.07%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                | AIR LEASE CORP                    | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4847000 | PA      | $4804557.39    | 0.03%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  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        |   10980000 | PA      | $11083017.65   | 0.07%             | 2031-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                       | SIMON PROP GP LP                  | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    5874000 | PA      | $5848008.84    | 0.04%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-4 Trust                       | SCLP 2025-4 A                     | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24672531 | PA      | $24718323.05   | 0.16%             | 2035-08-25      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust 2023                                   | JDOT 2023-A A3                    | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4353418 | PA      | $4371826.92    | 0.03%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                     | AFFRM 2025-X2 C                   | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1960000 | PA      | $1963810.24    | 0.01%             | 2030-10-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-A                                  | SBALT 2024-A A3                   | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2016402 | PA      | $2019506.91    | 0.01%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                           | NEXTERA ENERGY                    | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   14710000 | PA      | $14876303.02   | 0.10%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A                         | MBALT 2024-A A3                   | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14930000 | PA      | $15060001.48   | 0.10%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                        | STANDARD CHART                    | CUSIP: 85325C2F8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15020000 | PA      | $15139834.52   | 0.10%             | 2029-01-21      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                    | CNH 2022-A A3                     | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1204933 | PA      | $1204291.14    | 0.01%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance Inc                                     | RENAISSANCERE FI                  | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4571346.46    | 0.03%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                    | VMWARE LLC                        | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    2087000 | PA      | $2089845.62    | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                | WFCM 2019-C54 ASB                 | CUSIP: 95001YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1217124 | PA      | $1198170.64    | 0.01%             | 2052-12-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                 | CITIGROUP INC                     | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   16581000 | PA      | $16707561.78   | 0.11%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                           | GLOBAL PAY INC                    | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4648000 | PA      | $4650220.63    | 0.03%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                        | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   25659000 | PA      | $25560171.28   | 0.16%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                 | MARRIOTT INTL                     | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   17980000 | PA      | $18038880.36   | 0.12%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4          | BLAST 2025-4 B                    | CUSIP: 10807UAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5270000 | PA      | $5280290.73    | 0.03%             | 2031-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                  | GMALT 2025-3 C                    | CUSIP: 379965AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4110000 | PA      | $4133451.25    | 0.03%             | 2030-01-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-3                  | WLAKE 2025-3A A3                  | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23760000 | PA      | $23836502.45   | 0.15%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS                  | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   40920000 | PA      | $41116983.97   | 0.26%             | 2028-07-26      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                         | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   22500000 | PA      | $22194231.98   | 0.14%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANSFER                   | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $1327121.88    | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | 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        |    1991000 | PA      | $2022829.74    | 0.01%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                   | CARGILL INC                       | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $27054620.46   | 0.17%             | 2028-02-11      | Floating      | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-1                             | BAAT 2023-1A A3                   | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7228794 | PA      | $7277771.40    | 0.05%             | 2028-02-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                          | SBAT 2025-SF1 C                   | CUSIP: 78437XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6573000 | PA      | $6593180.42    | 0.04%             | 2031-04-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                  | ENBRIDGE INC                      | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2550000 | PA      | $2540224.83    | 0.02%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                   | TRUIST BANK                       | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   38770000 | PA      | $38812139.50   | 0.25%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                         | CAMDEN PROP TRST                  | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1898894.33    | 0.01%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                | AIR LEASE CORP                    | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2064947.90    | 0.01%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2               | AMCAR 2023-2 A3                   | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22920318 | PA      | $23076118.43   | 0.15%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                           | CHILE                             | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   12945000 | PA      | $12767278.74   | 0.08%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                    | CAISSE AMORT DET                  | CUSIP: 12802D2N5<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   35437000 | PA      | $35670379.58   | 0.23%             | 2026-09-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                   | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   66665000 | PA      | $67114626.09   | 0.43%             | 2028-09-05      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Nissan Master Owner Trust Receivables                         | NMOTR 2024-B A                    | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13630000 | PA      | $13784033.99   | 0.09%             | 2029-02-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5000000.00    | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | 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        |   17910000 | PA      | $17991101.85   | 0.12%             | 2028-11-20      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                | BP CAP MKTS AMER                  | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15302486.85   | 0.10%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2026-A                           | FORDL 2026-A B                    | CUSIP: 345276AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4080000 | PA      | $4087706.71    | 0.03%             | 2030-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                     | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    6276000 | PA      | $6280967.20    | 0.04%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-4 Owner Trust                     | HAROT 2023-4 A3                   | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5906538 | PA      | $5969433.87    | 0.04%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                      | COREBRIDGE FIN                    | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   52604000 | PA      | $52373895.90   | 0.34%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-3 Trust                       | SCLP 2025-3 A                     | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7563652 | PA      | $7585546.19    | 0.05%             | 2034-08-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| WSO Finance Pty Ltd                                           | WSO FINANCE PTY                   | CUSIP: N/A<br>LEI: 5493004E5MY2KUGWM114       | Long             | DBT              | CORP              | AU        |    2280000 | PA      | $1587679.29    | 0.01%             | 2026-07-14      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust 2024-2                   | PILOT 2024-2A A4                  | CUSIP: 73328NAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11470000 | PA      | $11526502.37   | 0.07%             | 2030-09-20      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| RCKTL 2025-2                                                  | RCKTL 2025-2A A                   | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14345054 | PA      | $14359878.18   | 0.09%             | 2034-11-27      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2023-7 C                     | CUSIP: 92348KCG6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    4330000 | PA      | $4340725.84    | 0.03%             | 2029-11-20      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                          | BOSTON PROP LP                    | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    4158000 | PA      | $4158000.00    | 0.03%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                               | DTE ELECTRIC CO                   | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    7230000 | PA      | $7278603.96    | 0.05%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                              | DLLAA 2025-1A A2                  | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6459813 | PA      | $6482261.08    | 0.04%             | 2027-10-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-4                    | EART 2025-4A A3                   | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8120000 | PA      | $8154623.68    | 0.05%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2023-B                                  | ARIFL 2023-B A2                   | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3515055 | PA      | $3540301.79    | 0.02%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                       | BPCE                              | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   14250000 | PA      | $14406821.68   | 0.09%             | 2027-07-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   21600000 | PA      | $21700819.94   | 0.14%             | 2028-11-19      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                              | BANK OF MONTREAL                  | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   36666000 | PA      | $36769378.32   | 0.24%             | 2029-01-27      | Floating      | 4.51%                 | No            |                  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        |    8531502 | PA      | $8539448.63    | 0.05%             | 2045-02-25      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-2 LLC                         | EFF 2023-2 A2                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3006700 | PA      | $3021145.95    | 0.02%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                          | KYNDRYL HOLDINGS                  | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     884000 | PA      | $871481.90     | 0.01%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO/THE                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3890000 | PA      | $3989459.75    | 0.03%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II 2025-1   | NAVMT 2025-1 A                    | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   46910000 | PA      | $47070671.44   | 0.30%             | 2030-09-25      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                          | GLENCORE FDG LLC                  | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25038732.50   | 0.16%             | 2026-10-01      | Floating      | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXI Ltd                                            | MAGNE 2021-31A A1R                | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-MBS          | CORP              | KY        |    6470000 | PA      | $6478411.00    | 0.04%             | 2034-07-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                             | HYATT HOTELS                      | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    6719000 | PA      | $6845833.62    | 0.04%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2024-F A                    | CUSIP: 69335PFP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2380000 | PA      | $2406597.69    | 0.02%             | 2029-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Dllad 2024-1 LLC                                              | DLLAD 2024-1A A2                  | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1290237 | PA      | $1295327.41    | 0.01%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                              | DUKE ENERGY COR                   | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4916000 | PA      | $4949219.33    | 0.03%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                  | HPEFS 2024-1A B                   | CUSIP: 403963AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3955000 | PA      | $3968613.90    | 0.03%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Becton Dickinson & Co                                         | BECTON DICKINSON                  | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    5002000 | PA      | $4986438.08    | 0.03%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                  | WISCONSIN P&L                     | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    9719000 | PA      | $9578644.91    | 0.06%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                    | TAOT 2024-D A3                    | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11950000 | PA      | $12027231.66   | 0.08%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                    | EART 2025-5A B                    | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6660000 | PA      | $6689003.63    | 0.04%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2026-A                           | FORDL 2026-A A4                   | CUSIP: 345276AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11070000 | PA      | $11094139.24   | 0.07%             | 2030-02-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                            | ESSEX PORTFOLIO                   | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    7631000 | PA      | $7619320.45    | 0.05%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-4A B                   | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4550000 | PA      | $4606762.16    | 0.03%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Kite Realty Group LP                                          | KITE REALTY GRP                   | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    5036000 | PA      | $5027406.82    | 0.03%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                         | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   14420000 | PA      | $14420000.00   | 0.09%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                             | IBM INT CAPITAL                   | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    2316000 | PA      | $2331595.78    | 0.01%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-1 Owner Trust                     | HAROT 2023-1 A3                   | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2262702 | PA      | $2267199.00    | 0.01%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5357000 | PA      | $5403631.67    | 0.03%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                         | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   18971000 | PA      | $18874085.51   | 0.12%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                       | NATL BANK CANADA                  | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   65120000 | PA      | $65154380.76   | 0.42%             | 2027-03-05      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                           | AMERICAN TOWER                    | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   10802000 | PA      | $10715029.21   | 0.07%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   65365000 | PA      | $66599231.73   | 0.43%             | 2028-05-17      | Variable      | 5.60%                 | 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        |    4800000 | PA      | $4794968.64    | 0.03%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  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        |    7603706 | PA      | $7677873.07    | 0.05%             | 2029-05-25      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                     | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   25560000 | PA      | $25651157.18   | 0.16%             | 2029-03-03      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B                  | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   38130000 | PA      | $38291420.30   | 0.25%             | 2029-01-12      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                            | BMW US CAP LLC                    | CUSIP: 05565ECG8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   31500000 | PA      | $31557918.42   | 0.20%             | 2026-04-02      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                       | SSTRT 2025-A C                    | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     583772 | PA      | $590054.91     | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2              | SFAST 2025-2A A3                  | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23050000 | PA      | $23235690.80   | 0.15%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                            | SCCU 2024-1A A3                   | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11910000 | PA      | $11990940.36   | 0.08%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Kellanova                                                     | KELLOGG CO                        | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    4995000 | PA      | $5032915.20    | 0.03%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Red Oak Funding Master Trust                                  | ROAK 2025-1A A                    | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4750000 | PA      | $4758878.23    | 0.03%             | 2030-12-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                    | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   59732000 | PA      | $59059315.54   | 0.38%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3              | SFAST 2024-3A A3                  | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14800000 | PA      | $14901951.28   | 0.10%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                    | CUSIP: 46647PEN2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   28564000 | PA      | $28687769.81   | 0.18%             | 2028-10-22      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-2                              | KCOT 2025-2A A2                   | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10630000 | PA      | $10685156.94   | 0.07%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                      | WALT DISNEY CO                    | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    3887000 | PA      | $3850799.55    | 0.02%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                           | SOCIETE GENERALE                  | CUSIP: 83368RCM2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   42000000 | PA      | $42053781.00   | 0.27%             | 2030-04-12      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp                                                  | ENTERGY CORP                      | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    4019000 | PA      | $3994512.84    | 0.03%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1            | BVABS 2024-SN1 B                  | CUSIP: 072926AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3740000 | PA      | $3766086.87    | 0.02%             | 2028-08-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Qantas Airways Ltd                                            | QANTAS AIRWAYS                    | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |    3590000 | PA      | $2501484.72    | 0.02%             | 2026-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                | HALST 2024-B B                    | CUSIP: 44934FAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10325000 | PA      | $10427931.99   | 0.07%             | 2028-08-15      | Fixed         | 5.56%                 | Yes           |                  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        |    5740000 | PA      | $5773717.33    | 0.04%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-1    | GALC 2024-1 A2                    | CUSIP: 39154TCH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     516298 | PA      | $516588.50     | 0.00%             | 2026-08-17      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-1                        | CITZN 2023-1 A3                   | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5481193 | PA      | $5510399.69    | 0.04%             | 2028-01-18      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                    | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   56000000 | PA      | $56302891.68   | 0.36%             | 2028-07-22      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                       | DAIMLER TRUCK                     | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    9677000 | PA      | $9836375.45    | 0.06%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A         | SBCLN 2024-A A2                   | CUSIP: 80290CCH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     525003 | PA      | $534808.32     | 0.00%             | 2032-06-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2025-B                               | TLOT 2025-B A3                    | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-CBDO         | CORP              | US        |   28140000 | PA      | $28203877.80   | 0.18%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                        | VIRGINIA POWER                    | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    4838644 | PA      | $4867432.53    | 0.03%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO                  | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   60500000 | PA      | $60766605.96   | 0.39%             | 2028-07-21      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2023-2A C                   | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    1390000 | PA      | $1399444.22    | 0.01%             | 2027-10-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| WSO Finance Pty Ltd                                           | WSO FINANCE PTY                   | CUSIP: N/A<br>LEI: 5493004E5MY2KUGWM114       | Long             | DBT              | CORP              | AU        |   10970000 | PA      | $7634388.46    | 0.05%             | 2027-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3     | GMCAR 2023-3 A3                   | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2448171 | PA      | $2464854.87    | 0.02%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                  | CAS 2024-R02 1M1                  | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1314539 | PA      | $1316102.41    | 0.01%             | 2044-02-25      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                       | VOLKSWAGEN GRP                    | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   57605000 | PA      | $57708008.68   | 0.37%             | 2026-03-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                    | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6562000 | PA      | $6526501.68    | 0.04%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-2                        | CITZN 2023-2 A3                   | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8697274 | PA      | $8751229.61    | 0.06%             | 2028-02-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Dollar General Corp                                           | DOLLAR GENERAL                    | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   15999000 | PA      | $16028690.94   | 0.10%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-4                      | GCAR 2025-4A B                    | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12560000 | PA      | $12638728.59   | 0.08%             | 2030-04-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** VANGUARD FIXED INCOME SECURITIES FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer