# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0001752724-25-182813
**Filing Date:** 2025-7
**Character Count:** 588420
**Document Hash:** 774596d95c3812dd4a3f9f2d47e2ab49
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182813.hdr.sgml**: 20250730

**ACCESSION NUMBER**: 0001752724-25-182813

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250730

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Rutland Square Trust II
- **CENTRAL INDEX KEY:** 0001364924

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21991
- **FILM NUMBER:** 251163404

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Strategic Advisers Short Duration Fund (Series ID: S000035122)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000108059 | Strategic Advisers Short Duration Fund | FAUDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Rutland Square Trust II

- **b. Investment Company Act file number:** 811-21991

- **c. CIK number of Registrant:** 0001364924

- **d. LEI of Registrant:** 1KZ3JN58GDRI3EZKKG06

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Strategic Advisers Short Duration Fund

- **b. EDGAR series identifier (if any):** S000035122

- **c. LEI of Series:** EYHV2YUODIOTIT965C53

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $3877682829.99

**Total Liabilities:** $51738215.05

**Net Assets:** $3825944614.94

**Cash Not Reported:** $5287256.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 32868.30775048 | **1-Year:** 124174.25244125 | **5-Year:** 71848.42388340 | **10-Year:** 11885.30563515 | **30-Year:** 2889.79216431

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

- **3-Month:** 25.63173663 | **1-Year:** 363.14656985 | **5-Year:** 126.86685203 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000108059 | 0.37%                | 0.35%                | 0.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1056601.49             | $-363008.18                                |
| Month 2  | $588803.45               | $381193.07                                 |
| Month 3  | $284519.84               | $-2082195.02                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALLY BK MIDVALE UTAH                                                                | ALLY BK MIDVALE UTAH 5.827% 05/17/2032 144A                                                                        | CUSIP: 02007GZ55<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    160442 | PA      | $162183.06    | 0.00%             | 2032-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 04/20/2050#BS9717                                                                                       | CUSIP: 3617MLYN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51747 | PA      | $47824.00     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.00% 11/39 #004578                                                                                        | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126369 | PA      | $127247.39    | 0.00%             | 2039-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1                                         | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 4.6% 12/20/2027 144A                                                   | CUSIP: 73329KAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1330000 | PA      | $1331213.23   | 0.03%             | 2027-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                                            | DELL EQUIP FIN TR 2024-2 5.29% 02/24/2031 144A                                                                     | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    865000 | PA      | $867920.15    | 0.02%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-4                                                         | CARMAX AUTO OWNER TR 2023-4 6.08% 12/15/2026                                                                       | CUSIP: 14318XAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    313141 | PA      | $313597.59    | 0.01%             | 2026-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | ENBRIDGE INC 6% 11/15/2028                                                                                         | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $339579.97    | 0.01%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 4/38 #974532                                                                                            | CUSIP: 31414SED1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4161 | PA      | $4182.89      | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                             | BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A                                                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985795 | PA      | $987026.34    | 0.03%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                      | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.94% 08/15/2029 144A                                               | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    805000 | PA      | $808811.76    | 0.02%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                             | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL B TSFR1M+194.067 05/15/2037 144A                                           | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965000 | PA      | $963190.63    | 0.03%             | 2037-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6.0% 09/01/2034#A26586                                                                                   | CUSIP: 31297EJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1688 | PA      | $1752.16      | 0.00%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG ENERGY INC 2% 12/02/2025 144A                                                                                  | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    560000 | PA      | $550896.10    | 0.01%             | 2025-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS GROUP AG 1.494%/VAR 08/10/2027 144A                                                                            | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3375000 | PA      | $3247086.83   | 0.08%             | 2027-08-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3                                    | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 4.71% 05/22/2028 144A                                             | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    854983 | PA      | $854724.71    | 0.02%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XV LTD / BATTALION CLO XV LLC                                         | BATTALION CLO XV LTD / BATTALION CLO XV LLC CR TSFR3M+190 01/17/2033 144A                                          | CUSIP: 07131AAT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    715000 | PA      | $712182.19    | 0.02%             | 2033-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 4.71% 06/15/2028                                                     | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2600054.86   | 0.07%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | FISERV INC 5.15% 03/15/2027                                                                                        | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1824765.91   | 0.05%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2021-1                                          | SANTANDER DRIVE AUTO RECEIVABLES TR 2021-1 E 2.51% 12/15/2028                                                      | CUSIP: 80286NAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3452184 | PA      | $3418596.51   | 0.09%             | 2028-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 8.197% 12/15/2032 144A                                                                   | CUSIP: 80290CBH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85705 | PA      | $85961.63     | 0.00%             | 2032-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-MOBILE USA INC 5.375% 04/15/2027                                                                                 | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000482.90   | 0.05%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UNITEDHEALTH GROUP INC 5.25% 02/15/2028                                                                            | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    545000 | PA      | $555325.42    | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 5YR NOTE (CBT) FUT SEP25 FVU5                                                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -69 | NC      | $-30683.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                              | THE CAMPBELL'S COMPANY 5.3% 03/20/2026                                                                             | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    579000 | PA      | $581446.25    | 0.02%             | 2026-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST                                         | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 4.45% 01/24/2028 144A                                                  | CUSIP: 73328EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2130750 | PA      | $2129065.47   | 0.06%             | 2028-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2024-2 OWNER TR                                              | HONDA AUTO RECEIVABLES 2024-2 OWNER TR 5.48% 11/18/2026                                                            | CUSIP: 437930AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1235927 | PA      | $1238184.65   | 0.03%             | 2026-11-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 4/36 #745418                                                                                            | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7164 | PA      | $7364.11      | 0.00%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                           | ROGERS COMMUNICATIONS INC 5% 02/15/2029                                                                            | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1835000 | PA      | $1848533.38   | 0.05%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | ROYAL BANK OF CANADA 5.069%/VAR 07/23/2027                                                                         | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3523132.97   | 0.09%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD                                                         | FORTRESS CREDIT BSL VII LTD A1R TSFR3M+109 07/23/2032 144A                                                         | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    349386 | PA      | $349148.34    | 0.01%             | 2032-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO 4.979%/VAR 07/22/2028                                                                        | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806293.06    | 0.02%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 3.5% 02/20/2052#                                                                                           | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    882285 | PA      | $789703.20    | 0.02%             | 2052-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 11/52#MA4805                                                                                        | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1069584 | PA      | $1012621.55   | 0.03%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                         | PACIFIC GAS and ELECTRIC CO FRN SOFRINDX+95 09/04/2025                                                             | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4099615.67   | 0.11%             | 2025-09-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 6.00% 9/35 #G01899                                                                                            | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10920 | PA      | $11374.18     | 0.00%             | 2035-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                               | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC 5.04% 07/20/2032 144A                                                        | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $513432.81    | 0.01%             | 2032-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-A                                            | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A 2.55% 09/15/2028                                                          | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $589303.86    | 0.02%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2022-1                                                     | OCTANE RECEIVABLES TRUST 2022-1A B 4.9% 05/22/2028 144A                                                            | CUSIP: 67571EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    725252 | PA      | $724929.15    | 0.02%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2025-X1                                              | AFFIRM ASSET SECURITIZATION TR 2025-X1 A 5.24% 04/15/2030 144A                                                     | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    870000 | PA      | $869814.26    | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 2.9% 03/15/2027                                                                                   | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1080877.15   | 0.03%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                         | NUTRIEN LTD 4.9% 03/27/2028                                                                                        | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $404199.28    | 0.01%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027                                                                        | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3116235.04   | 0.08%             | 2027-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1                                        | AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1 C 0.89% 10/19/2026                                                    | CUSIP: 03063FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29732 | PA      | $29672.25     | 0.00%             | 2026-10-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                      | MCDONALDS CORP 3.8% 04/01/2028                                                                                     | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1646000 | PA      | $1625727.72   | 0.04%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                            | WASTE MANAGEMENT INC DEL 3.875% 01/15/2029 144A                                                                    | CUSIP: 94106LBZ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1473306.46   | 0.04%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                           | OCCIDENTAL PETROLEUM CORP 5% 08/01/2027                                                                            | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    655000 | PA      | $655107.70    | 0.02%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                          | CNH INDUSTRIAL CAPITAL LLC 1.45% 07/15/2026                                                                        | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2119304.00   | 0.06%             | 2026-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM RFT1Y+178.8 7 5/38 #908482                                                                                | CUSIP: 31411HJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2131 | PA      | $2208.65      | 0.00%             | 2038-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 3.826% 10/33 #763199                                                                                      | CUSIP: 31404A3G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12957 | PA      | $13098.80     | 0.00%             | 2033-10-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF SINCLAIR CORP 5.75% 01/15/2031                                                                                  | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1226664.40   | 0.03%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                                 | SHERWIN WILLIAMS CO 4.25% 08/08/2025                                                                               | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419303.48    | 0.01%             | 2025-08-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2028                                                                | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1980033.43   | 0.05%             | 2028-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 10/33 #254903                                                                                           | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146931 | PA      | $147714.56    | 0.00%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | DANSKE BANK AS (UNGTD) 5.427%/VAR 03/01/2028 144A                                                                  | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    730000 | PA      | $741169.30    | 0.02%             | 2028-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 3.196%/VAR 06/17/2027                                                                       | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3154003.90   | 0.08%             | 2027-06-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM 30YR 6% 05/01/2055#QY1706                                                                                     | CUSIP: 31426K3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    633137 | PA      | $640921.13    | 0.02%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST LLC                                                        | ANGEL OAK MORTGAGE TRUST LLC 2020-3 A3 2.872% 04/25/2065 144A                                                      | CUSIP: 03465LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290166 | PA      | $276147.45    | 0.01%             | 2065-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                  | CNO GLOBAL FUNDING 1.75% 10/07/2026 144A                                                                           | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1737686.88   | 0.05%             | 2026-10-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC T1Y+NA 11/02/2026                                                                                     | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4145000 | PA      | $4187346.36   | 0.11%             | 2026-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES LII CLO LTD                                                                    | ARES LII CLO LTD A1RR TSFR3M+88 04/22/2031 144A                                                                    | CUSIP: 04009AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1459810 | PA      | $1457619.91   | 0.04%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.0% 06/01/39#AL7319                                                                                     | CUSIP: 3138EQDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68030 | PA      | $68408.22     | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                          | SOUTHERN CALIFORNIA GAS CO 2.95% 04/15/2027                                                                        | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    815000 | PA      | $794086.71    | 0.02%             | 2027-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC                                           | FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1 TSFR3M+132 07/15/2036 144A                                            | CUSIP: 33884EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2797000 | PA      | $2797920.21   | 0.07%             | 2036-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                                    | DLLAA 2025-1 LLC 4.7% 10/20/2027 144A                                                                              | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000792.40   | 0.03%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                      | DEUTSCHE BANK AG NEW YORK BNCH 6.119%/VAR 07/14/2026                                                               | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002109.38   | 0.05%             | 2026-07-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                  | REGAL REXNORD CORP 6.05% 02/15/2026                                                                                | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2352264.76   | 0.06%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HARTWICK PARK CLO LTD                                                               | HARTWICK PARK CLO LTD AR TSFR3M+116 01/20/2037 144A                                                                | CUSIP: 417403AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2049000 | PA      | $2045934.70   | 0.05%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 1/37 #906064                                                                                            | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1046 | PA      | $1097.46      | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                                     | BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A                                                                      | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1575715 | PA      | $1574729.78   | 0.04%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 5.4% 05/08/2027                                                                           | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    711000 | PA      | $716866.72    | 0.02%             | 2027-05-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 5.77% 8/37 #949782                                                                                        | CUSIP: 31413MUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       619 | PA      | $635.43       | 0.00%             | 2037-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIII LTD                                                     | MADISON PARK FUNDING XXXIII LTD AR TSFR3M+129 10/15/2032 144A                                                      | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1908275 | PA      | $1909148.75   | 0.05%             | 2032-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 5/37 #888608                                                                                            | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4119 | PA      | $4307.22      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 01/01/2047#AL9717                                                                                     | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146687 | PA      | $136989.86    | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 6.493% 06/15/2033 144A                                                                   | CUSIP: 80290CBU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100596 | PA      | $100908.06    | 0.00%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5% 07/01/2045#FM2792                                                                                     | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36748 | PA      | $36934.83     | 0.00%             | 2045-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2                                            | MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2 5.92% 11/16/2026                                                          | CUSIP: 58769FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    131556 | PA      | $131648.87    | 0.00%             | 2026-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                          | HUMANA INC 5.75% 12/01/2028                                                                                        | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    912000 | PA      | $941544.25    | 0.02%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | ALLY FINL INC 5.737%/VAR 05/15/2029                                                                                | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    670000 | PA      | $676562.28    | 0.02%             | 2029-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5% 10/01/2053#CB7235                                                                                     | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1861461 | PA      | $1808743.14   | 0.05%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2                                         | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 A3 1.26% 04/25/2066 144A                                               | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    148648 | PA      | $132846.82    | 0.00%             | 2066-04-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 24-3                                                         | CHASE AUTO OWNER TRUST 5.53% 09/27/2027 144A                                                                       | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    679969 | PA      | $681687.39    | 0.02%             | 2027-09-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2020-REV2                                                     | FORD CR AUTO OWNER TR 2020-REV2 1.74% 04/15/2033 144A                                                              | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $562741.11    | 0.01%             | 2033-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 3/36 #745354                                                                                            | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3939 | PA      | $4049.25      | 0.00%             | 2036-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HARDEES FDG LLC / CARLS JR FDG LLC                                                  | HARDEES FDG LLC / CARLS JR FDG LLC 2.865% 06/20/2051 144A                                                          | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    271425 | PA      | $246677.28    | 0.01%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | ATHENE GLOBAL FUNDING 4.86% 08/27/2026 144A                                                                        | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2891673.38   | 0.08%             | 2026-08-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL     | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.15% 11/10/2026                   | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $442688.76    | 0.01%             | 2026-11-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                                                       | ELEMENT FLEET MANAGEMENT CORP 5.037% 03/25/2030 144A                                                               | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $686811.04    | 0.02%             | 2030-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR3 TRUST                                                                | AMSR 2020-SFR3 TRUST 1.806% 09/17/2037 144A                                                                        | CUSIP: 001807AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $267329.13    | 0.01%             | 2037-09-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2023-7                                                      | VERUS SECURITIZATION TR 2023-7 A2 7.272% 10/25/2068 144A                                                           | CUSIP: 92539YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120587 | PA      | $122212.11    | 0.00%             | 2068-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 5.05% 04/04/2028                                                                          | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1578847.44   | 0.04%             | 2028-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2                                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2 5.43% 09/21/2026                                                      | CUSIP: 36269WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1088917 | PA      | $1091389.52   | 0.03%             | 2026-09-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-SLCT                                                            | BX COML MTG TR 2024-SLCT TSFR1M+239.195 01/15/2042 144A                                                            | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1045000 | PA      | $1037810.19   | 0.03%             | 2042-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                          | PENSKE TRUCK LEASING CO LP /CORP 5.75% 05/24/2026 144A                                                             | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2188374.95   | 0.06%             | 2026-05-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                            | BX TRUST 0.8% 06/15/2023 144A                                                                                      | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1557963 | PA      | $1556989.35   | 0.04%             | 2038-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                     | IBM CORPORATION 4.65% 02/10/2028                                                                                   | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2538000 | PA      | $2556404.54   | 0.07%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                              | BX COMMERCIAL MORTGAGE TRUST 2021-VINO A TSFR1M+76.681 82 05/15/2038 144A                                          | CUSIP: 05608KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278321 | PA      | $278146.98    | 0.01%             | 2038-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                               | REPUBLIC SERVICES INC 4.875% 04/01/2029                                                                            | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1067033.64   | 0.03%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 TR                                                                    | OBX 2020-EXP2 TR 3% 05/25/2060 144A                                                                                | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80041 | PA      | $68191.98     | 0.00%             | 2060-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM 30YR 6.5% 01/01/2055#QX2526                                                                                   | CUSIP: 31425WYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154199 | PA      | $158399.23    | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                          | CAPITAL ONE FINANCIAL CORP 6.312%/VAR 06/08/2029                                                                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    415000 | PA      | $432217.76    | 0.01%             | 2029-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                   | GENERAL MOTORS CO 5.35% 04/15/2028                                                                                 | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    535000 | PA      | $539318.17    | 0.01%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                      | STARBUCKS CORP 4% 11/15/2028                                                                                       | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    755000 | PA      | $744256.34    | 0.02%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5% 01/07/2028 144A                                                                                | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    985000 | PA      | $985951.05    | 0.03%             | 2028-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 4% 12/49#RA1906                                                                                          | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111356 | PA      | $103645.95    | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2022-NQM4                                              | IMPERIAL FUND MORTGAGE TRUST 2022-NQM4 A1 4.767% 06/25/2067 144A                                                   | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1195293 | PA      | $1195427.69   | 0.03%             | 2067-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-R1                                                     | VERUS SECURITIZATION TR 2021-R1 1.057% 10/25/2063 144A                                                             | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41476 | PA      | $39707.71     | 0.00%             | 2063-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2023-1 LLC                                                    | SCF EQUIPMENT LEASING 2023-1A A3 LLC 6.17% 05/20/2032 144A                                                         | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    430000 | PA      | $434378.17    | 0.01%             | 2032-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1                                     | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 5.8% 12/18/2028                                                    | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    625000 | PA      | $637447.75    | 0.02%             | 2028-12-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY BK MIDVALE UTAH                                                                | ALLY BK MIDVALE UTAH 24-B C 5.215% 09/15/2032 144A                                                                 | CUSIP: 02007G4D2<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    236076 | PA      | $236214.34    | 0.01%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2 LLC                                                                 | VOYA CLO 2019-2 LLC AR TSFR3M+120 07/20/2032 144A                                                                  | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3613543 | PA      | $3611681.99   | 0.09%             | 2032-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2                                                            | FIRSTKEY HOMES 2020-SFR2 1.968% 10/19/2037 144A                                                                    | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1081487.33   | 0.03%             | 2037-10-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                      | PNC FINANCIAL SERVICES GRP INC 5.812%/VAR 06/12/2026                                                               | CUSIP: 693475BQ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    345000 | PA      | $345068.96    | 0.01%             | 2026-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CSMC 2017-CHOP A                                                                    | CSMC 2017-CHOP A PRIME+-230.6 07/15/2032                                                                           | CUSIP: 12651QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    997340 | PA      | $989806.66    | 0.03%             | 2032-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                                  | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1434659.79   | 0.04%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                            | ARES CLO AR TSFR3M+127 10/15/2032 144A                                                                             | CUSIP: 04017WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    736373 | PA      | $736573.53    | 0.02%             | 2032-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM 30YR 6.5% 01/01/2055#QX3636                                                                                   | CUSIP: 31425YBE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50275 | PA      | $51648.44     | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | BOEING CO 6.259% 05/01/2027                                                                                        | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1742227.94   | 0.05%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                     | NXP B V/NXP FDG LLC/NXP USA INC 3.15% 05/01/2027                                                                   | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    195000 | PA      | $189971.31    | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4.50% 7/41 #005115                                                                                         | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207301 | PA      | $203801.61    | 0.01%             | 2041-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                      | EFMT 2024-INV2 5.289% 10/25/2069 144A                                                                              | CUSIP: 26844LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    528431 | PA      | $523574.13    | 0.01%             | 2069-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                        | BANQUE FED CRED MUTUEL PARIS 4.935% 01/26/2026 144A                                                                | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $651481.16    | 0.02%             | 2026-01-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD                                               | PALMER SQUARE LOAN FUNDING 2024-3 LTD A1 TSFR3M+108 08/08/2032 144A                                                | CUSIP: 69690EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1220483 | PA      | $1220648.85   | 0.03%             | 2032-08-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | FORD MTR CR CO LLC 5.918% 03/20/2028                                                                               | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551104.43    | 0.01%             | 2028-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HARDEES FDG LLC / CARLS JR FDG LLC                                                  | HARDEES FDG LLC / CARLS JR FDG LLC 3.981% 12/20/2050 144A                                                          | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2545764 | PA      | $2424277.02   | 0.06%             | 2050-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-C                                               | HYUNDAI AUTO RECEIVABLES TRUST 2023-C 5.8% 01/15/2027                                                              | CUSIP: 44918CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    435279 | PA      | $435981.51    | 0.01%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                           | UST BILLS 0% 11/28/2025                                                                                            | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27196400 | PA      | $26633181.32  | 0.70%             | 2025-11-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | INTEL CORP 3.15% 05/11/2027                                                                                        | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    376000 | PA      | $365696.50    | 0.01%             | 2027-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| J P MORGAN EXCHANGE-TRADED FD TR                                                    | JPMorgan Ultra-Short Income ETF                                                                                    | CUSIP: 46641Q837<br>LEI: 549300IQ1GP3T78IEG61 | Long             | EC               | RF                | US        |   8743594 | NS      | $442600728.28 | 11.57%            |  |  |  | No            |                  1 | On Loan: —       |
| APPALACHIAN POWER CO                                                                | APPALACHIAN POWER CO 3.3% 06/01/2027                                                                               | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1683790.98   | 0.04%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TESLA ELEC VEH TR 2023-1                                                            | TESLA ELEC VEH TR 2023-1 5.54% 12/21/2026 144A                                                                     | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1039902 | PA      | $1041536.37   | 0.03%             | 2026-12-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                                                    | COLT FUNDING LLC 21-1 A2 1.167% 06/25/2066 144A                                                                    | CUSIP: 19688EAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    335767 | PA      | $293472.34    | 0.01%             | 2066-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026                                                                | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3041219.32   | 0.08%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                         | SWEDBANK AB 6.136% 09/12/2026 144A                                                                                 | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   2400000 | PA      | $2448315.19   | 0.06%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1                                       | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 5.51% 01/20/2032 144A                                                | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95000 | PA      | $96148.56     | 0.00%             | 2032-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                           | KROGER CO 2.65% 10/15/2026                                                                                         | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    812000 | PA      | $792954.05    | 0.02%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 09/46#AL9107                                                                                        | CUSIP: 3138ERDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276503 | PA      | $270303.10    | 0.01%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES 2023-1 LLC                                                      | VERDANT RECEIVABLES 2023-1 LLC 6.24% 01/13/2031 144A                                                               | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    593033 | PA      | $601936.43    | 0.02%             | 2031-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6% 02/01/2049#FM1095                                                                                     | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519763 | PA      | $543526.46    | 0.01%             | 2049-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 10/01/2054#SD6767                                                                                     | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    735686 | PA      | $744719.63    | 0.02%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.00% 2/40 #004637                                                                                         | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8783 | PA      | $8843.84      | 0.00%             | 2040-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR2 TR                                                     | TRICON RESIDENTIAL 2024-SFR2 A 4.75% 06/17/2040 144A                                                               | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    559363 | PA      | $556659.26    | 0.01%             | 2040-06-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                   | LYB INTERNATIONAL FINANCE III LLC 1.25% 10/01/2025                                                                 | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    942000 | PA      | $930548.08    | 0.02%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 10/01/2035#735912                                                                                   | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16029 | PA      | $16470.50     | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TX TR 2024-HOU                                                                      | TX TR 2024-HOU B TSFR1M+209.066 06/15/2029 144A                                                                    | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1063789.51   | 0.03%             | 2039-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 12/39 #AE0392                                                                                           | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14865 | PA      | $15300.50     | 0.00%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                         | AMERICAN HONDA FINANCE CORP 5.65% 11/15/2028                                                                       | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1286515.94   | 0.03%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                 | ALA TRUST 2025-OANA A 6.04263% 06/15/2030 144A                                                                     | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2165000 | PA      | $2174067.45   | 0.06%             | 2030-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 5% 01/11/2028                                                                                     | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603727.37    | 0.02%             | 2028-01-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028                                                                     | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $809102.32    | 0.02%             | 2028-01-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                    | WHEELS FLEET LEASE FUNDING 1 LLC TSFR1M+0 01/18/2040 144A                                                          | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   2505000 | PA      | $2505437.62   | 0.07%             | 2040-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                          | HUMANA INC 5.75% 03/01/2028                                                                                        | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307840.05    | 0.01%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                  | ESSEX PORTFOLIO LP 3.375% 04/15/2026                                                                               | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    794000 | PA      | $785225.06    | 0.02%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC                                           | TRINITAS CLO VI LTD / TRINITAS CLO VI LLC ARRR TSFR3M+133 01/25/2034 144A                                          | CUSIP: 89640YBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2310000 | PA      | $2310080.85   | 0.06%             | 2034-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                                                       | TAKE-TWO INTERACTV SOFTWR INC 5% 03/28/2026                                                                        | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1377980.55   | 0.04%             | 2026-03-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 3% 04/22/2026                                                                               | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986403.33    | 0.03%             | 2026-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAIRD FDS INC                                                                       | Baird Short-Term Bond Inst                                                                                         | CUSIP: 057071409<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |   8098963 | NS      | $77021142.31  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELEC CO                                                                         | DTE ELEC CO 4.25% 05/14/2027                                                                                       | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    474000 | PA      | $471389.02    | 0.01%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                                   | SCHLUMBERGER HOLDINGS CORPORATION 3.9% 05/17/2028 144A                                                             | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1340834.78   | 0.04%             | 2028-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 TR                                                                    | OBX 2020-EXP1 TR TSFR1M+106.448 02/25/2060 144A                                                                    | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    113620 | PA      | $112303.57    | 0.00%             | 2060-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 1.319%/VAR 06/19/2026                                                                  | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4491252.18   | 0.12%             | 2026-06-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK                                        | J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A                                        | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738093 | PA      | $699385.01    | 0.02%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | DANSKE BANK AS (UNGTD) 4.613%/VAR 10/02/2030 144A                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    770000 | PA      | $761598.16    | 0.02%             | 2030-10-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                        | JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A                                                                  | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3347669.60   | 0.09%             | 2027-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NASSAU 2019-II LTD                                                                  | NASSAU 2019-II LTD AN TSFR3M+171.161 10/15/2032 144A                                                               | CUSIP: 63172WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    402437 | PA      | $402981.40    | 0.01%             | 2032-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KOREA ELEC POWER CORP                                                               | KOREA ELEC POWER CORP 5.375% 04/06/2026 144A                                                                       | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | CORP              | KR        |   1750000 | PA      | $1761955.39   | 0.05%             | 2026-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.875% 03/31/2027                                                                                        | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68340000 | PA      | $68262583.76  | 1.78%             | 2027-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 2.976% 07/01/2035#1G0809                                                                                  | CUSIP: 3128NC3S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2332 | PA      | $2389.84      | 0.00%             | 2035-07-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                    | FIRSTENERGY CORP STEP 07/15/2027                                                                                   | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1239006.61   | 0.03%             | 2027-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-A                                                 | FORD CREDIT AUTO OWNER TRUST 2025-A 4.47% 12/15/2027                                                               | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2596963.98   | 0.07%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 1.431%/VAR 03/09/2027                                                                | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2583300.72   | 0.07%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | ROYAL BANK OF CANADA FRN SOFRINDX+72 10/18/2027                                                                    | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3100000 | PA      | $3101707.76   | 0.08%             | 2027-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CORP                                                          | KOREA HSG FIN CORP 4.625% 02/24/2028 144A                                                                          | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | CORP              | KR        |   1600000 | PA      | $1606596.35   | 0.04%             | 2028-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2024-B                                                       | TESLA AUTO LEASE TRUST 2024-B 4.79% 01/20/2027 144A                                                                | CUSIP: 881934AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1014102 | PA      | $1014036.26   | 0.03%             | 2027-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                | DUKE ENERGY CORP NEW 4.3% 03/15/2028                                                                               | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    515000 | PA      | $513695.40    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                      | TARGA RES CORP 5.2% 07/01/2027                                                                                     | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    345000 | PA      | $348304.13    | 0.01%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 8/37 #995024                                                                                            | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33651 | PA      | $34548.41     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 10/01/2048#CA2483                                                                                   | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387400 | PA      | $371520.21    | 0.01%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO 1.04%/VAR 02/04/2027                                                                         | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2951632.16   | 0.08%             | 2027-02-04      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                    | SOUTHERN COMPANY STEP 08/01/2027                                                                                   | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    705000 | PA      | $713765.00    | 0.02%             | 2027-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                         | AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A                                                                  | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2600000 | PA      | $2581006.64   | 0.07%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                                | BANK OF MONTREAL QUE 3.7% 06/07/2025                                                                               | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1490000 | PA      | $1489627.50   | 0.04%             | 2025-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                  | REGAL REXNORD CORP 6.05% 04/15/2028                                                                                | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1072876.92   | 0.03%             | 2028-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2022-N1                                                 | CARVANA AUTO RECEIVABLES TR 2022-N1 3.32% 12/11/2028 144A                                                          | CUSIP: 14686GAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75310 | PA      | $73940.77     | 0.00%             | 2028-12-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                                           | DRIVEN BRANDS FUNDING LLC 4.641% 04/20/2049 144A                                                                   | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    704361 | PA      | $699164.99    | 0.02%             | 2049-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMB COML MTG TR 2019-LIFE                                                          | CAMB COML MTG TR 2019-LIFE A TSFR1M+118.448 12/15/2037 144A                                                        | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015000 | PA      | $1014365.63   | 0.03%             | 2037-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS GROUP AG 6.373%/VAR 07/15/2026 144A                                                                            | CUSIP: 225401AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $2002792.04   | 0.05%             | 2026-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2021-1                                                 | DEEPHAVEN RESIDENTIAL MTG TR 2021-1 0.973% 05/25/2065 144A                                                         | CUSIP: 24380VAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51441 | PA      | $48857.58     | 0.00%             | 2065-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                         | PROLOGIS LP 3.875% 09/15/2028                                                                                      | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345109.99    | 0.01%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | MARS INC 4.55% 04/20/2028 144A                                                                                     | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1669871.26   | 0.04%             | 2028-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | AMERICAN TOWER CORP 3.55% 07/15/2027                                                                               | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    645000 | PA      | $631682.94    | 0.02%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINL MTG TR 2019-2                                                        | ELLINGTON FINL MTG TR 2019-2 3.046% 11/25/2059 144A                                                                | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45464 | PA      | $43408.96     | 0.00%             | 2059-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                | ENEL FINANCE INTL NV STEP 07/12/2026 144A                                                                          | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4805000 | PA      | $4644642.88   | 0.12%             | 2026-07-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-MOBILE USA INC 2.625% 04/15/2026                                                                                 | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3150404.45   | 0.08%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 5.05% 03/27/2028 144A                                                                | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    580000 | PA      | $579776.26    | 0.02%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1                                                       | CHASE AUTO OWNER TRUST 2024-1 5.48% 04/26/2027 144A                                                                | CUSIP: 16144BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    530883 | PA      | $531669.07    | 0.01%             | 2027-04-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                    | REINSURANCE GRP OF AMERICA INC 3.95% 09/15/2026                                                                    | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    865000 | PA      | $857629.27    | 0.02%             | 2026-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAIRD FDS INC                                                                       | Baird Ultra Short Bond Institutional                                                                               | CUSIP: 057071722<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |  27791060 | NS      | $280967619.32 | 7.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                               | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC 4.94% 10/20/2028 144A                                                        | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    625000 | PA      | $625773.06    | 0.02%             | 2028-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-R2                                                     | VERUS SECURITIZATION TRUST 0.918% 02/25/2064 144A                                                                  | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    258055 | PA      | $234498.28    | 0.01%             | 2064-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027                                                                  | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3028392.60   | 0.08%             | 2027-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3                                           | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3 A3 1.55% 09/25/2066 144A                                                 | CUSIP: 31573JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    221388 | PA      | $184378.21    | 0.00%             | 2066-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028                                                                | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    735000 | PA      | $732563.95    | 0.02%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 6/36 #190370                                                                                            | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1349 | PA      | $1409.54      | 0.00%             | 2036-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                         | AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A                                                                 | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $310556.19    | 0.01%             | 2028-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHENANGO PARK CLO LTD                                                               | CHENANGO PARK CLO LTD BR TSFR3M+180 04/15/2030 144A                                                                | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1202329.20   | 0.03%             | 2030-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                                     | AUTONATION FINANCE TRUST 2025-1 4.72% 04/10/2028 144A                                                              | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    385000 | PA      | $385085.86    | 0.01%             | 2028-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                            | TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+45 04/10/2026                                                                | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3100617.40   | 0.08%             | 2026-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                                      | EFMT 2025-INV2 5.387% 05/26/2070 144A                                                                              | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    376729 | PA      | $374730.06    | 0.01%             | 2070-05-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                                                        | FORTITUDE GROUP HOLDINGS LLC 6.25% 04/01/2030 144A                                                                 | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1888220.37   | 0.05%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                               | CELANESE US HLDGS LLC 1.4% 08/05/2026                                                                              | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    930000 | PA      | $891063.78    | 0.02%             | 2026-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 5.50% 10/38 #G05979                                                                                           | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1343 | PA      | $1382.61      | 0.00%             | 2038-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                        | JACKSON NATL LIFE GLOBAL FDG 5.6% 04/10/2026 144A                                                                  | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1230064.65   | 0.03%             | 2026-04-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2024-1                                                  | DAIMLER TRUCKS RETAIL TRUST 2024-1 5.6% 04/15/2026                                                                 | CUSIP: 233874AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    746226 | PA      | $746973.16    | 0.02%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | SEMPRA 5.4% 08/01/2026                                                                                             | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332675.29    | 0.01%             | 2026-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                                   | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC SOFR30A+110 12/26/2031 144A                                      | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-CBDO         | CORP              | US        |    278480 | PA      | $279334.73    | 0.01%             | 2031-12-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC                           | BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC A1R TSFR3M+119 10/25/2030 144A                           | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    565827 | PA      | $565802.00    | 0.01%             | 2030-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 12/34 #735115                                                                                           | CUSIP: 31402QVG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1314 | PA      | $1366.27      | 0.00%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                             | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 03/30/2026 144A                                                       | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365750.61    | 0.01%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | ROYAL BANK OF CANADA 4.51%/VAR 10/18/2027                                                                          | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2600908.80   | 0.07%             | 2027-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                         | WORKDAY INC 3.5% 04/01/2027                                                                                        | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    525000 | PA      | $515813.17    | 0.01%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4                                   | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4 4.53% 10/18/2027                                                 | CUSIP: 38014AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1914248 | PA      | $1913024.38   | 0.05%             | 2027-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN.                   | Morgan Stanley Instl Ultr-Shrt Inc IR                                                                              | CUSIP: 617455696<br>LEI: 549300VMOZD9W6DJLT40 | Long             | EC               | RF                | US        |  25316523 | NS      | $252658896.85 | 6.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                   | ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A                                                            | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    352201 | PA      | $353733.75    | 0.01%             | 2026-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2023-1A                                                | HILTON GRAND VACATIONS TRUST 2023-1A C 6.94% 01/25/2038 144A                                                       | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120597 | PA      | $123631.34    | 0.00%             | 2038-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                          | PENSKE TRUCK LEASING CO LP /CORP 1.7% 06/15/2026 144A                                                              | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364000 | PA      | $352715.61    | 0.01%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                          | FANNIEMAE 30YR 5.5% 09/01/2053#FA0048                                                                              | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86750 | PA      | $86666.89     | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2023-3                                                 | DELL EQUIPMENT FINANCE TRUST 2023-3 6.75% 10/22/2029 144A                                                          | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101604.35    | 0.00%             | 2029-10-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A                                                                       | SFAST 2025-1A 4.65% 05/22/2028 144A                                                                                | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2067921 | PA      | $2067708.20   | 0.05%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 6/40 #AD6438                                                                                            | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60380 | PA      | $60686.52     | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2016-I LTD                                                             | CIFC FUNDING 2016-I LTD D1R3 TSFR3M+230 10/21/2031 144A                                                            | CUSIP: 17180TBS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    670000 | PA      | $670640.52    | 0.02%             | 2031-10-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2020-609M                                         | J P MORGAN CHASE COML MTG SECS TR 2020-609M TSFR1M+188.448 10/15/2033 144A                                         | CUSIP: 46652RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $985050.00    | 0.03%             | 2033-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP PARIBAS 2.219%/VAR 06/09/2026 144A                                                                             | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1998976.30   | 0.05%             | 2026-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BRAMBLES USA INC                                                                    | BRAMBLES USA INC 4.125% 10/23/2025 144A                                                                            | CUSIP: 10510KAC1<br>LEI: 549300ELM3HO6HFZSW59 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2093320.99   | 0.05%             | 2025-10-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WHOLE LOAN SEC TR                                                       | FREDDIE MAC WHOLE LOAN SEC TR 17-SC02 M1 CSTR 05/25/2047 144A                                                      | CUSIP: 3137G1BY2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      7183 | PA      | $7124.97      | 0.00%             | 2047-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                            | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A                                   | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    869000 | PA      | $868727.13    | 0.02%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TIAA CLO I LTD                                                                      | TIAA CLO I LTD ARR TSFR3M+125 07/20/2031 144A                                                                      | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |   1686534 | PA      | $1687068.50   | 0.04%             | 2031-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                    | DLLST 2024-1 LLC 4.93% 04/22/2030 144A                                                                             | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65000 | PA      | $65348.93     | 0.00%             | 2030-04-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                          | VMWARE INC 1.4% 08/15/2026                                                                                         | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2984813.89   | 0.08%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6.5% 12/01/2054#QX0557                                                                                   | CUSIP: 31425UTP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102708 | PA      | $105512.44    | 0.00%             | 2054-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPDR NYSE TECHNOLOGY ETF                                                            | SPDR Blmbg 1-3 Mth T-Bill ETF                                                                                      | CUSIP: 78468R663<br>LEI: 549300PS44ZVKSLTMI64 | Long             | EC               | RF                | US        |    549754 | NS      | $50434431.96  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2023-1A                                                | HILTON GRAND VACATIONS TRUST 2023-1A 6.11% 01/25/2038 144A                                                         | CUSIP: 432917AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650279 | PA      | $661620.91    | 0.02%             | 2038-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2023-2                                                        | HPEFS EQUIPMENT TRUST 2023-2 6.97% 07/21/2031 144A                                                                 | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215000 | PA      | $218360.90    | 0.01%             | 2031-07-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2023-HB1                                                           | OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A                                                                     | CUSIP: 67578KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42481 | PA      | $41923.58     | 0.00%             | 2036-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                          | VERIZON COMMUNICATIONS INC 2.1% 03/22/2028                                                                         | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1488935.72   | 0.04%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 12/34 #003651                                                                                           | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8530 | PA      | $8584.55      | 0.00%             | 2034-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 3% 09/01/2028#AU6682                                                                                     | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164089 | PA      | $160835.95    | 0.00%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLEBEE'S/IHOP FUNDING LLC                                                         | APPLEBEE'S/IHOP FUNDING LLC 4.723% 06/05/2049 144A                                                                 | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1395900 | PA      | $1370773.94   | 0.04%             | 2049-06-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | FORD MTR CR CO LLC 5.125% 11/05/2026                                                                               | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    780000 | PA      | $773060.15    | 0.02%             | 2026-11-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 1/36 #003805                                                                                            | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4358 | PA      | $4386.43      | 0.00%             | 2036-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-1                                                     | ANGEL OAK MORTGAGE TRUST 2021-1 0.909% 01/25/2066 144A                                                             | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    372988 | PA      | $324732.39    | 0.01%             | 2066-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                     | BANK 2024-BNK47 A1 5.523% 06/15/2057                                                                               | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172193 | PA      | $175556.29    | 0.00%             | 2057-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THL CREDIT WIND RIVER 2015-1 CLO LTD                                                | THL CREDIT WIND RIVER 2015-1 CLO LTD A1R3 TSFR3M+120 10/20/2030 144A                                               | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-CBDO         | CORP              | KY        |    297541 | PA      | $297581.94    | 0.01%             | 2030-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 4.9%/VAR 01/24/2028                                                                         | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1555728.34   | 0.04%             | 2028-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                        | FORTINET INC 1% 03/15/2026                                                                                         | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1443551.42   | 0.04%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                      | CITIBANK NA 5.438% 04/30/2026                                                                                      | CUSIP: 17325FBF4<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5040260.60   | 0.13%             | 2026-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                                      | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.87% 08/15/2031                                                    | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $480508.51    | 0.01%             | 2031-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIII LTD                                                      | MADISON PARK FUNDING XXIII LTD AR TSFR3M+123.161 07/27/2031 144A                                                   | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    679958 | PA      | $679592.55    | 0.02%             | 2031-07-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2024-HQA1                                             | FREDDIE MAC STACR REMIC TRUST 25-DNA1 A1 SOFR30A+95 01/25/2045 144A                                                | CUSIP: 35564NFY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    312812 | PA      | $312339.56    | 0.01%             | 2045-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                             | BECTON DICKINSON and CO 6.7% 12/01/2026                                                                            | CUSIP: 075887CE7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    731000 | PA      | $750965.53    | 0.02%             | 2026-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | INTEL CORP 3.75% 08/05/2027                                                                                        | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    655000 | PA      | $642897.61    | 0.02%             | 2027-08-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2019-1                                                               | TOWD PT MTG TR 2019-1 3.75% 03/25/2058 144A                                                                        | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    348386 | PA      | $337091.58    | 0.01%             | 2058-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 04/20/2050#BT2983                                                                                       | CUSIP: 3617MRJ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21041 | PA      | $19445.93     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                          | BP CAP MARKETS AMERICA INC 4.234% 11/06/2028                                                                       | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    585000 | PA      | $581911.21    | 0.02%             | 2028-11-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 5.389%/VAR 07/28/2027                                                                          | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2623186.67   | 0.07%             | 2027-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2020-H1                                                           | GALTON FDG MTG TR 2020-H1 3.092% 01/25/2060 144A                                                                   | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    625000 | PA      | $511536.81    | 0.01%             | 2060-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                                                         | CARMAX AUTO OWNER TR 2024-2 6.42% 10/15/2030                                                                       | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $72009.27     | 0.00%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 4.5% 09/01/2052#SD8245                                                                                   | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3458772 | PA      | $3274569.18   | 0.09%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MTG TR                                                            | BENCHMARK 2024-V6 MTG TR 5.56775% 03/15/2057                                                                       | CUSIP: 081927AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210759 | PA      | $211866.71    | 0.01%             | 2057-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 3.95% 06/06/2025 144A                                                                | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    760000 | PA      | $759918.52    | 0.02%             | 2025-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                      | PNC FINANCIAL SERVICES GRP INC 4.758%/VAR 01/26/2027                                                               | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4022291.56   | 0.11%             | 2027-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI OHIO                                                          | US BANK NA CINCINNATI OHIO FRN SOFR+91 05/15/2028                                                                  | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3505810.00   | 0.09%             | 2028-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | BANCO SANTANDER SA 5.552%/VAR 03/14/2028                                                                           | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $809632.85    | 0.02%             | 2028-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC 6.496%/VAR 09/13/2027                                                                                 | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2654408.95   | 0.07%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 5.8% 09/12/2025 144A                                                                 | CUSIP: 928668BU5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5660000 | PA      | $5669048.30   | 0.15%             | 2025-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-2                                                   | VERUS SECURITIZATION TRUST 2021-2 A1 1.031% 02/25/2066 144A                                                        | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    201455 | PA      | $181378.57    | 0.00%             | 2066-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027                                                                | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2688550.06   | 0.07%             | 2027-09-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 05/01/2040#AL0474                                                                                   | CUSIP: 3138EGQ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340963 | PA      | $350403.30    | 0.01%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HAROT 2025-2 A2A                                                                    | HAROT 2025-2 A2A 4.3% 01/18/2028                                                                                   | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2236000 | PA      | $2230833.72   | 0.06%             | 2028-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 A2                                                                     | DRIVE 2025-1 A2 5.05% 08/15/2028                                                                                   | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1260000 | PA      | $1259947.21   | 0.03%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                  | REALTY INCOME CORP 5.05% 01/13/2026                                                                                | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229537.77    | 0.01%             | 2026-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                                        | SBNA AUTO LEASE TRUST 2024-B 5.67% 11/20/2026 144A                                                                 | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    677865 | PA      | $678862.65    | 0.02%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                           | TORONTO DOMINION BANK FRN SOFR+48 10/10/2025                                                                       | CUSIP: 89115A2Z4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4002720.00   | 0.10%             | 2025-10-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MMAF 2021-A                                                                         | MMAF 2021-A 1.19% 11/13/2043 144A                                                                                  | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215000 | PA      | $209306.86    | 0.01%             | 2043-11-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 09/01/2048#MA3468                                                                                   | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36346 | PA      | $34787.87     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                      | EXTENDED STAY AMER TR 2021-ESH C TSFR1M+181.448 07/15/2038 144A                                                    | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    699048 | PA      | $699048.10    | 0.02%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINANCIAL SERVICES INC                                              | HARLEY DAVIDSON FINL SVCS INC CP 0% 06/24/2025                                                                     | CUSIP: 41282JTQ4<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1579754.13   | 0.04%             | 2025-06-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2                                                    | KUBOTA CREDIT OWNER TRUST 2024-2 5.45% 04/15/2027 144A                                                             | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    768364 | PA      | $771994.45    | 0.02%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                            | HUNTINGTON NATL BK COLUMBUS OH 4.957% 03/21/2033 144A                                                              | CUSIP: 446438SX2<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |   1067777 | PA      | $1064781.72   | 0.03%             | 2033-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TR 2023-A                                                    | WORLD OMNI SELECT AUTO TR 2023-A 5.87% 08/15/2028                                                                  | CUSIP: 98163UAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $282096.84    | 0.01%             | 2028-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC                       | OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC AAR4 TSFR3M+81 02/14/2031 144A                       | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    656199 | PA      | $654691.93    | 0.02%             | 2031-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 22 LTD                                                           | OHA CREDIT FUNDING 22 LTD A1 TSFR3M+ 07/20/2038 144A                                                               | CUSIP: 67121HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1854000 | PA      | $1856017.15   | 0.05%             | 2038-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2020-EXP2                                                       | CITIGROUP MORTGAGE LOAN TRUST INC 2.5% 08/25/2050 144A                                                             | CUSIP: 17328PAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    154748 | PA      | $128051.32    | 0.00%             | 2050-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2021-INV1                                                | BINOM SECURITIZATION TRUST 2021-INV1 A3 2.625% 06/25/2056 144A                                                     | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    251353 | PA      | $227730.24    | 0.01%             | 2056-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 01/20/2048#MA4965                                                                                       | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44069 | PA      | $43721.96     | 0.00%             | 2048-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                     | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 06/18/2029                                                                    | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    873000 | PA      | $856151.82    | 0.02%             | 2029-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                                        | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03 SOFR30A+145 03/25/2045 144A                                           | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390781 | PA      | $392749.30    | 0.01%             | 2045-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SDR COML MTG TR 2024-DSNY                                                           | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY TSFR1M+174.115 05/15/2039 144A                                             | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $778396.88    | 0.02%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2018-CH2                                                             | SEQUOIA MTG TR 2018-CH2 A3 4% 06/25/2048 144A                                                                      | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74206 | PA      | $67660.23     | 0.00%             | 2048-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2020-5                                                      | VERUS SECURITIZATION TR 2020-5 1.733% 05/25/2065 144A                                                              | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79229 | PA      | $75570.01     | 0.00%             | 2065-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                 | SCHWAB CHARLES CORP 2.45% 03/03/2027                                                                               | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1442371.79   | 0.04%             | 2027-03-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO IX LTD                                                                 | TRINITAS CLO IX LTD BRRR TSFR3M+170 01/20/2032 144A                                                                | CUSIP: 89641JAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    815000 | PA      | $815848.42    | 0.02%             | 2032-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC 1.95% 09/20/2038 144A                                              | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    216303 | PA      | $210419.93    | 0.01%             | 2038-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP PARIBAS 4.792%/VAR 05/09/2029 144A                                                                             | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1760000 | PA      | $1757029.21   | 0.05%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | ATHENE GLOBAL FUNDING 2.95% 11/12/2026 144A                                                                        | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2632175.38   | 0.07%             | 2026-11-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                                            | DELL EQUIP FIN TR 2025-1 C 5.25% 02/24/2031 144A                                                                   | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100742.66    | 0.00%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 05/01/2048#MA5194                                                                                       | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15641 | PA      | $15488.94     | 0.00%             | 2048-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 7.336%/VAR 11/03/2026                                                                            | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2020071.36   | 0.05%             | 2026-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2021-INV1                                                | BINOM SECURITIZATION TRUST 2021-INV1 A2 2.37% 06/25/2056 144A                                                      | CUSIP: 05552UAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    801187 | PA      | $721677.10    | 0.02%             | 2056-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                         | WALMART INC FRN SOFRINDX+43 04/28/2027                                                                             | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2436000 | PA      | $2442187.44   | 0.06%             | 2027-04-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTST LINE CO                                                       | TRANS-ALLEGHENY INTST LINE CO 5.2% 01/15/2031 144A                                                                 | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $191464.76    | 0.01%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 24-1                                                   | DELL EQUIPMENT FINANCE TRUST 24-1 D 6.12% 09/23/2030 144A                                                          | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195000 | PA      | $197607.05    | 0.01%             | 2030-09-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES XXXIV CLO LTD                                                                  | ARES XXXIV CLO LTD AR3 TSFR3M+132 04/17/2033 144A                                                                  | CUSIP: 04015GAX7<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   4390000 | PA      | $4401984.70   | 0.12%             | 2033-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS HEALTH CORP 2.875% 06/01/2026                                                                                  | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    733000 | PA      | $719841.65    | 0.02%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | MORGAN STANLEY 6.138%/VAR 10/16/2026                                                                               | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3015018.66   | 0.08%             | 2026-10-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                       | INTERCONTINENTAL EXCHANGE INC 3.625% 09/01/2028                                                                    | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    754000 | PA      | $734368.71    | 0.02%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                        | SBA TOWER TR 4.831% 10/15/2029 144A                                                                                | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2233343.74   | 0.06%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 10/01/2054#SD7360                                                                                     | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229135 | PA      | $232986.77    | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                 | EXETER AUTOMOBILE RECEIVABLES TRUST 6.69% 06/15/2029                                                               | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $81342.33     | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C                                      | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C 5.8% 12/15/2026 144A                                                | CUSIP: 44935VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3744855 | PA      | $3757830.83   | 0.10%             | 2026-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                       | MARRIOTT INTERNATIONAL INC/MD 5.45% 09/15/2026                                                                     | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328365.53    | 0.01%             | 2026-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 08/01/2037#AD0762                                                                                   | CUSIP: 31418MZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37843 | PA      | $38858.93     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 03/01/2054#FS7426                                                                                   | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799054 | PA      | $797290.51    | 0.02%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST                                | AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST 3.7% 04/15/2027                                               | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227960 | PA      | $226133.83    | 0.01%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 10YR NOTE FUT (CBT)SEP25 TYU5                                                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -254 | NC      | $-198798.18   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MADISON PK FDG XLII LTD                                                             | MADISON PK FDG XLII LTD AR TSFR3M+115 11/21/2030 144A                                                              | CUSIP: 55822RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    988561 | PA      | $988765.76    | 0.03%             | 2030-11-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                           | CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A                                                                    | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    373369 | PA      | $376764.26    | 0.01%             | 2036-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | DOMINION ENERGY INC 1.45% 04/15/2026                                                                               | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3892132.40   | 0.10%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                                                  | VITERRA FINANCE BV 2% 04/21/2026 144A                                                                              | CUSIP: 92852LAA7<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    515000 | PA      | $501607.94    | 0.01%             | 2026-04-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2018-BOP                                                    | MORGAN STANLEY CAP I TR 2018-BOP A TSFR1M+89.7 06/15/2035 144A                                                     | CUSIP: 61768FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3654512 | PA      | $2985772.91   | 0.08%             | 2033-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                        | SBA TOWER TR 1.631% 05/15/2051 144A                                                                                | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1149000 | PA      | $1091930.09   | 0.03%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                      | DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026                                                               | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3155231.55   | 0.08%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                    | ERAC USA FIN LLC 4.6% 05/01/2028 144A                                                                              | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1212123.04   | 0.03%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR 2023-4                            | GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR 2023-4 5.89% 11/16/2026                                          | CUSIP: 379930AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    328786 | PA      | $329364.95    | 0.01%             | 2026-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 5.645%/VAR 04/23/2027                                                                          | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2623413.05   | 0.07%             | 2027-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2                                                                        | CARMX 2025-2 4.59% 07/17/2028                                                                                      | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1225000 | PA      | $1225536.31   | 0.03%             | 2028-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 45 SENIOR LOAN FUND                                                          | DRYDEN 45 SENIOR LOAN FUND BRR TSFR3M+165 10/15/2030 144A                                                          | CUSIP: 26244MBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1290000 | PA      | $1290513.42   | 0.03%             | 2030-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DRYDEN 68 CLO LTD                                                                   | DRYDEN 68 CLO LTD ARR TSFR3M+110 07/15/2035 144A                                                                   | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2331000 | PA      | $2322459.22   | 0.06%             | 2035-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                          | ONCOR ELEC DELIVERY CO LLC 4.5% 03/20/2027 144A                                                                    | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1574000 | PA      | $1576989.21   | 0.04%             | 2027-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                  | AVIS BUDGET RENTCAR FDG AE LLC 6.18% 10/20/2027 144A                                                               | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $211087.07    | 0.01%             | 2027-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACK IN THE BOX FUNDING LLC                                                         | JACK IN THE BOX FUNDING LLC 3.445% 02/26/2052 144A                                                                 | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    757350 | PA      | $728212.70    | 0.02%             | 2052-02-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                            | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.125% 09/25/2027 144A                                                    | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    690000 | PA      | $696800.36    | 0.02%             | 2027-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                            | BX COML MTG TR 2024-MDHS TSFR1M+184.1 05/15/2041 144A                                                              | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    792677 | PA      | $792676.97    | 0.02%             | 2041-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NISSAN MASTER OWNER TR RECEIVABLE                                                   | NISSAN MASTER OWNER TR RECEIVABLES SOFR30A+190 02/15/2028 144A                                                     | CUSIP: 65479VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3001489.20   | 0.08%             | 2028-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 4.5% 05/50#RA2607                                                                                        | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98489 | PA      | $94143.62     | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OSS 2024-H6 MTG TR                                                                  | OSS 2024-H6 MTG TR 5.383% 09/25/2069 144A                                                                          | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1532458 | PA      | $1521480.83   | 0.04%             | 2069-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | MORGAN STANLEY 4.994%/VAR 04/12/2029                                                                               | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1074972.70   | 0.03%             | 2029-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                                              | IMPERIAL FUND MORTGAGE TRUST 1.516% 09/25/2056 144A                                                                | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    338186 | PA      | $287573.91    | 0.01%             | 2056-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                        | FIRSTENERGY TRANSMISSION LLC 4.55% 01/15/2030                                                                      | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307151.63    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIV LTD                                                       | MADISON PARK FUNDING XXIV LTD CR2 TSFR3M+205 10/20/2029 144A                                                       | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    855000 | PA      | $855614.75    | 0.02%             | 2029-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                    | GLENCORE FDG LLC FRN SOFRINDX+75 10/01/2026 144A                                                                   | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2601661.76   | 0.07%             | 2026-10-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                         | AMERICAN HONDA FINANCE CORP FRN SOFR+45 06/13/2025                                                                 | CUSIP: 02665WFH9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000250.53   | 0.08%             | 2025-06-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2023-B OWNER TR                                             | NISSAN AUTO RECEIVABLES 2023-B OWNER TR 5.95% 05/15/2026                                                           | CUSIP: 65480MAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    277213 | PA      | $277415.84    | 0.01%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 5% 12/01/2041#ZS3941                                                                                     | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196063 | PA      | $197056.04    | 0.01%             | 2041-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                             | BANK OF NEW YORK MELLON 4.729%/VAR 04/20/2029                                                                      | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1048957.28   | 0.03%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC 1.74% 10/20/2037 144A                                                                               | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    171583 | PA      | $165740.14    | 0.00%             | 2037-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2024-1                                                      | BMW VEHICLE LEASE TRUST 2024-1 5.1% 07/27/2026                                                                     | CUSIP: 05611UAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    447424 | PA      | $447788.28    | 0.01%             | 2026-07-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A                                                                       | MVWOT 2023-2A B 6.33% 11/20/2040 144A                                                                              | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    113146 | PA      | $115639.95    | 0.00%             | 2040-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                                                   | MA'ADEN SUKUK LTD 5.25% 02/13/2030 144A                                                                            | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1515907.50   | 0.04%             | 2030-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1                                          | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.5% 12/21/2026                                                         | CUSIP: 92867WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18913 | PA      | $18924.54     | 0.00%             | 2026-12-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                          | COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026                                                                        | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2643386.16   | 0.07%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                               | REPUBLIC SERVICES INC 4.75% 07/15/2030                                                                             | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    365000 | PA      | $368642.80    | 0.01%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                            | AMPHENOL CORPORATION NEW 5.05% 04/05/2029                                                                          | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    166000 | PA      | $169699.74    | 0.00%             | 2029-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 2.5% 01/01/2052#                                                                                         | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731541 | PA      | $601801.81    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.50% 7/32 #545759                                                                                            | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15386 | PA      | $15987.66     | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2014-EB1                                                      | GS MTG-BACKED SECS TR 2014-EB1A 2A1 CSTR 07/25/2044 144A                                                           | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4943 | PA      | $4963.74      | 0.00%             | 2044-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM RFT1Y+183 8 4/38 #956679                                                                                  | CUSIP: 31413VJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4801 | PA      | $4998.38      | 0.00%             | 2038-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                       | BAT INTL FINANCE PLC 4.448% 03/16/2028                                                                             | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1985000 | PA      | $1978746.32   | 0.05%             | 2028-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                             | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 07/07/2025 144A                                                       | CUSIP: 29449WAA5<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115645.94    | 0.00%             | 2025-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 2.099%/VAR 06/04/2026                                                                            | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5500000 | PA      | $5499185.62   | 0.14%             | 2026-06-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE BANK OF INDIA LONDON BRANCH                                                   | STATE BANK INDIA LONDON BRH 1.8% 07/13/2026 REGS                                                                   | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | DBT              | CORP              | GB        |   1850000 | PA      | $1790385.56   | 0.05%             | 2026-07-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                                                         | FIDELITY SAI SHORT-TERM BOND FUND                                                                                  | CUSIP: 31635T674<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |    520513 | NS      | $5064587.69   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC 2024-1                                               | ENTERPRISE FLEET FINANCING LLC 2024-1 5.23% 03/20/2030 144A                                                        | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1988859 | PA      | $2000381.37   | 0.05%             | 2030-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC 5.086%/VAR 02/25/2029                                                                                 | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1085000 | PA      | $1091239.87   | 0.03%             | 2029-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN MTG TR                                                               | ALEN 2021-ACEN MTG TR TSFR1M+126.448 04/15/2038 144A                                                               | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $844803.87    | 0.02%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 A3                                                                     | CARMX 2023-3 A3 5.61% 02/15/2029                                                                                   | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    975000 | PA      | $992495.79    | 0.03%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHIL CHEM LLC /CHEV LP                                                      | CHEVRON PHIL CHEM LLC /CHEV LP 3.4% 12/01/2026 144A                                                                | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2558816.18   | 0.07%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                                   | NATIONAL RURAL UTL COOP FIN 5.1% 05/06/2027                                                                        | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    582000 | PA      | $589508.22    | 0.02%             | 2027-05-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                      | PNC FINANCIAL SERVICES GRP INC 5.102%/VAR 07/23/2027                                                               | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3017645.34   | 0.08%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL CO KSC                                                         | EQUATE PETROCHEMICAL CO KSC 4.25% 11/03/2026 REGS                                                                  | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |   1850000 | PA      | $1832078.13   | 0.05%             | 2026-11-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US ULTRA BOND CBT FUT SEP25 WNU5                                                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -51 | NC      | $-113443.55   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                             | HCA INC 3.125% 03/15/2027                                                                                          | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1111129.04   | 0.03%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A                                           | EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A A2 4.94% 01/18/2028                                                      | CUSIP: 30166XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1900243.96   | 0.05%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B                                      | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.51% 10/15/2026 144A                                               | CUSIP: 44934FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400162 | PA      | $1403232.31   | 0.04%             | 2026-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                                        | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    835000 | PA      | $847114.42    | 0.02%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                        | SABINE PASS LIQUEFACTION LLC 4.2% 03/15/2028                                                                       | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    308000 | PA      | $305119.14    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TR 2024-1                                                                 | BOFA AUTO TR 2024-1 5.57% 12/15/2026 144A                                                                          | CUSIP: 09709AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    593705 | PA      | $594771.12    | 0.02%             | 2026-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                              | CHASE AUTO OWNER TRUST 5.25% 09/27/2027 144A                                                                       | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1398882 | PA      | $1401968.40   | 0.04%             | 2027-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                  | CNO GLOBAL FUNDING 4.875% 12/10/2027 144A                                                                          | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    410000 | PA      | $411112.11    | 0.01%             | 2027-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                                        | SBNA AUTO LEASE TRUST 2024-C 4.56% 02/22/2028 144A                                                                 | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2097940.74   | 0.05%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OZLM FUNDING II LTD                                                                 | OZLM FUNDING II LTD A1A2 TSFR3M+120 07/30/2031 144A                                                                | CUSIP: 67108BBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    386444 | PA      | $386470.02    | 0.01%             | 2031-07-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                         | COMMONWEALTH BANK AUSTRALIA FRN SOFR+46 11/27/2026 144A                                                            | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3003885.00   | 0.08%             | 2026-11-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                                   | HUNTINGTON INGALLS INDUSTRIES INC 5.353% 01/15/2030                                                                | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335169.68    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 0.0% 05/01/2037#1G1921                                                                                    | CUSIP: 3128QSD29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1237 | PA      | $1275.16      | 0.00%             | 2037-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3% 11/01/2051#MA4467                                                                                     | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1637865 | PA      | $1406295.93   | 0.04%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                               | ENTERPRISE FLEET FINANCING 2024-3 LLC 5.31% 04/20/2027 144A                                                        | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1521230 | PA      | $1526059.86   | 0.04%             | 2027-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                             | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                                                           | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1994412.10   | 0.05%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                             | CORPORACION NACIONAL DEL COBRE DE CHILE 3.625% 08/01/2027 REGS                                                     | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    404000 | PA      | $394304.00    | 0.01%             | 2027-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARBYS FUNDING 2015-1A LLC                                                           | ARBYS FUNDING 2015-1A LLC 3.237% 07/30/2050 144A                                                                   | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2138362 | PA      | $2032073.05   | 0.05%             | 2050-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS HEALTH CORP 5% 02/20/2026                                                                                      | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2822000 | PA      | $2825867.01   | 0.07%             | 2026-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                        | SYNOPSYS INC 4.65% 04/01/2028                                                                                      | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2087541.01   | 0.05%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2                                   | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2 4.4% 02/16/2028                                                  | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2465000 | PA      | $2463646.96   | 0.06%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 5.5% 04/20/2053#MA8801                                                                                     | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1311184 | PA      | $1307933.49   | 0.03%             | 2053-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 1.05% 07/15/2026                                                                                  | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $963954.52    | 0.03%             | 2026-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST LLC                                                        | ANGEL OAK MORTGAGE TRUST LLC VAR 01/25/2067 144A                                                                   | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1426385 | PA      | $1342680.07   | 0.04%             | 2067-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 5.218%/VAR 04/23/2031                                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1116032.50   | 0.03%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STARWOOD MTG RESIDENTIAL TR 2020-1                                                  | STARWOOD MTG RESIDENTIAL TR 2020-1 2.408% 02/25/2050 144A                                                          | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    288658 | PA      | $273998.70    | 0.01%             | 2050-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2 LTD                                               | PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A                                               | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    410829 | PA      | $410895.28    | 0.01%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS HEALTH CORP 3.875% 07/20/2025                                                                                  | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2496685.73   | 0.07%             | 2025-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                              | MARVELL TECHNOLOGY INC 1.65% 04/15/2026                                                                            | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1763429.01   | 0.05%             | 2026-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 6.663% 12/15/2033 144A                                                                   | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    411408 | PA      | $414409.54    | 0.01%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                               | RIO TINTO FIN USA PLC 4.875% 03/14/2030                                                                            | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    730000 | PA      | $737951.82    | 0.02%             | 2030-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 TR                                                                    | OBX 2019-EXP2 TR TSFR1M+131.448 07/25/2059 144A                                                                    | CUSIP: 67113KAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60999 | PA      | $60959.86     | 0.00%             | 2059-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 6/35 #735591                                                                                            | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6667 | PA      | $6703.98      | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | ENBRIDGE INC 5.9% 11/15/2026                                                                                       | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $406737.12    | 0.01%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2020-PT-B                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB 1.6% 09/15/2054 144A                                                     | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    943241 | PA      | $884210.14    | 0.02%             | 2054-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | MORGAN STANLEY 4.679%/VAR 07/17/2026                                                                               | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4699367.85   | 0.12%             | 2026-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2021-4                                          | SANTANDER DRIVE AUTO RECEIVABLES TR 2021-4 E 4.03% 03/15/2029 144A                                                 | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3478323.80   | 0.09%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6.5% 02/01/2054#MA5273                                                                                   | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8621807 | PA      | $8855732.02   | 0.23%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                              | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.62% 01/15/2030                                                            | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1165544.78   | 0.03%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                       | MARRIOTT INTERNATIONAL INC/MD 3.125% 06/15/2026                                                                    | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1601726.93   | 0.04%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                         | PACIFIC GAS and ELECTRIC CO 3.15% 01/01/2026                                                                       | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    895000 | PA      | $885214.06    | 0.02%             | 2026-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                 | SCHWAB CHARLES CORP 3.2% 03/02/2027                                                                                | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    375000 | PA      | $367967.55    | 0.01%             | 2027-03-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 4.8% 09/01/2028                                                                                   | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    835000 | PA      | $834815.81    | 0.02%             | 2028-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 6.00% 2/35 #G01777                                                                                            | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32050 | PA      | $33347.00     | 0.00%             | 2035-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                 | STATE ST BK and TR CO BOSTON FRN SOFR+46 11/25/2026                                                                | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1935296.31   | 0.05%             | 2026-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                                                 | FORD CREDIT AUTO OWNER TRUST 2023-A 5.07% 01/15/2029                                                               | CUSIP: 344928AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1495000 | PA      | $1505451.40   | 0.04%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5.6% 03/30/2028 144A                                                                              | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    580000 | PA      | $590520.74    | 0.02%             | 2028-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                            | FMC CORP 3.2% 10/01/2026                                                                                           | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    535000 | PA      | $522855.40    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                               | TRANSCONTINENTAL GAS LINE LLC 7.85% 02/01/2026                                                                     | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3036981.30   | 0.08%             | 2026-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | STANDARD CHARTERED PLC 4.3% 02/19/2027 144A                                                                        | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    327000 | PA      | $323586.70    | 0.01%             | 2027-02-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                                               | HPEFS EQUIP TR 2024-2 5.5% 10/20/2031 144A                                                                         | CUSIP: 40444MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1029079 | PA      | $1031252.65   | 0.03%             | 2031-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                         | HEINEKEN NV 3.5% 01/29/2028 144A                                                                                   | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   4003000 | PA      | $3911885.32   | 0.10%             | 2028-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JUNIPER VALLEY PARK CLO LLC                                                         | JUNIPER VALLEY PARK CLO LLC AR TSFR3M+125 07/20/2036 144A                                                          | CUSIP: 48206KAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2502537.50   | 0.07%             | 2036-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CAIXABANK SA 6.684%/VAR 09/13/2027 144A                                                                            | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1530000 | PA      | $1565289.89   | 0.04%             | 2027-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                           | CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A                                                                    | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    183642 | PA      | $185863.60    | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2020-A                                                 | HILTON GRAND VACATIONS TRUST 2020-A 4.22% 02/25/2039 144A                                                          | CUSIP: 43285HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    257535 | PA      | $253796.13    | 0.01%             | 2039-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X2                                           | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 5.22% 12/17/2029 144A                                                    | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1482722 | PA      | $1483191.29   | 0.04%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                 | iShares Ultra Short Duration Bd Actv ETF                                                                           | CUSIP: 46434V878<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |   2694174 | NS      | $136513796.58 | 3.57%             |  |  |  | No            |                  1 | On Loan: —       |
| WORLD OMNI AUTO RECEIVABLES TR 2023-D                                               | WORLD OMNI AUTO RECEIVABLES TR 2023-D 5.91% 02/16/2027                                                             | CUSIP: 98164DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    227244 | PA      | $227598.79    | 0.01%             | 2027-02-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FEDERAL NATL 30YR 6.5% 01/01/2055#DC9630                                                                           | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94559 | PA      | $97135.24     | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2020-INV1                                                         | J P MORGAN MTG TR 2020-INV1 3.5% 08/25/2050 144A                                                                   | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130215 | PA      | $113088.83    | 0.00%             | 2050-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MED COML MTG TR 2024-MOB                                                            | MED COML MTG TR 2024-MOB A TSFR1M+159.151 05/15/2041                                                               | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $991139.30    | 0.03%             | 2041-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2024-3                                                     | OCTANE RECEIVABLES TRUST 2024-3 4.94% 05/20/2030 144A                                                              | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    365000 | PA      | $365255.46    | 0.01%             | 2030-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                             | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+78 04/01/2027 144A                                                | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3496256.86   | 0.09%             | 2027-04-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIII LTD                                                      | MADISON PARK FUNDING XXIII LTD BR TSFR3M+181.161 07/27/2031 144A                                                   | CUSIP: 55820TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1110000 | PA      | $1110584.97   | 0.03%             | 2031-07-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 1/38 #961181                                                                                            | CUSIP: 31414BJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1726 | PA      | $1775.99      | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MTLRF 2025-1A                                                                       | MTLRF 2025-1A 4.7% 12/16/2027 144A                                                                                 | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1040000 | PA      | $1041296.98   | 0.03%             | 2027-12-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 10/01/2053#CB7333                                                                                   | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1629057 | PA      | $1624951.70   | 0.04%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                  | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                                             | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1964000 | PA      | $1949270.00   | 0.05%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                                                  | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3351685.42   | 0.09%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2019-1                                                            | GALTON FDG MTG TR 2019-1 4.5% 02/25/2059 144A                                                                      | CUSIP: 36418WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36334 | PA      | $35030.71     | 0.00%             | 2059-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLP COML MTG 2024-INDS                                                              | BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A                                                            | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411791 | PA      | $412048.45    | 0.01%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                  | AVIS BUDGET RENTCAR FDG AE LLC 6.24% 04/20/2027 144A                                                               | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300961.86    | 0.01%             | 2027-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                      | CITIBANK NA 4.929% 08/06/2026                                                                                      | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3016894.62   | 0.08%             | 2026-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                     | NXP B V/NXP FDG LLC/NXP USA INC 3.875% 06/18/2026                                                                  | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2695000 | PA      | $2673097.06   | 0.07%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 2.5% 01/01/2052#RA6623                                                                                   | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    799609 | PA      | $661296.08    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD                                                  | OCTAGON INVESTMENT PARTNERS 39 LTD AR TSFR3M+115 10/20/2030 144A                                                   | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    659895 | PA      | $659888.67    | 0.02%             | 2030-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V11 MTG TR                                                           | BENCHMARK 2024-V11 AM MTG TR 6.201% 11/15/2057                                                                     | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $605528.47    | 0.02%             | 2057-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                    | GMF FLOORPLAN OWNER REVOLVING TR 2023-1 A2 SOFR30A+115 06/15/2028 144A                                             | CUSIP: 361886CS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1005109.00   | 0.03%             | 2028-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                            | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                                          | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1213926.48   | 0.03%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                                   | OWENS CORNING NEW 5.5% 06/15/2027                                                                                  | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    690000 | PA      | $699950.22    | 0.02%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                             | GA GLOBAL FUNDING TRUST 5.4% 01/13/2030 144A                                                                       | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1153773.48   | 0.03%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                         | EXELON CORP 3.4% 04/15/2026                                                                                        | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1124077.85   | 0.03%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                          | VERUS SECURITIZATION TRUST 1.155% 01/25/2066 144A                                                                  | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78404 | PA      | $70327.73     | 0.00%             | 2066-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DRYDEN 77 CLO LTD                                                                   | DRYDEN 77 CLO LTD AR TSFR3M+138.161 05/20/2034 144A                                                                | CUSIP: 26252VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1700841.50   | 0.04%             | 2034-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST 2025-1                                                              | BOFA AUTO TRUST 2025-1 4.52% 11/22/2027 144A                                                                       | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $799404.32    | 0.02%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+185 11/25/2043 144A                                                | CUSIP: 35564K3F4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    264894 | PA      | $267931.22    | 0.01%             | 2043-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A                                    | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A 1.57% 01/15/2027 144A                                             | CUSIP: 80282YAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    801000 | PA      | $792470.39    | 0.02%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                            | EBAY INC 3.6% 06/05/2027                                                                                           | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1876569.53   | 0.05%             | 2027-06-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                            | BHP BILLITON FIN USA LTD 5% 02/21/2030                                                                             | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1625000 | PA      | $1650156.15   | 0.04%             | 2030-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2023-B                                                 | FORD CREDIT AUTO LEASE TRUST 2023-B C 6.43% 04/15/2027                                                             | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    575000 | PA      | $581009.96    | 0.02%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 6/35 #735578                                                                                            | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118261 | PA      | $118942.41    | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 4.60% 6/38 #1G2860                                                                                        | CUSIP: 3128QTE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8910 | PA      | $9145.30      | 0.00%             | 2038-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FDG LLC                                                                | JERSEY MIKES FDG LLC 2.891% 02/15/2052 144A                                                                        | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49500 | PA      | $47702.75     | 0.00%             | 2052-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                              | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.78% 09/15/2027                                                            | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88320 | PA      | $88637.94     | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 03/48#BE6823                                                                                            | CUSIP: 3617G1SL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59830 | PA      | $55574.79     | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 5.78% 2/37 #1Q0196                                                                                        | CUSIP: 3128S4GD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1063 | PA      | $1102.25      | 0.00%             | 2037-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 A2                                                                      | COLT 2025-4 A2 A1 VAR 04/25/2070 144A                                                                              | CUSIP: 12674HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    435000 | PA      | $436580.70    | 0.01%             | 2070-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLE TRUST                                                             | OCTANE RECEIVABLE TRUST 5.68% 05/20/2030 144A                                                                      | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    244854 | PA      | $246508.48    | 0.01%             | 2030-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | CITIGROUP INC 5.174%/VAR 02/13/2030                                                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    710000 | PA      | $719123.35    | 0.02%             | 2030-02-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 3.5% 02/01/2052#SD1932                                                                                   | CUSIP: 3132DPED6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    941276 | PA      | $840492.47    | 0.02%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 2/36 #745275                                                                                            | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9167 | PA      | $9220.84      | 0.00%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                    | BANK5 2024-5YR12 5.902% 12/15/2057                                                                                 | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $420573.99    | 0.01%             | 2057-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC 1.34% 11/20/2037 144A                                              | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60478 | PA      | $59218.77     | 0.00%             | 2037-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                         | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809% 05/08/2027                                                      | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1490000 | PA      | $1514512.02   | 0.04%             | 2027-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2022-1 TR                                                        | HOME PARTNERS AMER 2022-1 TR 3.93% 04/17/2039 144A                                                                 | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    488004 | PA      | $479483.82    | 0.01%             | 2039-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 2023-A LLC                                               | ELARA HGV TIMESHARE ISSUER 2023-A A LLC 6.16% 02/25/2038 144A                                                      | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    188883 | PA      | $193588.29    | 0.01%             | 2038-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO IX LTD                                                                 | TRINITAS CLO IX LTD ARRR TSFR3M+120 01/20/2032 144A                                                                | CUSIP: 89641JAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    645835 | PA      | $645849.92    | 0.02%             | 2032-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KT CORP                                                                             | KT CORP 4% 08/08/2025 144A                                                                                         | CUSIP: 48268KAG6<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   1525000 | PA      | $1523003.42   | 0.04%             | 2025-08-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-TY                                                                   | BPR TRUST 2021-TY TSFR1M+126.448 09/23/2023 144A                                                                   | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $772244.85    | 0.02%             | 2038-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR3 TRUST                                                                | AMSR 2020-SFR3 C TRUST 2.056% 09/17/2037 144A                                                                      | CUSIP: 001807AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    915000 | PA      | $905733.61    | 0.02%             | 2037-09-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+106 08/14/2026 144A                                                         | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2956000 | PA      | $2965618.82   | 0.08%             | 2026-08-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                            | HUNTINGTON NATL BK COLUMBUS OH FRN SOFR+72 04/12/2028                                                              | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2312000 | PA      | $2306497.44   | 0.06%             | 2028-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6.5% 12/01/2032#995629                                                                                   | CUSIP: 31416CA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14320 | PA      | $14860.82     | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                       | HEWLETT PACKARD ENTERPRISE CO 4.45% 09/25/2026                                                                     | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1478835.40   | 0.04%             | 2026-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                                        | FEDERATION DES CAISE DESJARDIN FRN SOFR+63 01/27/2027 144A                                                         | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3007299.84   | 0.08%             | 2027-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                     | PHILIP MORRIS INTL INC 5.125% 11/17/2027                                                                           | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    307000 | PA      | $312451.36    | 0.01%             | 2027-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 3.5% 01/20/2047#MA4196                                                                                     | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63209 | PA      | $57223.01     | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TR 2024-A                                                    | WORLD OMNI SELECT AUTO TR 2024-A 5.37% 02/15/2028                                                                  | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1318191 | PA      | $1321338.36   | 0.03%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                                      | CARMAX AUTO OWNER TRUST 2024-1 5.47% 08/15/2029                                                                    | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    505000 | PA      | $509730.64    | 0.01%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% #AE0801                                                                                                 | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56919 | PA      | $59719.62     | 0.00%             | 2039-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 5/36 #003850                                                                                            | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5541 | PA      | $5577.59      | 0.00%             | 2036-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2020-A                                                 | HILTON GRAND VACATIONS TRUST 2020-AA A 2.74% 02/25/2039 144A                                                       | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    167155 | PA      | $162353.66    | 0.00%             | 2039-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD                                                               | BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A                                                               | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2495762.50   | 0.07%             | 2034-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 5.6% 06/01/2029                                                                                   | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    515000 | PA      | $529165.38    | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXII LTD                                                            | SOUND POINT CLO XXII LTD BRR TSFR3M+165 01/20/2032 144A                                                            | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250054.75    | 0.01%             | 2032-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 5.5% 04/01/2055#SL0876                                                                                   | CUSIP: 31427M6N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1438970 | PA      | $1428328.64   | 0.04%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                                                  | VITERRA FINANCE BV 4.9% 04/21/2027 144A                                                                            | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   1230000 | PA      | $1229694.43   | 0.03%             | 2027-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                      | CITIBANK NA FRN SOFR+78.1 05/29/2027                                                                               | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2651232.25   | 0.07%             | 2027-05-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED LN TR 2019-D                                                     | NAVIENT PRIVATE ED LN TR 2019-D 3.01% 12/15/2059 144A                                                              | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    189985 | PA      | $183645.61    | 0.00%             | 2059-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2                                       | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.71% 10/20/2027 144A                                                | CUSIP: 78397XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    905958 | PA      | $908288.87    | 0.02%             | 2027-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                          | CAPITAL ONE FINANCIAL CORP 7.149%/VAR 10/29/2027                                                                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    410000 | PA      | $422972.22    | 0.01%             | 2027-10-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                              | CDW LLC / CDW FIN CORP 5.1% 03/01/2030                                                                             | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $324559.63    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.75% 04/30/2027                                                                                         | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56985000 | PA      | $56809147.71  | 1.48%             | 2027-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-C                                               | HYUNDAI AUTO RECEIVABLES TRUST 2024-C 4.53% 09/15/2027                                                             | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2028640 | PA      | $2028189.99   | 0.05%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                        | COMCAST CORP 4.15% 10/15/2028                                                                                      | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    440000 | PA      | $437101.97    | 0.01%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SVCS CORP                                                               | HEALTH CARE SVCS CORP 5.2% 06/15/2029 144A                                                                         | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    585000 | PA      | $592278.73    | 0.02%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                                       | DLLAA 2023-1A 5.93% 07/20/2026 144A                                                                                | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34416 | PA      | $34469.70     | 0.00%             | 2026-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                      | FORD CR FLOORPLN MAST OWN TR A 5.48% 04/15/2029 144A                                                               | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $556851.41    | 0.01%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                                     | MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A                                     | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2320000 | PA      | $2312309.20   | 0.06%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                | VERIZON MASTER TRUST 4.51% 03/20/2030                                                                              | CUSIP: 92348KDY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2155000 | PA      | $2157939.64   | 0.06%             | 2030-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                           | STELLANTIS FINANCE US INC 5.35% 03/17/2028 144A                                                                    | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200575.98    | 0.01%             | 2028-03-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER BK AUTO CR LINKED NTS SER 2024-B                                          | SANTANDER BK AUTO CR LINKED NTS SER 2024-B 4.965% 01/18/2033 144A                                                  | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249415.35    | 0.01%             | 2033-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | BAYER US FIN II LLC 4.25% 12/15/2025 144A                                                                          | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1992563.32   | 0.05%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1                                       | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 5.35% 06/21/2027 144A                                                | CUSIP: 78435VAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150511 | PA      | $150620.00    | 0.00%             | 2027-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORP PLC                                                                  | ATLASSIAN CORP PLC 5.25% 05/15/2029                                                                                | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433554.29    | 0.01%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                         | PACIFIC GAS and ELECTRIC CO 3.5% 06/15/2025                                                                        | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1453859.19   | 0.04%             | 2025-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 24-A B 5.622% 06/15/2032 144A                                                            | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    305033 | PA      | $306895.78    | 0.01%             | 2032-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                        | NEXTERA ENERGY CAP HLDGS INC 5.749% 09/01/2025                                                                     | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315816.79    | 0.01%             | 2025-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | CITIGROUP INC FRN SOFR+111.43 05/07/2028                                                                           | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2204769.60   | 0.06%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC 2.37% 04/20/2028 144A                                                     | CUSIP: 03236VAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $297533.70    | 0.01%             | 2028-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM RFT1Y+188.1 84 5/38#963117                                                                                | CUSIP: 31414DPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5270 | PA      | $5476.11      | 0.00%             | 2038-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                      | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+68.5 10/15/2027                                                            | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000508.14   | 0.08%             | 2027-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TR 2024-A                                                  | HYUNDAI AUTO RECEIVABLES TR 2024-A 5.29% 04/15/2027                                                                | CUSIP: 448973AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1070688 | PA      | $1072684.93   | 0.03%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                                      | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC 3.28% 09/26/2033 144A                                               | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    544469 | PA      | $535362.26    | 0.01%             | 2033-09-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 4.54%/VAR 08/15/2026                                                                        | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1054572.89   | 0.03%             | 2026-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 2.5% 04/01/2052#SD0998                                                                                   | CUSIP: 3132DNDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435749 | PA      | $360102.71    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                                                         | CARMAX AUTO OWNER TR 2024-2 5.65% 05/17/2027                                                                       | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1165904 | PA      | $1168582.03   | 0.03%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 5.35% 07/15/2027                                                                          | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1244916.92   | 0.03%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                          | ZOETIS INC 3% 09/12/2027                                                                                           | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1258114.17   | 0.03%             | 2027-09-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | MARS INC 4.45% 03/01/2027 144A                                                                                     | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2202131.56   | 0.06%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NATWEST GROUP PLC 1.642%/VAR 06/14/2027                                                                            | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1937861.60   | 0.05%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 15YR 3% 11/01/2034#SB0222                                                                                     | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144828 | PA      | $138101.80    | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 04/20/2050#BU2156                                                                                       | CUSIP: 3617N3MD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42132 | PA      | $38938.47     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A                                                                         | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1812119.08   | 0.05%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                     | MVW 2021-1W LLC 1.94% 01/22/2041 144A                                                                              | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70031 | PA      | $66299.29     | 0.00%             | 2041-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                                  | S and P GLOBAL INC 2.45% 03/01/2027                                                                                | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1755689.76   | 0.05%             | 2027-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2025-A                                                 | FORD CREDIT AUTO LEASE TRUST 2025-A 4.57% 08/15/2027                                                               | CUSIP: 345282AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2115000 | PA      | $2114021.18   | 0.06%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 2% 02/01/2052#FS2040                                                                                     | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205957 | PA      | $160645.47    | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                           | GATX CORP 3.25% 09/15/2026                                                                                         | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    455000 | PA      | $446550.15    | 0.01%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                         | GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A                                                                      | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1087000 | PA      | $1080206.25   | 0.03%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2021-4                                          | SANTANDER DRIVE AUTO RECEIVABLES TR 2021-4 1.67% 10/15/2027                                                        | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    724968 | PA      | $716968.66    | 0.02%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+295 06/25/2042 144A                                                | CUSIP: 35564KYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    632149 | PA      | $646342.84    | 0.02%             | 2042-06-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                      | HOME DEPOT INC FRN SOFR+33 12/24/2025                                                                              | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2337349.01   | 0.06%             | 2025-12-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XV LTD                                                             | MARBLE POINT CLO XV LTD A1R2 TSFR3M+104 07/23/2032 144A                                                            | CUSIP: 56606YAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1380137 | PA      | $1377084.03   | 0.04%             | 2032-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                          | VERUS SECURITIZATION TRUST A2 1.052% 01/25/2066 144A                                                               | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    132684 | PA      | $118984.33    | 0.00%             | 2066-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | INTEL CORP 4.875% 02/10/2028                                                                                       | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    222000 | PA      | $223804.87    | 0.01%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 3.5% 08/20/2044#784101                                                                                     | CUSIP: 3622A2RW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142031 | PA      | $129971.50    | 0.00%             | 2044-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                    | WILLIAMS COS INC 4.8% 11/15/2029                                                                                   | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    670000 | PA      | $673732.97    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO and NUCLE PWR CO LTD                                                    | KOREA HYDRO and NUCLE PWR CO LTD 1.25% 04/27/2026 144A                                                             | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | KR        |   1421000 | PA      | $1380393.19   | 0.04%             | 2026-04-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 5% 03/01/2040#MA5651                                                                                     | CUSIP: 31418FH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    506459 | PA      | $506820.92    | 0.01%             | 2040-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | CREDIT AGRICOLE SA 5.589% 07/05/2026 144A                                                                          | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2600000 | PA      | $2632605.69   | 0.07%             | 2026-07-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THL CREDIT WIND RIVER 2019-3 CLO LTD                                                | THL CREDIT WIND RIVER 2019-3 CLO LTD AR2 TSFR3M+106 04/15/2031 144A                                                | CUSIP: 97314JAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    262547 | PA      | $262598.26    | 0.01%             | 2031-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 5.13%/VAR 11/19/2028                                                                             | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1220000 | PA      | $1228991.81   | 0.03%             | 2028-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                       | DTE ENERGY CO 5.2% 04/01/2030                                                                                      | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    820000 | PA      | $834058.30    | 0.02%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                             | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 01/11/2027 144A                                                       | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2043813.21   | 0.05%             | 2027-01-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2025-A                                                         | SMB PRIVATE ED LN TR 2025-A 5.13% 04/15/2054 144A                                                                  | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $601805.10    | 0.02%             | 2054-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THL CREDIT WIND RIVER 2019-3 CLO LTD                                                | THL CREDIT WIND RIVER 2019-3 CLO LTD CR2 TSFR3M+200 04/15/2031 144A                                                | CUSIP: 97314JAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    490000 | PA      | $489633.48    | 0.01%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-C OWNER TR                                             | TOYOTA AUTO RECEIVABLES OWNER 5.6% 08/17/2026                                                                      | CUSIP: 89231FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83912 | PA      | $83953.39     | 0.00%             | 2026-08-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                                | BANK OF MONTREAL QUE 5.92% 09/25/2025                                                                              | CUSIP: 06368LWT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5021125.70   | 0.13%             | 2025-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 7/35 #735676                                                                                            | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50459 | PA      | $50742.30     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                               | BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A                                             | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005541 | PA      | $996114.16    | 0.03%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 6/35 #735580                                                                                            | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17823 | PA      | $17922.39     | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                         | AMERICAN HONDA FINANCE CORP 4.95% 01/09/2026                                                                       | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2311900.66   | 0.06%             | 2026-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 7.5% 06/38#G62031                                                                                        | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49094 | PA      | $51991.87     | 0.00%             | 2038-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2020-2 RECEIVABLES FDG LLC                                         | SIERRA TIMESHARE 2020-2 RECEIVABLES FDG LLC 3.51% 07/20/2037 144A                                                  | CUSIP: 826525AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85216 | PA      | $84525.15     | 0.00%             | 2037-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3                                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3 E 2.7% 10/16/2028 144A                                               | CUSIP: 80287EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4300000 | PA      | $4267170.79   | 0.11%             | 2028-10-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-1                                                    | KUBOTA CREDIT OWNER TRUST 2025-1 4.61% 12/15/2027 144A                                                             | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2565000 | PA      | $2568740.54   | 0.07%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                    | GLENCORE FDG LLC 1.625% 04/27/2026 144A                                                                            | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1557125.10   | 0.04%             | 2026-04-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4.50% 9/40 #004801                                                                                         | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42900 | PA      | $42201.34     | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 3/37 #889506                                                                                            | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3746 | PA      | $3913.01      | 0.00%             | 2037-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                             | BLUE OWL ASSET LEASING TRUST 2024-1A A2 LLC 5.05% 03/15/2029 144A                                                  | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    872466 | PA      | $873119.63    | 0.02%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                        | FORD CREDIT AUTO LEASE TRUST 5.24% 07/15/2026                                                                      | CUSIP: 345290AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    202979 | PA      | $203043.40    | 0.01%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                         | BBCMS TRUST 5.502% 07/15/2057                                                                                      | CUSIP: 05555FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30856 | PA      | $30860.46     | 0.00%             | 2057-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                                 | DOLLAR GEN CORP NEW 5.2% 07/05/2028                                                                                | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    584000 | PA      | $591864.01    | 0.02%             | 2028-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2023-3                                                     | OCTANE RECEIVABLES TRUST 2023-3A C 6.74% 08/20/2029 144A                                                           | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101924.91    | 0.00%             | 2029-08-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                                 | PUBLIC SVC ENTERPRISE GRP INC 4.9% 03/15/2030                                                                      | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1283687.57   | 0.03%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XIV-B LTD                                                        | NORTHWOODS CAPITAL XIV-B LTD AR TSFR3M+125 11/13/2031 144A                                                         | CUSIP: 66860CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1741022 | PA      | $1740153.19   | 0.05%             | 2031-11-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+165 01/25/2034 144A                                                | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    156328 | PA      | $156958.86    | 0.00%             | 2034-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                     | CHEVRON USA INC FRN SOFRINDX+36 02/26/2027                                                                         | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   2704000 | PA      | $2704405.60   | 0.07%             | 2027-02-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRUST 2024-1                                                   | GM FINANCIAL LEASING TRUST 2024-1 5.18% 06/22/2026                                                                 | CUSIP: 36269FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    753949 | PA      | $754450.94    | 0.02%             | 2026-06-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 LLC                                               | ENTERPRISE FLEET FINANCING 2025-2 LLC 4.51% 02/22/2028 144A                                                        | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2594000 | PA      | $2590999.00   | 0.07%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                           | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 4.911% 09/01/2027 144A                                                   | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1180832.53   | 0.03%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | FOUNDRY JV HOLDCO LLC 5.9% 01/25/2030 144A                                                                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    330000 | PA      | $341437.34    | 0.01%             | 2030-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                                | CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.125% 06/30/2027                                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1012598.85   | 0.03%             | 2027-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 3.5% 11/20/2046#MA4069                                                                                     | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59247 | PA      | $53636.10     | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8                                                | PROGRESS RESIDENTIAL TRUST 2021-SFR8 1.681% 10/17/2038 144A                                                        | CUSIP: 74333TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    496000 | PA      | $476962.78    | 0.01%             | 2038-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                                                       | HDFC BANK LTD 5.686% 03/02/2026 REGS                                                                               | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |    800000 | PA      | $804656.00    | 0.02%             | 2026-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                                                               | HOLCIM FINANCE US LLC 4.7% 04/07/2028 144A                                                                         | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1030242.99   | 0.03%             | 2028-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 3.5% 11/01/2026#AJ5340                                                                                   | CUSIP: 3138AW5A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17832 | PA      | $17670.15     | 0.00%             | 2026-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2025-P1                                                 | CARVANA AUTO RECEIVABLES TR 2025-P1 4.5% 06/12/2028                                                                | CUSIP: 14689MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    695000 | PA      | $693885.98    | 0.02%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                             | BANK OF NOVA SCOTIA 5.35% 12/07/2026                                                                               | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2632110.60   | 0.07%             | 2026-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 4.45% 02/15/2026                                                                                  | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    905000 | PA      | $903851.19    | 0.02%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                                                            | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $3326709.74   | 0.09%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5.8% 06/26/2025 144A                                                                              | CUSIP: 44891ACF2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5002279.05   | 0.13%             | 2025-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 05/01/2054#CB8483                                                                                   | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157009 | PA      | $156514.91    | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | ENERGY TRANSFER LP 6.05% 12/01/2026                                                                                | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1921121.52   | 0.05%             | 2026-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2025-3                                                      | VERUS SECURITIZATION TR 2025-3 A1 VAR 05/25/2070 144A                                                              | CUSIP: 924928AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    417646 | PA      | $417790.64    | 0.01%             | 2070-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA 30YR 6.0% 7/15/36 #783564                                                                                     | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80812 | PA      | $83143.90     | 0.00%             | 2036-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OZLM XXI LTD                                                                        | OZLM XXI LTD A1R TSFR3M+115 01/20/2031 144A                                                                        | CUSIP: 67112AAJ0<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |    436614 | PA      | $436620.82    | 0.01%             | 2031-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                            | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260684 | PA      | $260684.49    | 0.01%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                                      | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028                                                    | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95000 | PA      | $94918.84     | 0.00%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 4/35 #735502                                                                                            | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8720 | PA      | $9075.65      | 0.00%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                             | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.6% 04/01/2027 144A                                                       | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1596374.22   | 0.04%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                    | DLLST 2024-1 LLC 5.05% 08/20/2027 144A                                                                             | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    245000 | PA      | $245685.14    | 0.01%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                          | HUMANA INC 1.35% 02/03/2027                                                                                        | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114242.62    | 0.00%             | 2027-02-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                | ENEL FINANCE INTL NV STEP 10/14/2025 144A                                                                          | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4025000 | PA      | $4052864.39   | 0.11%             | 2025-10-14      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                           | CHESAPEAKE FUNDING II LLC 5.65% 05/15/2035 144A                                                                    | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    884335 | PA      | $888164.32    | 0.02%             | 2035-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                                                       | ELEMENT FLEET MANAGEMENT CORP 5.643% 03/13/2027 144A                                                               | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $669546.39    | 0.02%             | 2027-03-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2016-I LTD                                                             | CIFC FUNDING 2016-I LTD AR3 TSFR3M+100 10/21/2031 144A                                                             | CUSIP: 17180TBL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1668964 | PA      | $1665794.65   | 0.04%             | 2031-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-1                                                  | ALLY AUTO RECEIVABLES TRUST 2024-1 5.32% 01/15/2027                                                                | CUSIP: 02008FAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    569689 | PA      | $570132.92    | 0.01%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                                     | TOYOTA LEASE OWNER TRUST 2025-A 4.58% 07/20/2027 144A                                                              | CUSIP: 89239NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1710000 | PA      | $1712029.43   | 0.04%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                        | DNB BANK ASA 1.535%/VAR 05/25/2027 144A                                                                            | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   2000000 | PA      | $1939935.78   | 0.05%             | 2027-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN                  | NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN AR TSFR3M+125 07/23/2036 144A                   | CUSIP: 64134VAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2519000 | PA      | $2519486.17   | 0.07%             | 2036-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 24-A C 5.818% 06/15/2032 144A                                                            | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    371345 | PA      | $373379.02    | 0.01%             | 2032-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                | VERIZON MASTER TRUST 5.61% 09/08/2028                                                                              | CUSIP: 92348KBZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2177000 | PA      | $2182764.91   | 0.06%             | 2028-09-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RCKT MTG TR 2024-CES-8                                                              | RCKT MTG TR 2024-CES-8 A1A STEP 11/25/2044 144A                                                                    | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1296278 | PA      | $1292285.93   | 0.03%             | 2044-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                                            | DELL EQUIP FIN TR 2024-2 4.69% 08/22/2030 144A                                                                     | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1824000 | PA      | $1825024.54   | 0.05%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027                                                                            | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2632259.03   | 0.07%             | 2027-08-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2022-DKLX                                                    | BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A                                                        | CUSIP: 05530SAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919603 | PA      | $916154.24    | 0.02%             | 2039-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                                               | HPEFS EQUIP TR 2024-2A D 5.82% 04/20/2032 144A                                                                     | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $425335.05    | 0.01%             | 2032-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                             | BANK OF NOVA SCOTIA 2.7% 08/03/2026                                                                                | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2647566.68   | 0.07%             | 2026-08-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                                      | CARMAX AUTO OWNER TRUST 2024-3 5.67% 01/15/2031                                                                    | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255000 | PA      | $258121.63    | 0.01%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 23 LLC                                                                 | FLATIRON CLO 23-1A AR LLC TSFR3M+124 04/17/2036 144A                                                               | CUSIP: 33883DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2303000 | PA      | $2303000.00   | 0.06%             | 2036-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 MORTGAGE LOAN TRUST                                                     | COLT 2024-6 MORTGAGE LOAN TRUST 5.644% 11/25/2069 144A                                                             | CUSIP: 19688XAB2<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-CBDO         | CORP              | US        |   1202875 | PA      | $1198289.45   | 0.03%             | 2069-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                                    | WOODSIDE FIN LTD 3.7% 09/15/2026 144A                                                                              | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    487000 | PA      | $480323.03    | 0.01%             | 2026-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                                | BANK OF MONTREAL QUE 4.567%/VAR 09/10/2027                                                                         | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2804000 | PA      | $2801713.90   | 0.07%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.5% 03/20/2048#MA5081                                                                                     | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36435 | PA      | $37455.71     | 0.00%             | 2048-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | BOEING CO 2.196% 02/04/2026                                                                                        | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2745506.95   | 0.07%             | 2026-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2018-CH3                                                             | SEQUOIA MTG TR 2018-CH3 4.5% 08/25/2048 144A                                                                       | CUSIP: 81746WAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3486 | PA      | $3424.25      | 0.00%             | 2048-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3                                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 5.91% 06/15/2027                                                     | CUSIP: 80287LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    383875 | PA      | $384239.80    | 0.01%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | VISTRA OPERATIONS CO LLC 5.05% 12/30/2026 144A                                                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1217166.11   | 0.03%             | 2026-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                 | SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026                                                                     | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2800000 | PA      | $2690591.43   | 0.07%             | 2026-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                      | SOLVENTUM CORP 5.4% 03/01/2029                                                                                     | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1000100.25   | 0.03%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 2% 10/01/2050#MA4158                                                                                     | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207561 | PA      | $162609.93    | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                      | FORD CR FLOORPLN MAST OWN TR 2023-1 D 6.62% 05/15/2028 144A                                                        | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $756631.35    | 0.02%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORDL 2023-A                                                                        | FORDL 2023-A 5.54% 12/15/2026                                                                                      | CUSIP: 345287AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1445000 | PA      | $1445864.54   | 0.04%             | 2026-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                               | REYNOLDS AMERICAN INC 4.45% 06/12/2025                                                                             | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4999624.90   | 0.13%             | 2025-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                            | BX COML MTG TR 2024-GPA3 TSFR1M+164.233 12/15/2039 144A                                                            | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670466 | PA      | $670465.51    | 0.02%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 4.899%/VAR 03/03/2029                                                                            | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1005000 | PA      | $1007284.87   | 0.03%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2019-5                                                         | NELNET STUDENT LN TR 2020-1A A TSFR1M+85.448 74 03/26/2068 144A                                                    | CUSIP: 64034GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145100 | PA      | $144152.39    | 0.00%             | 2068-03-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RLGH TR 2021-TROT                                                                   | RLGH TR 2021-TROT VAR 04/15/2026 144A                                                                              | CUSIP: 74969CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $648059.36    | 0.02%             | 2036-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 08/01/2037#889633                                                                                   | CUSIP: 31410KLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27086 | PA      | $27827.81     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                          | NASDAQ INC 5.35% 06/28/2028                                                                                        | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389991.92    | 0.01%             | 2028-06-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA INC 5.875% 02/15/2026                                                                                          | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5665000 | PA      | $5676766.49   | 0.15%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024                                                         | JOHN DEERE OWNER TRUST 2024 5.19% 02/16/2027                                                                       | CUSIP: 47800RAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1388021 | PA      | $1389941.96   | 0.04%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TR                                             | TOYOTA AUTO RECEIVABLES 2025-B OWNER TR 4.46% 03/15/2028                                                           | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2630000 | PA      | $2630857.91   | 0.07%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                         | CENCORA INC 3.45% 12/15/2027                                                                                       | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185470.69    | 0.00%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISTA PT SECURITIZATION TR 2020-2                                                   | VISTA POINT SECURITIZATION TRUST 2.496% 04/25/2065 144A                                                            | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    441617 | PA      | $422749.62    | 0.01%             | 2065-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-D                                                         | NELNET STUDENT LOAN TRUST 2021-D 1.63% 04/20/2062 144A                                                             | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    241956 | PA      | $227070.24    | 0.01%             | 2062-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GMF LEASING LLC                                                                     | GMF LEASING LLC 4.55% 07/20/2027                                                                                   | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2230000 | PA      | $2229580.98   | 0.06%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+129 04/23/2028                                                              | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1911628.84   | 0.05%             | 2028-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM6 TR                                                                    | OBX 2025-NQM6 A1 TR VAR 03/25/2065 144A                                                                            | CUSIP: 67448UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1426637 | PA      | $1427971.23   | 0.04%             | 2065-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 04/20/2050#BU2157                                                                                       | CUSIP: 3617N3ME3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31863 | PA      | $29417.43     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY                                             | HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY TSFR1M+184.146 09/15/2041 144A                                             | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1595000 | PA      | $1594003.13   | 0.04%             | 2041-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                            | AMPHENOL CORPORATION NEW 4.75% 03/30/2026                                                                          | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340712.53    | 0.01%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 TR                                                                    | OBX 2021-NQM1 TR A2 1.175% 02/25/2066 144A                                                                         | CUSIP: 67114BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    234272 | PA      | $201340.04    | 0.01%             | 2066-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                   | EVERSOURCE ENERGY 4.75% 05/15/2026                                                                                 | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002257.40   | 0.05%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 3.559%/VAR 04/23/2027                                                                  | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2672341.98   | 0.07%             | 2027-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 6.01% 11/36 #1G1326                                                                                       | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2281 | PA      | $2369.85      | 0.00%             | 2036-11-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3.5% 01/01/2048#MA3276                                                                                   | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439264 | PA      | $396486.55    | 0.01%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                                | WESTERN UN CO 1.35% 03/15/2026                                                                                     | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   2954000 | PA      | $2872197.39   | 0.08%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                        | AUTOZONE INC 5.165% 06/15/2030                                                                                     | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812639.30    | 0.02%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                                               | ENTERPRISE FLEET FINANCING 2025-1 LLC 4.65% 10/20/2027 144A                                                        | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2110000 | PA      | $2111212.41   | 0.06%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1                                        | AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-1 D 1.21% 12/18/2026                                                    | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    470000 | PA      | $469114.00    | 0.01%             | 2026-12-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 4.50% 5/41 #AI1888                                                                                            | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113877 | PA      | $111866.73    | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 12/01/2049#CA4823                                                                                     | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17744 | PA      | $16460.40     | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | FORD MTR CR CO LLC 5.125% 06/16/2025                                                                               | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1404943.67   | 0.04%             | 2025-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | INTEL CORP 4% 08/05/2029                                                                                           | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    715000 | PA      | $693298.31    | 0.02%             | 2029-08-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 1.35% 07/15/2025                                                                                  | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3086382.66   | 0.08%             | 2025-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BX 2021-BXMF                                                                        | BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A                                                                         | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1385765 | PA      | $1380567.90   | 0.04%             | 2026-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA 2024-A A3                                                                     | TESLA 2024-A A3 5.37% 06/22/2026 144A                                                                              | CUSIP: 88166VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38692 | PA      | $38722.08     | 0.00%             | 2026-06-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6.0% 02/37#AB0299                                                                                        | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3913 | PA      | $4087.79      | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                              | GOLDMAN SACHS BANK USA 5.283%/VAR 03/18/2027                                                                       | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3113184.95   | 0.08%             | 2027-03-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XV LTD / BATTALION CLO XV LLC                                         | BATTALION CLO XV LTD / BATTALION CLO XV LLC A1RR TSFR3M+98 01/17/2033 144A                                         | CUSIP: 07131AAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3118400 | PA      | $3107011.30   | 0.08%             | 2033-01-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2022-1D                                                | HILTON GRAND VACATIONS TRUST 2022-1D 3.61% 06/20/2034 144A                                                         | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    126906 | PA      | $124368.08    | 0.00%             | 2034-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2021-P4                                                 | CARVANA AUTO RECEIVABLES TR 2021-P4 1.98% 02/10/2028                                                               | CUSIP: 14687KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    445000 | PA      | $426375.06    | 0.01%             | 2028-02-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                                            | DELL EQUIP FIN TR 2024-2 B 4.82% 08/22/2030 144A                                                                   | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    105000 | PA      | $105215.41    | 0.00%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1                                       | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 4.95% 05/21/2029 144A                                                | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285000 | PA      | $285920.58    | 0.01%             | 2029-05-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVT SA                                                                | SCHLUMBERGER INVT SA 4.5% 05/15/2028                                                                               | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    749000 | PA      | $750744.83    | 0.02%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD                                                         | FORTRESS CREDIT BSL VII LTD A2R TSFR3M+140 07/23/2032 144A                                                         | CUSIP: 34956NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    980000 | PA      | $978248.74    | 0.03%             | 2032-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                 | iShares Short Treasury Bond ETF                                                                                    | CUSIP: 464288679<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |    773896 | NS      | $85469074.24  | 2.23%             |  |  |  | No            |                  1 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                                              | DIAMONDBACK ENERGY INC 5.2% 04/18/2027                                                                             | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    525000 | PA      | $530032.16    | 0.01%             | 2027-04-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                                            | DELL EQUIP FIN TR 2025-1 4.68% 07/22/2027 144A                                                                     | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    305000 | PA      | $305584.75    | 0.01%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 3.5% 12/01/2047#G08792                                                                                   | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    511734 | PA      | $462511.80    | 0.01%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                      | FEDERAL NATL MTG AS GTD RE PTT 2017-90 KA 3% 11/25/2047                                                            | CUSIP: 3136AYQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    333545 | PA      | $314242.94    | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2018-1                                                            | GALTON FUNDING MORTGAGE TRUST 2017-1 3.5% 11/25/2057 144A                                                          | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38662 | PA      | $34967.58     | 0.00%             | 2057-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-D OWNER TR                                             | TOYOTA AUTO RECEIVABLES 2023-D OWNER TR 5.8% 11/16/2026                                                            | CUSIP: 89239FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    379506 | PA      | $380119.31    | 0.01%             | 2026-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6% 08/01/2054#CB9011                                                                                     | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364009 | PA      | $370127.85    | 0.01%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3% 03/01/2050#                                                                                           | CUSIP: 31418DMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196292 | PA      | $168998.97    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                                              | POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A                                                        | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $225681.10    | 0.01%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                          | CAPITAL ONE FINANCIAL CORP 4.985%/VAR 07/24/2026                                                                   | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3884969.58   | 0.10%             | 2026-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                        | JACKSON NATL LIFE GLOBAL FDG 5.55% 07/02/2027 144A                                                                 | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    715000 | PA      | $726938.76    | 0.02%             | 2027-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027                                                                        | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3038730.45   | 0.08%             | 2027-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 6/39 #AD0527                                                                                            | CUSIP: 31418MSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14220 | PA      | $14636.68     | 0.00%             | 2039-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 08/20/2050#MA6822                                                                                       | CUSIP: 36179VSK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25942 | PA      | $24048.07     | 0.00%             | 2050-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                         | SPRINT CORP 7.625% 03/01/2026                                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2527482.10   | 0.07%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC 2.73% 10/20/2037 144A                                                                               | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    121070 | PA      | $117798.94    | 0.00%             | 2037-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR2 TR                                                     | TRICON RESIDENTIAL 2024-SFR2 TR 6% 06/17/2040 144A                                                                 | CUSIP: 89616VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1020000 | PA      | $1018484.89   | 0.03%             | 2040-06-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPTMENT TRUST                                                              | HPEFS EQUIPTMENT TRUST 23-1A C 5.91% 04/20/2028 144A                                                               | CUSIP: 40443DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    535000 | PA      | $536852.65    | 0.01%             | 2028-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                  | AVIS BUDGET RENTCAR FDG AE LLC 2.33% 08/20/2026 144A                                                               | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $269115.75    | 0.01%             | 2026-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING GROEP NV 4.858%/VAR 03/25/2029                                                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1060000 | PA      | $1064192.37   | 0.03%             | 2029-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                  | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 10/01/2025                                                | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1997487.00   | 0.05%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                         | OVINTIV INC 5.375% 01/01/2026                                                                                      | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    461000 | PA      | $461189.96    | 0.01%             | 2026-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 4/40 #AE0349                                                                                            | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36757 | PA      | $38576.58     | 0.00%             | 2040-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A                                | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A 5.32% 02/16/2027                                              | CUSIP: 981946AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1255588 | PA      | $1258454.97   | 0.03%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-2                                                         | CARMAX AUTO OWNER TR 2023-2 C 5.57% 11/15/2028                                                                     | CUSIP: 142921AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    955000 | PA      | $967166.70    | 0.03%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NATWEST GROUP PLC 7.472%/VAR 11/10/2026                                                                            | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3034454.79   | 0.08%             | 2026-11-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES 2024-1 LLC                                                      | VERDANT RECEIVABLES 2024-1 LLC 5.68% 12/12/2031 144A                                                               | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    222162 | PA      | $225189.20    | 0.01%             | 2031-12-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                          | MATTEL INC 3.375% 04/01/2026 144A                                                                                  | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1396147.91   | 0.04%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                 | iShares 1-3 Year Treasury Bond ETF                                                                                 | CUSIP: 464287457<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |   2001555 | NS      | $165428520.75 | 4.32%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 11/01/2048#MA3522                                                                                   | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56246 | PA      | $53817.76     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROWE T PRICE SHORT TERM BD FD INC                                                   | T. Rowe Price Ultra Short-Term Bond                                                                                | CUSIP: 77957P303<br>LEI: O3EF15Z749ITOPZMGX97 | Long             | EC               | RF                | US        |  42965758 | NS      | $217836395.57 | 5.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY AUTO RECEIVABLES TR 2023-A                                                     | ALLY AUTO RECEIVABLES TR 2023-A C 6.08% 01/17/2034 144A                                                            | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    281270 | PA      | $285427.62    | 0.01%             | 2034-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5.45% 06/24/2026 144A                                                                             | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009977.72   | 0.05%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                    | GMF FLOORPLAN OWNER REVOLVING TR SOFR30A+55 03/15/2029 144A                                                        | CUSIP: 361886DX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1646562.06   | 0.04%             | 2029-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                        | NISOURCE INC 5.25% 03/30/2028                                                                                      | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214044.26    | 0.01%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                  | CYRUSONE DATA CENTERS ISSUER I LLC2A A2 4.5% 05/20/2049 144A                                                       | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1444307.55   | 0.04%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 04/20/2050#BS6833                                                                                       | CUSIP: 3617MHSW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4451 | PA      | $4109.57      | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 3% 12/01/2034#CA4885                                                                                     | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390588 | PA      | $372082.62    | 0.01%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THL CREDIT WIND RIVER 18-2 CLO LTD                                                  | THL CREDIT WIND RIVER 18-2 CLO LTD A1R TSFR3M+120 07/15/2030 144A                                                  | CUSIP: 97317EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    102144 | PA      | $102104.36    | 0.00%             | 2030-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | ENERGY TRANSFER LP 5.625% 05/01/2027 144A                                                                          | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000089.38   | 0.05%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | ENERGY TRANSFER LP 5.25% 07/01/2029                                                                                | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    645000 | PA      | $655568.14    | 0.02%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINL DEALER NT MASTER OWNER TR II                                          | NAVISTAR FINL DEALER NT MASTER OWNER TR II 24-1 B 5.79% 04/25/2029 144A                                            | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100705.97    | 0.00%             | 2029-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 04/20/2050#BT2982                                                                                       | CUSIP: 3617MRJ39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17685 | PA      | $16327.94     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 4.731%/VAR 04/25/2029                                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    840000 | PA      | $844684.55    | 0.02%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                       | DTE ENERGY CO 4.95% 07/01/2027                                                                                     | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604837.25    | 0.02%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                   | DELL INTL/EMC CORP 6.02% 06/15/2026                                                                                | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3027783.42   | 0.08%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                                               | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.44% 02/16/2027                                                             | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1837285 | PA      | $1841742.37   | 0.05%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2                                          | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.72% 03/22/2027                                                        | CUSIP: 92867YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    711297 | PA      | $713208.23    | 0.02%             | 2027-03-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                        | SABINE PASS LIQUEFACTION LLC 5.875% 06/30/2026                                                                     | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1981921.20   | 0.05%             | 2026-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 2.75% 06/20/2025                                                                          | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998047.74   | 0.05%             | 2025-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 07/01/2049#MA3694                                                                                   | CUSIP: 31418DC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3872 | PA      | $3703.33      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                         | AVOLON HOLDINGS FUNDING LTD 5.75% 03/01/2029 144A                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    685000 | PA      | $697443.21    | 0.02%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2020-2 RECEIVABLES FDG LLC                                         | SIERRA TIMESHARE 2020-2 RECEIVABLES FDG LLC 2.32% 07/20/2037 144A                                                  | CUSIP: 826525AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    347499 | PA      | $345172.61    | 0.01%             | 2037-07-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                                    | WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A                                                     | CUSIP: 95003YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1063605.27   | 0.03%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                  | BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A                                                                 | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3010434.00   | 0.08%             | 2026-08-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.5% 02/20/2049#MA5766                                                                                     | CUSIP: 36179UMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69019 | PA      | $70207.01     | 0.00%             | 2049-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                         | PAYCHEX INC 5.1% 04/15/2030                                                                                        | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1873985.86   | 0.05%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8                                                | PROGRESS RESIDENTIAL TRUST 2021-SFR8 1.931% 10/17/2038 144A                                                        | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2225000 | PA      | $2139642.77   | 0.06%             | 2038-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXII LTD / MAGNETITE XXII LLC                                             | MAGNETITE XXII LTD / MAGNETITE XXII LLC ARR TSFR3M+125 07/15/2036 144A                                             | CUSIP: 55954HAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2408000 | PA      | $2408493.64   | 0.06%             | 2036-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 3% 02/30#AS4509                                                                                          | CUSIP: 3138WEAK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6038 | PA      | $5888.75      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| USCLN 2023-1                                                                        | USCLN 2023-1 6.789% 08/25/2032 144A                                                                                | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    192443 | PA      | $194722.91    | 0.01%             | 2032-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                     | CSL FINANCE PLC 3.85% 04/27/2027 144A                                                                              | CUSIP: 12661PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    395000 | PA      | $390086.41    | 0.01%             | 2027-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | SOCIETE GENERALE FRANCE 5.249%/VAR 05/22/2029 144A                                                                 | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1280000 | PA      | $1285785.60   | 0.03%             | 2029-05-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-A                                            | WORLD OMNI AUTO RECEIVABLES TRUST 2025-A 4.49% 04/17/2028                                                          | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2235000 | PA      | $2234434.55   | 0.06%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 0.0% 05/01/2038#847962                                                                                    | CUSIP: 3128JRZ33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4205 | PA      | $4337.31      | 0.00%             | 2038-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                | KEURIG DR PEPPER INC FRN SOFR+58 11/15/2026                                                                        | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2989447.65   | 0.08%             | 2026-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.5% 09/30/2026                                                                                          | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10426171.88  | 0.27%             | 2026-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PERSERO TBK PT                                                         | BANK MANDIRI PERSERO TBK PT 5.5% 04/04/2026 REGS                                                                   | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | DBT              | CORP              | ID        |   1900000 | PA      | $1909500.00   | 0.05%             | 2026-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 11/34 #735061                                                                                           | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5344 | PA      | $5560.31      | 0.00%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                     | SANDS CHINA LTD 3.8% 01/08/2026                                                                                    | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1300000 | PA      | $1288983.15   | 0.03%             | 2026-01-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A                                                                       | MVWOT 2023-2A A 6.18% 11/20/2040 144A                                                                              | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    176270 | PA      | $181145.60    | 0.00%             | 2040-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER BK AUTO CR LINKED NTS SER 2024-B                                          | SANTANDER BK AUTO CR LINKED NTS SER 2024-B 5.141% 01/18/2033 144A                                                  | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    335000 | PA      | $334022.27    | 0.01%             | 2033-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2014-150E                                            | MORGAN STANLEY CAPITAL I TRUST 2014-150E 3.912% 09/09/2024 144A                                                    | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1176413.04   | 0.03%             | 2032-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | MARS INC 4.8% 03/01/2030 144A                                                                                      | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    990000 | PA      | $996109.62    | 0.03%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                              | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2 B1 5.442% 10/20/2032 144A                                   | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1022293 | PA      | $1027870.16   | 0.03%             | 2032-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HARDEES FDG LLC / CARLS JR FDG LLC                                                  | HARDEES FDG LLC / CARLS JR FDG LLC 5.71% 06/20/2048 144A                                                           | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    673200 | PA      | $661837.53    | 0.02%             | 2048-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                          | MARSH and MCLENNAN COS INC 4.55% 11/08/2027                                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1546343.26   | 0.04%             | 2027-11-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2016-3 LTD                                                         | BLUEMOUNTAIN CLO 2016-3 LTD A1R2 TSFR3M+120 11/15/2030 144A                                                        | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |    919532 | PA      | $919585.76    | 0.02%             | 2030-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                                      | CARMAX AUTO OWNER TRUST 2024-1 5.3% 03/15/2027                                                                     | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    789667 | PA      | $790642.22    | 0.02%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                    | DLLST 2024-1 LLC 5.33% 01/20/2026 144A                                                                             | CUSIP: 23346HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    426954 | PA      | $427255.27    | 0.01%             | 2026-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                         | TENGIZCHEVROIL FIN CO IN 4% 08/15/2026 REGS                                                                        | CUSIP: N/A<br>LEI: 5493001VEV2XTJIBZH31       | Long             | DBT              | CORP              | BM        |   1680000 | PA      | $1648920.00   | 0.04%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                     | BANK5 2024-5YR9 4.8894% 08/15/2057                                                                                 | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    812245 | PA      | $814551.73    | 0.02%             | 2057-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 6.338%/VAR 10/30/2026                                                                          | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2654000 | PA      | $2672171.43   | 0.07%             | 2026-10-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                                     | RABOBANK NEDERLAND NY BRH 4.333% 08/28/2026                                                                        | CUSIP: 21688ABF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5096923.12   | 0.13%             | 2026-08-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                              | DARDEN RESTAURANTS INC 4.35% 10/15/2027                                                                            | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1116420.92   | 0.03%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                                   | OWENS CORNING NEW 3.4% 08/15/2026                                                                                  | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    517000 | PA      | $509287.68    | 0.01%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KNDR TR 2021-KIND                                                                   | KNDR 2021-KIND F TSFR1M+186.448 08/15/2026 144A                                                                    | CUSIP: 482606AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    972018 | PA      | $956222.38    | 0.02%             | 2038-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 5.4% 04/06/2026                                                                           | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2502354.09   | 0.07%             | 2026-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TR 2024-C                                                          | JOHN DEERE OWNER TR 2024-C A2B SOFR30A+43 08/16/2027                                                               | CUSIP: 477911AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2033471 | PA      | $2034179.73   | 0.05%             | 2027-08-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2025-5                                                             | ANGEL OAK MTG TR 2025-5 5.573% 04/25/2070 144A                                                                     | CUSIP: 03466EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1969278 | PA      | $1963925.12   | 0.05%             | 2070-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK19                                                                     | BANK 2019-BNK19 2.263% 08/15/2061                                                                                  | CUSIP: 06540WBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39686 | PA      | $36983.92     | 0.00%             | 2061-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY3                                                  | TOWD POINT MORTGAGE TRUST 2019-HY3 M1 TSFR1M+161.448 10/25/2059 144A                                               | CUSIP: 89177XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $434012.04    | 0.01%             | 2059-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                                                  | COCA-COLA EUROPACIFIC PARTNERS PLC 1.5% 01/15/2027 144A                                                            | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $452699.81    | 0.01%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC                                     | VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC ARR TSFR3M+119 01/20/2037 144A                                     | CUSIP: 92013AAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1526000 | PA      | $1524330.56   | 0.04%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-2                                                         | CARMAX AUTO OWNER TR 2023-2 D 6.55% 10/15/2029                                                                     | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    635000 | PA      | $650188.76    | 0.02%             | 2029-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 5.52% 12/35 #848476                                                                                       | CUSIP: 31408DT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3378 | PA      | $3482.21      | 0.00%             | 2035-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 5.92% 12/36 #905196                                                                                       | CUSIP: 31411DUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       875 | PA      | $907.59       | 0.00%             | 2036-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK INC 5.55% 11/01/2026                                                                                         | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1001239.70   | 0.03%             | 2026-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                             | SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028                                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    760000 | PA      | $730271.41    | 0.02%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 3% 09/20/2047#MA4718                                                                                       | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    819906 | PA      | $722359.90    | 0.02%             | 2047-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-B                                                                        | FORDO 2024-B 5.4% 04/15/2027                                                                                       | CUSIP: 34531QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1316919 | PA      | $1320371.60   | 0.03%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                     | SEB FUNDING LLC 1A A2 7.386% 04/30/2054 144A                                                                       | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1026000 | PA      | $1043881.13   | 0.03%             | 2054-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TR 2024-1                                                           | HUNTINGTON AUTO TR 2024-1 5.5% 03/15/2027 144A                                                                     | CUSIP: 446144AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    829414 | PA      | $830486.01    | 0.02%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 5.798%/VAR 08/10/2026                                                                | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701290.90    | 0.02%             | 2026-08-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 02/01/2054#CB7985                                                                                   | CUSIP: 3140QT2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1382005 | PA      | $1378522.45   | 0.04%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET                                                                       | CSMC 2020-NET 2.2569% 08/15/2037 144A                                                                              | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171815 | PA      | $169855.82    | 0.00%             | 2037-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK                                        | J P MORGAN CHASE COML MTG SECS TR 2019-BROOK C TSFR1M+196.448 09/15/2029 144A                                      | CUSIP: 46591JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $471555.55    | 0.01%             | 2029-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XII LTD                                                               | BATTALION CLO XII LTD CRR TSFR3M+155 05/17/2031 144A                                                               | CUSIP: 07133RBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1020000 | PA      | $1018285.38   | 0.03%             | 2031-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                         | EXELON CORP 5.15% 03/15/2029                                                                                       | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387101.80    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2025-A                                               | MERCEDES-BENZ AUTO LEASE TRUST 2025-A 4.57% 04/17/2028                                                             | CUSIP: 58768YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1640000 | PA      | $1642918.05   | 0.04%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                        | Fidelity Cash Central Fund                                                                                         | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  18422387 | NS      | $18426071.31  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                             | HCA INC 5.625% 09/01/2028                                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2146656.10   | 0.06%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TR 2023-A                                                     | ALLY AUTO RECEIVABLES TR 2023-A B 6.01% 01/17/2034 144A                                                            | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74228 | PA      | $74502.37     | 0.00%             | 2034-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 5.08%/VAR 01/20/2027                                                                   | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    645000 | PA      | $646354.37    | 0.02%             | 2027-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC / OMNICOM CAPITAL INC                                             | OMNICOM GROUP INC / OMNICOM CAPITAL INC 3.6% 04/15/2026                                                            | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $366330.85    | 0.01%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | SOCIETE GENERALE FRANCE 5.519%/VAR 01/19/2028 144A                                                                 | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1205000 | PA      | $1214018.40   | 0.03%             | 2028-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                               | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A                                             | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1872000 | PA      | $1863822.73   | 0.05%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                            | APTIV SWISS HOLDINGS LTD 4.65% 09/13/2029                                                                          | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    555000 | PA      | $545909.09    | 0.01%             | 2029-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 04/20/2050#BS6831                                                                                       | CUSIP: 3617MHSU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17755 | PA      | $16420.62     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.00% 3/41 #004979                                                                                         | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4865 | PA      | $4899.19      | 0.00%             | 2041-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A                                                                  | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   5700000 | PA      | $5721477.09   | 0.15%             | 2026-09-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KT CORP                                                                             | KT CORP 4.125% 02/02/2028 144A                                                                                     | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    900000 | PA      | $888500.67    | 0.02%             | 2028-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                                 | DOLLAR GEN CORP NEW 4.125% 05/01/2028                                                                              | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1261320.29   | 0.03%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                        | THERMO FISHER SCIENTIFIC INC 1.75% 10/15/2028                                                                      | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    720000 | PA      | $662566.14    | 0.02%             | 2028-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC                   | PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC A2 TSFR3M+160 04/15/2030 144A                    | CUSIP: 69701CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2602709.20   | 0.07%             | 2030-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                                           | KEYSIGHT TECHNOLOGIES 5.35% 07/30/2030                                                                             | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    855000 | PA      | $872434.64    | 0.02%             | 2030-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                                               | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.69% 07/20/2027 144A                                                        | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2600881.14   | 0.07%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2019-G                                                | NAVIENT PRIVATE ED REFI LN TR 2019-GA A 2.4% 10/15/2068 144A                                                       | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    124765 | PA      | $119367.49    | 0.00%             | 2068-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                   | SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A                                                                 | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470489 | PA      | $1468651.05   | 0.04%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MTG PASS THRU CTF CL A-1                                                            | MTG PASS THRU CTF CL A-1 VAR 01/25/2056 144A                                                                       | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76566 | PA      | $73627.51     | 0.00%             | 2056-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                           | BANK IRELAND GROUP PLC 2.029%/VAR 09/30/2027 144A                                                                  | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   2200000 | PA      | $2120236.80   | 0.06%             | 2027-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 4.58% 7/35 #826362                                                                                        | CUSIP: 31407CB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1392 | PA      | $1425.27      | 0.00%             | 2035-07-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Colchester Street Trust                                                    | FIMM MM Government Portfolio - Instl Cl                                                                            | CUSIP: 31607A703<br>LEI: 549300SHPEJB1OPRCV46 | Long             | EC               | RF                | US        |  56075646 | NS      | $56075645.66  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                                                        | SYNOPSYS INC 4.85% 04/01/2030                                                                                      | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1317585.38   | 0.03%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 A1                                                                      | BMO 2024-C8 A1 5.54224% 03/15/2057                                                                                 | CUSIP: 05593HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    424078 | PA      | $425800.97    | 0.01%             | 2057-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                           | COREBRIDGE GLOBAL FUNDING 5.2% 01/12/2029 144A                                                                     | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330896.27    | 0.01%             | 2029-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | CREDIT AGRICOLE SA 5.23%/VAR 01/09/2029 144A                                                                       | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1225000 | PA      | $1237912.25   | 0.03%             | 2029-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                            | AES CORP 1.375% 01/15/2026                                                                                         | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1684847.06   | 0.04%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                              | APA INFRASTRUCTURE LTD 4.25% 07/15/2027 144A                                                                       | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   1550000 | PA      | $1538845.08   | 0.04%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 10/20/2052#MA8346                                                                                       | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    837290 | PA      | $773035.55    | 0.02%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2018-IV                                                             | BARINGS CLO LTD 2018-IV BR TSFR3M+180 10/15/2030 144A                                                              | CUSIP: 06760XAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1525000 | PA      | $1526813.23   | 0.04%             | 2030-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                       | BAT INTL FINANCE PLC 1.668% 03/25/2026                                                                             | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2985000 | PA      | $2914282.96   | 0.08%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 MTG TR                                                                 | BMO 2024-5C4 MTG TR VAR 05/15/2057                                                                                 | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1056886.40   | 0.03%             | 2057-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO II LTD                                                                   | ROMARK CLO II LTD A2R TSFR3M+165 07/25/2031 144A                                                                   | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $2150591.25   | 0.06%             | 2031-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 4.125% 02/28/2027                                                                                        | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6550000 | PA      | $6568166.03   | 0.17%             | 2027-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8                                                                       | BMARK 2024-V8 5.514% 07/15/2057                                                                                    | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410115 | PA      | $415787.21    | 0.01%             | 2057-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VIII LTD                                                        | FORTRESS CREDIT BSL VIII LTD A1AR TSFR3M+105 10/20/2032 144A                                                       | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1104571 | PA      | $1103578.80   | 0.03%             | 2032-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY BK MIDVALE UTAH                                                                | ALLY BK MIDVALE UTAH 24-A C 6.022% 05/17/2032 144A                                                                 | CUSIP: 02007GZ63<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    160442 | PA      | $162177.93    | 0.00%             | 2032-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK INC 4.25% 09/24/2027                                                                                         | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1559719.61   | 0.04%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                          | PENSKE TRUCK LEASING CO LP /CORP 5.35% 01/12/2027 144A                                                             | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $518954.04    | 0.01%             | 2027-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                         | AMERICAN HONDA FINANCE CORP FRN SOFR+65 05/20/2026                                                                 | CUSIP: 02665WGB1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2601766.18   | 0.07%             | 2026-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS GROUP AG 6.327%/VAR 12/22/2027 144A                                                                            | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1260000 | PA      | $1289671.19   | 0.03%             | 2027-12-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 5.93% 12/36 #1G1353                                                                                       | CUSIP: 3128QJQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3559 | PA      | $3691.47      | 0.00%             | 2036-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2020-609M                                         | J P MORGAN CHASE COML MTG SECS TR 2020-609M TSFR1M+228.448 10/15/2033 144A                                         | CUSIP: 46652RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805000 | PA      | $794937.50    | 0.02%             | 2033-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                  | BMW US CAPITAL LLC 4.6% 08/13/2027 144A                                                                            | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1968801.74   | 0.05%             | 2027-08-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                              | COX COMMUNICATIONS INC 3.5% 08/15/2027 144A                                                                        | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340882.03    | 0.01%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                    | ERAC USA FIN LLC 5% 02/15/2029 144A                                                                                | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    505000 | PA      | $513936.24    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                    | WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 06/21/2039 144A                                                             | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    695000 | PA      | $696878.86    | 0.02%             | 2039-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 3/34 #725229                                                                                            | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50406 | PA      | $52287.86     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                     | NORDEA BANK ABP FRN SOFR+70 03/17/2028 144A                                                                        | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2595000 | PA      | $2596355.32   | 0.07%             | 2028-03-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS HEALTH CORP 1.3% 08/21/2027                                                                                    | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2022330.09   | 0.05%             | 2027-08-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5.25% 01/08/2027 144A                                                                             | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    675000 | PA      | $678247.27    | 0.02%             | 2027-01-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL HOLDINGS INC 6.75% 11/17/2028                                                                                  | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    325000 | PA      | $345157.75    | 0.01%             | 2028-11-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2025-DSC1                                                         | JP MORGAN MORTGAGE TRUST SERIES 2025-DSC1 A1 VAR 09/25/2065 144A                                                   | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1057616 | PA      | $1059583.56   | 0.03%             | 2065-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                                               | HPEFS EQUIP TR 2024-2A B 5.35% 10/20/2031 144A                                                                     | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $171446.56    | 0.00%             | 2031-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 A3                                                                     | CARMX 2023-3 A3 6.44% 12/16/2030                                                                                   | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $359963.10    | 0.01%             | 2030-12-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINL DEALER NT MASTER OWNER TR II                                          | NAVISTAR FINL DEALER NT MASTER OWNER TR II 24-1 C 6.13% 04/25/2029 144A                                            | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    155000 | PA      | $155955.13    | 0.00%             | 2029-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                                                        | HIGHMARK INC 1.45% 05/10/2026 144A                                                                                 | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    435000 | PA      | $421322.09    | 0.01%             | 2026-05-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                         | CANADIAN PAC RY CO 1.75% 12/02/2026                                                                                | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $557561.06    | 0.01%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO VI                                                              | MIDOCEAN CREDIT CLO VI ARRR TSFR3M+123 04/20/2033 144A                                                             | CUSIP: 59802XBN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    456296 | PA      | $456357.54    | 0.01%             | 2033-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5.5% 03/30/2026 144A                                                                              | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    935000 | PA      | $940057.42    | 0.02%             | 2026-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                        | ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A                                                                 | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    916437 | PA      | $921217.42    | 0.02%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPTMENT TRUST                                                              | HPEFS EQUIPTMENT TRUST 5.73% 04/20/2028 144A                                                                       | CUSIP: 40443DAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    985000 | PA      | $986703.66    | 0.03%             | 2028-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 MTG LN TR                                                            | COLT 2024-INV4 A3 MORTGAGE LOAN TRUST VAR 05/25/2069 144A                                                          | CUSIP: 19688QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1125228 | PA      | $1129274.58   | 0.03%             | 2069-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 5.644% 12/15/2033 144A                                                                   | CUSIP: 80290CCA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    141102 | PA      | $142548.28    | 0.00%             | 2033-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 4.3% 02/15/2029                                                                                   | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    335000 | PA      | $328756.08    | 0.01%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STR INVT TR                                                                   | State Street Instl US Govt MMkt Premier                                                                            | CUSIP: 857492706<br>LEI: 549300CCOK7OZZUAS108 | Long             | EC               | RF                | US        |  12803871 | NS      | $12803871.03  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GALTON FDG MTG TR 2019-H1                                                           | GALTON FUNDING MORTGAGE TRUST 2019-H1 3.455% 10/25/2059 144A                                                       | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $571019.70    | 0.01%             | 2059-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MTG TR                                                             | COMM 2014-CCRE15 MTG TR VAR 02/10/2047                                                                             | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465237 | PA      | $452192.03    | 0.01%             | 2047-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028                                                                            | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1045000 | PA      | $1060524.36   | 0.03%             | 2028-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                    | WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A                                                    | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   1085615 | PA      | $1095090.32   | 0.03%             | 2039-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 7% 03/39#G62030                                                                                          | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54969 | PA      | $57943.65     | 0.00%             | 2039-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                            | FMC CORP 3.45% 10/01/2029                                                                                          | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    848000 | PA      | $780947.80    | 0.02%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL XV LTD                                                          | FORTRESS CREDIT BSL XV LTD AR TSFR3M+140 10/18/2033 144A                                                           | CUSIP: 34964WAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2310000 | PA      | $2310605.22   | 0.06%             | 2033-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                               | FEDERAL HOME LN MTG MLT CTF GT 2% 02/15/2040                                                                       | CUSIP: 3137A0UA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      2992 | PA      | $2985.67      | 0.00%             | 2040-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027                                                                     | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2027905.36   | 0.05%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS CLO 40 LTD / NEUBERGER BERMAN LN ADVISERS CLO 40 LLC   | NEUBERGER BERMAN LN ADVISERS CLO 40 LTD / NEUBERGER BERMAN LN ADVISERS CLO 40 LLC A TSFR3M+132.161 04/16/2033 144A | CUSIP: 64134JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    425871 | PA      | $426146.57    | 0.01%             | 2033-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                        | DNB BANK ASA 1.127%/VAR 09/16/2026 144A                                                                            | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1900000 | PA      | $1879585.01   | 0.05%             | 2026-09-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 4.5% 11/15/2025                                                                                          | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 120725800 | PA      | $120789463.54 | 3.16%             | 2025-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                           | ROGERS COMMUNICATIONS INC 3.2% 03/15/2027                                                                          | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1790000 | PA      | $1751091.74   | 0.05%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 23-6                                                     | VERUS SECURITIZATION TRUST 23-6 6.939% 09/25/2068 144A                                                             | CUSIP: 92539XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    309812 | PA      | $312743.52    | 0.01%             | 2068-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2023-C                                               | WORLD OMNI AUTO RECEIVABLES TR 2023-C 5.57% 12/15/2026                                                             | CUSIP: 98164FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16367 | PA      | $16373.84     | 0.00%             | 2026-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POST RD EQUIP FIN 2024-1                                                            | POST RD EQUIP FIN 2024-1 5.59% 11/15/2029 144A                                                                     | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69825 | PA      | $70141.48     | 0.00%             | 2029-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 0.0% 02/01/2037#1G1496                                                                                    | CUSIP: 3128QJUV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1498 | PA      | $1543.56      | 0.00%             | 2037-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | ATHENE GLOBAL FUNDING 5.684% 02/23/2026 144A                                                                       | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1328448.95   | 0.03%             | 2026-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPEFS EQIPMENT TR 2024-1                                                            | HPEFS EQIPMENT TR 2024-1 5.33% 05/20/2031 144A                                                                     | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1220000 | PA      | $1221884.41   | 0.03%             | 2031-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                    | OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A                                                                     | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166258 | PA      | $166719.33    | 0.00%             | 2040-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 04/20/2050#BS9707                                                                                       | CUSIP: 3617MLYC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10458 | PA      | $9655.80      | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                               | CELANESE US HLDGS LLC VAR 07/15/2027                                                                               | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    579000 | PA      | $593648.78    | 0.02%             | 2027-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                    | WILLIAMS COS INC 5.4% 03/02/2026                                                                                   | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2150664.05   | 0.06%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                      | US BANCORP DEL 4.548%/VAR 07/22/2028                                                                               | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1069068.18   | 0.03%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO 5.04%/VAR 01/23/2028                                                                         | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    710000 | PA      | $715065.78    | 0.02%             | 2028-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2018-CH2                                                             | SEQUOIA MTG TR 2018-CH2 A21 4% 06/25/2048 144A                                                                     | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33113 | PA      | $30192.45     | 0.00%             | 2048-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2019-E                                                | NAVIENT PRIVATE ED REFI LN TR 2019-E 2.64% 05/15/2068 144A                                                         | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    287353 | PA      | $279607.97    | 0.01%             | 2068-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-B                                               | WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.48% 09/15/2027                                                             | CUSIP: 98164HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    923197 | PA      | $924951.87    | 0.02%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 COML MTG TR                                                           | CSAIL 2015-C3 A4 3.7182% 08/15/2048                                                                                | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    394414 | PA      | $392021.33    | 0.01%             | 2048-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                           | GATX CORP 3.85% 03/30/2027                                                                                         | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    284000 | PA      | $279659.48    | 0.01%             | 2027-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2024-1                                                       | MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A                                                                | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37282 | PA      | $37340.20     | 0.00%             | 2034-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3% 07/01/2050#                                                                                           | CUSIP: 31418DQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117259 | PA      | $100918.74    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK INC 4.85% 07/15/2026                                                                                         | CUSIP: 29336UAF4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1899000 | PA      | $1900418.55   | 0.05%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 02/20/2048#MA5022                                                                                       | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169456 | PA      | $168227.53    | 0.00%             | 2048-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM RFT1Y+208.3 2/38 #1J0889                                                                                  | CUSIP: 3128LU7A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9303 | PA      | $9668.97      | 0.00%             | 2038-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 3.5% 06/01/2032#BE3725                                                                                   | CUSIP: 3140FPD71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11664 | PA      | $11370.66     | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                   | DELL INTL/EMC CORP 4.75% 04/01/2028                                                                                | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1009615.38   | 0.03%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                    | BANK5 2024-5YR11 AS 6.139% 11/15/2057                                                                              | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $713387.55    | 0.02%             | 2057-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                    | ALTRIA GROUP INC 2.625% 09/16/2026                                                                                 | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    855000 | PA      | $835078.59    | 0.02%             | 2026-09-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                                        | SBNA AUTO LEASE TRUST 2024-C 4.94% 11/20/2026 144A                                                                 | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    766958 | PA      | $767109.10    | 0.02%             | 2026-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORP                                                                        | FORTIVE CORP 3.15% 06/15/2026                                                                                      | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1115545.33   | 0.03%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021                                       | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 D 1.29% 06/18/2027                                                 | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    995000 | PA      | $972000.38    | 0.03%             | 2027-06-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 7/34 #725594                                                                                            | CUSIP: 31402DC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28890 | PA      | $29609.89     | 0.00%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N2                                              | CARVANA AUTO RECEIVABLES TRUST 2024-N2 B 5.67% 09/10/2030 144A                                                     | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    815000 | PA      | $825777.15    | 0.02%             | 2030-09-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                               | GRAY OAK PIPELINE LLC 2.6% 10/15/2025 144A                                                                         | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $380186.09    | 0.01%             | 2025-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PIMCO FDS PAC INVT MGMT SER                                                         | PIMCO Short-Term Instl                                                                                             | CUSIP: 693390601<br>LEI: 549300F3V4IM7FBY9U59 | Long             | EC               | RF                | US        |  45818858 | NS      | $442610172.08 | 11.57%            |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | FOUNDRY JV HOLDCO LLC 5.5% 01/25/2031 144A                                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384911.73    | 0.01%             | 2031-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALINEA CLO 2018-1 LTD                                                               | ALINEA CLO 2018-1 LTD AR TSFR3M+90 07/20/2031 144A                                                                 | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    359905 | PA      | $359659.16    | 0.01%             | 2031-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 05/01/2052#CB3627                                                                                     | CUSIP: 3140QPA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    762900 | PA      | $701557.25    | 0.02%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                      | DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027                                                               | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3071212.53   | 0.08%             | 2027-07-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 09/01/2052#MA4732                                                                                     | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754273 | PA      | $692680.60    | 0.02%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                              | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.35% 01/15/2030                                                            | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $273279.53    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                            | TOYOTA MOTOR CREDIT CORP FRN SOFR+77 08/07/2026                                                                    | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3031000 | PA      | $3042649.95   | 0.08%             | 2026-08-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                   | JAPAN TOBACCO INC 4.892% 05/15/2028 144A                                                                           | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   1620000 | PA      | $1635085.91   | 0.04%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 6.25% 11/03/2025 144A                                                                             | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442228.09    | 0.01%             | 2025-11-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                             | NATIONAL BANK OF CANADA 4.95%/VAR 02/01/2028                                                                       | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2522000 | PA      | $2532871.23   | 0.07%             | 2028-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                         | CENCORA INC 4.85% 12/15/2029                                                                                       | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    385000 | PA      | $387962.35    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                                   | NATIONAL RURAL UTL COOP FIN 4.8% 03/15/2028                                                                        | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    774000 | PA      | $783402.88    | 0.02%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                           | NELNET STUDENT LOAN TRUST SOFR90A+44.161 03/22/2032                                                                | CUSIP: 64031QCJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    213092 | PA      | $206989.67    | 0.01%             | 2032-03-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                              | ADVANCE AUTO PARTS INC 5.9% 03/09/2026                                                                             | CUSIP: 00751YAH9<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804184.00    | 0.02%             | 2026-03-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                               | NORTHROP GRUMMAN CORP 3.25% 01/15/2028                                                                             | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    535000 | PA      | $520604.30    | 0.01%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 5/36 #745516                                                                                            | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4943 | PA      | $5081.98      | 0.00%             | 2036-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                  | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A                                                  | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2874000 | PA      | $2787780.00   | 0.07%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                   | COLUMBIA PIPELINES HOLDING CO LLC 6.055% 08/15/2026 144A                                                           | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151573.84    | 0.00%             | 2026-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                            | EQT CORP 3.125% 05/15/2026 144A                                                                                    | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1684048.26   | 0.04%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS HEALTH CORP 3% 08/15/2026                                                                                      | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $407008.67    | 0.01%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 1/37 #888688                                                                                            | CUSIP: 31410GJ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1127 | PA      | $1158.53      | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                      | FORD CR FLOORPLN MAST OWN TR 2023-1 C 5.75% 05/15/2028 144A                                                        | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $407718.24    | 0.01%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-1                                                     | ANGEL OAK MORTGAGE TRUST 2021-1 1.115% 01/25/2066 144A                                                             | CUSIP: 03465CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    109237 | PA      | $95333.08     | 0.00%             | 2066-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                                   | NATIONAL RURAL UTL COOP FIN 4.12% 09/16/2027                                                                       | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    448000 | PA      | $446583.54    | 0.01%             | 2027-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                    | KILROY REALTY LP 4.375% 10/01/2025                                                                                 | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    755000 | PA      | $753187.77    | 0.02%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                                | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1.55% 05/24/2026 144A                                                         | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242289.50    | 0.01%             | 2026-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 8/37 #AE0188                                                                                            | CUSIP: 31419AF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11398 | PA      | $11700.36     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-3 LLC                                                    | ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A                                                              | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    501369 | PA      | $508678.59    | 0.01%             | 2030-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                              | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1 6.153% 05/20/2032 144A                                      | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    820329 | PA      | $831134.72    | 0.02%             | 2032-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL                                                                 | FORTRESS CREDIT BSL A1R TSFR3M+157 04/23/2036 144A                                                                 | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    265000 | PA      | $265290.18    | 0.01%             | 2036-04-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 1/35 #735141                                                                                            | CUSIP: 31402QWA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171562 | PA      | $175978.52    | 0.00%             | 2035-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIII LTD                                                              | SYMPHONY CLO XXIII LTD AR2 TSFR3M+90 01/15/2034 144A                                                               | CUSIP: 87167NDL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2664622 | PA      | $2650941.99   | 0.07%             | 2034-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027                                                                        | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3113803.42   | 0.08%             | 2027-03-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 5.4% 03/20/2026 144A                                                                 | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007752.06   | 0.05%             | 2026-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                               | ENTERPRISE FLEET FINANCING 2024-3 LLC 5.06% 03/20/2031 144A                                                        | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205000 | PA      | $207909.85    | 0.01%             | 2031-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                                                    | DLLAD 2024-1 LLC 5.5% 08/20/2027 144A                                                                              | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    761904 | PA      | $765076.81    | 0.02%             | 2027-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS HEALTH CORP 4.3% 03/25/2028                                                                                    | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    730000 | PA      | $721904.92    | 0.02%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                  | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027                                                | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1551000 | PA      | $1596075.19   | 0.04%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 3.5% 10/20/2046#MA4004                                                                                     | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       989 | PA      | $895.21       | 0.00%             | 2046-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVNAVIENT PRIVATE ED REFI LN TR 2019-ATE EDUCATION REFI LOAN TRUST 2019-A | NAVIENT PRIVATE ED REFI LN TR 2019-A A2A 3.42% 01/15/2043 144A                                                     | CUSIP: 63941BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    237404 | PA      | $235057.52    | 0.01%             | 2043-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-C                                                         | NELNET STUDENT LN TR 2021-C 1.32% 04/20/2062 144A                                                                  | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    686557 | PA      | $638531.78    | 0.02%             | 2062-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 5.043%/VAR 07/26/2028                                                                          | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    710000 | PA      | $718357.57    | 0.02%             | 2028-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 2YR NOTE (CBT) FUT SEP25 TUU5                                                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       821 | NC      | $234810.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                              | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A                                                       | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    585000 | PA      | $591907.12    | 0.02%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG LLC                                                                  | NXP BV/NXP FDG LLC 5.35% 03/01/2026                                                                                | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2613384.75   | 0.07%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 5/38 #889579                                                                                            | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2478 | PA      | $2597.89      | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5% 09/01/2053#FS8870                                                                                     | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4215827 | PA      | $4108617.34   | 0.11%             | 2053-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6.0% 01/01/2041#AL1793                                                                                   | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11437 | PA      | $12000.93     | 0.00%             | 2041-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                                                | EAST OHIO GAS CO/THE 1.3% 06/15/2025 144A                                                                          | CUSIP: 27409LAA1<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   2069000 | PA      | $2066241.61   | 0.05%             | 2025-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                    | BANK5 2024-5YR12 AS VAR 12/15/2057                                                                                 | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $500734.71    | 0.01%             | 2057-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                      | US BANCORP DEL 5.727%/VAR 10/21/2026                                                                               | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3427849.48   | 0.09%             | 2026-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-8                                                   | VERUS SECURITIZATION TRUST 2023-8 6.6642% 12/25/2068 144A                                                          | CUSIP: 92540DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    245082 | PA      | $247104.96    | 0.01%             | 2068-12-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                          | NASDAQ INC 5.65% 06/28/2025                                                                                        | CUSIP: 63111XAG6<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    521000 | PA      | $521058.86    | 0.01%             | 2025-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 4.125% 01/31/2027                                                                                        | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47110000 | PA      | $47216733.36  | 1.23%             | 2027-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABEY DATA CTR ISSUER LLC                                                           | SABEY DATA CTR ISSUER LLC 1.881% 06/20/2046 144A                                                                   | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    733000 | PA      | $703973.49    | 0.02%             | 2046-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                                              | CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.54% 11/16/2026 144A                                                       | CUSIP: 17331XAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    968181 | PA      | $969625.03    | 0.03%             | 2026-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                               | MOHAWK INDUSTRIES INC 5.85% 09/18/2028                                                                             | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    416000 | PA      | $429683.48    | 0.01%             | 2028-09-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-A                                      | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-A 5.67% 07/25/2031 144A                                               | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    343314 | PA      | $344787.10    | 0.01%             | 2031-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 0.0% 11/01/2034#1H1218                                                                                    | CUSIP: 3128NGAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3862 | PA      | $3948.66      | 0.00%             | 2034-11-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XIV LTD                                                            | MARBLE POINT CLO XIV LTD A12R TSFR3M+120 01/20/2032 144A                                                           | CUSIP: 56608KAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1976949 | PA      | $1974811.88   | 0.05%             | 2032-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | MORGAN STANLEY 1.512%/VAR 07/20/2027                                                                               | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2605130.83   | 0.07%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 TRUST                                                                | GCAT 2025-NQM1 TRUST 5.373% 11/25/2069 144A                                                                        | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    625000 | PA      | $622493.13    | 0.02%             | 2069-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 5.532%/VAR 04/25/2030                                                                          | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    845000 | PA      | $873126.13    | 0.02%             | 2030-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 5.21% 2/37 #1J0248                                                                                        | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1415 | PA      | $1463.92      | 0.00%             | 2037-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | CITIGROUP INC 4.4% 06/10/2025                                                                                      | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354917.41    | 0.01%             | 2025-06-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 2.5% 01/01/2054#FS7058                                                                                   | CUSIP: 3140XNZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761601 | PA      | $623436.52    | 0.02%             | 2054-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HPEFS EQIPMENT TR 2024-1                                                            | HPEFS EQIPMENT TR 2024-1 5.38% 05/20/2031 144A                                                                     | CUSIP: 403963AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    618720 | PA      | $619081.16    | 0.02%             | 2031-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 04/20/2050#BS6832                                                                                       | CUSIP: 3617MHSV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22136 | PA      | $20458.26     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 2023-A LLC                                               | ELARA HGV TIMESHARE ISSUER 2023-A C LLC 7.3% 02/25/2038 144A                                                       | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    258624 | PA      | $264980.32    | 0.01%             | 2038-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2023-A                                                   | MMAF EQUIPMENT FINANCE LLC 2023-A 5.79% 11/13/2026 144A                                                            | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    616537 | PA      | $618539.31    | 0.02%             | 2026-11-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TR 2024-RVM1                                                     | OCTANE RECEIVABLES TR 2024-RVM1 5.01% 01/22/2046 144A                                                              | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    347631 | PA      | $349744.03    | 0.01%             | 2046-01-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 12/01/2054#QX1253                                                                                     | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1044189 | PA      | $1059197.16   | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                            | INTERNATIONAL FLAVS and FRAG INC 1.23% 10/01/2025 144A                                                             | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    822000 | PA      | $811792.83    | 0.02%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                               | KINDER MORGAN INC DEL 5.15% 06/01/2030                                                                             | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    860000 | PA      | $868080.66    | 0.02%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                 | ELEVANCE HEALTH INC 5.35% 10/15/2025                                                                               | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305472.84    | 0.01%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GROUP                                                         | PEACEHEALTH OBLIGATED GROUP 1.375% 11/15/2025                                                                      | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $186789.56    | 0.00%             | 2025-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                            | BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A                                                                   | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    812593 | PA      | $813609.22    | 0.02%             | 2041-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                        | Fidelity Securities Lending Cash Central Fund                                                                      | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  30867327 | NS      | $30870413.64  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                                       | RCKT MORTGAGE TRUST 2024-CES9 STEP 12/25/2044 144A                                                                 | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    248819 | PA      | $248492.83    | 0.01%             | 2044-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VIII LTD                                                        | FORTRESS CREDIT BSL VIII LTD A2R TSFR3M+140 10/20/2032 144A                                                        | CUSIP: 34962DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2455000 | PA      | $2449974.62   | 0.06%             | 2032-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | BOEING CO 3.2% 03/01/2029                                                                                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    845000 | PA      | $799448.92    | 0.02%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                      | STARBUCKS CORP 2% 03/12/2027                                                                                       | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287127.26    | 0.01%             | 2027-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | ORACLE CORP 5.8% 11/10/2025                                                                                        | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $512679.81    | 0.01%             | 2025-11-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                  | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026                                                | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3200000 | PA      | $3135173.44   | 0.08%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 08/01/2052#MA4700                                                                                     | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    809534 | PA      | $743429.70    | 0.02%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5% 09/01/2053#CB7095                                                                                     | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754234 | PA      | $735230.01    | 0.02%             | 2053-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | MARS INC 4.6% 03/01/2028 144A                                                                                      | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1085026.92   | 0.03%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 5/39 #995838                                                                                            | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14131 | PA      | $14540.83     | 0.00%             | 2039-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | FISERV INC 4.2% 10/01/2028                                                                                         | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    686000 | PA      | $678645.59    | 0.02%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 4.85% 03/25/2027 144A                                                                             | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    615000 | PA      | $614169.17    | 0.02%             | 2027-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                    | CENTENE CORP 4.625% 12/15/2029                                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3428283.56   | 0.09%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | STANDARD CHARTERED PLC 5.688%/VAR 05/14/2028 144A                                                                  | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $791734.00    | 0.02%             | 2028-05-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                                 | DOLLAR GEN CORP NEW 3.875% 04/15/2027                                                                              | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    373000 | PA      | $367550.75    | 0.01%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                         | AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A                                                                 | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2010000 | PA      | $1964619.25   | 0.05%             | 2026-02-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6.5% 09/01/2054#QJ5643                                                                                   | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145677 | PA      | $149663.36    | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2020-D                                                | NAVIENT STUDENT LOAN TRUST 1.69% 05/15/2069 144A                                                                   | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215662 | PA      | $202178.76    | 0.01%             | 2069-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                              | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A                                                 | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1376225 | PA      | $1373644.20   | 0.04%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-B                                             | SMB PRIVATE EDUCATION LOAN TRUST 2018-B TSFR1M+83.448 01/15/2037 144A                                              | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |    299428 | PA      | $298772.21    | 0.01%             | 2037-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                                | BANK OF MONTREAL QUE 0.949%/VAR 01/22/2027                                                                         | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3200000 | PA      | $3123080.32   | 0.08%             | 2027-01-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                                                               | HOLCIM FINANCE US LLC 5% 04/07/2030 144A                                                                           | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377407.40    | 0.01%             | 2030-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 MORTGAGE LOAN TRUST                                                     | COLT 2020-3 A1 MORTGAGE LOAN TRUST 1.817% 04/27/2065 144A                                                          | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22631 | PA      | $21999.70     | 0.00%             | 2065-04-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                      | AMERICAN ELECTRIC POWER INC 5.2% 01/15/2029                                                                        | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1187297.51   | 0.03%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                     | MVW 2021-1W LLC 1.44% 01/22/2041 144A                                                                              | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43900 | PA      | $41654.80     | 0.00%             | 2041-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                             | SANTANDER HLDGS USA INC 4.5% 07/17/2025                                                                            | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4997123.00   | 0.13%             | 2025-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2024-X1                                              | AFFIRM ASSET SECURITIZATION TR 2024-X1 6.27% 05/15/2029 144A                                                       | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44421 | PA      | $44469.72     | 0.00%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                    | TRANE TECHNOLOGIES FINANCING LTD 3.5% 03/21/2026                                                                   | CUSIP: 456873AE8<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1842000 | PA      | $1828510.56   | 0.05%             | 2026-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENANGO PARK CLO LTD                                                               | CHENANGO PARK CLO LTD A2R TSFR3M+145 04/15/2030 144A                                                               | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    575000 | PA      | $574970.10    | 0.02%             | 2030-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC T1Y+NA 08/09/2026                                                                                     | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3002668.56   | 0.08%             | 2026-08-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1                           | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 5.12% 02/16/2027                                         | CUSIP: 36268GAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    568668 | PA      | $569250.76    | 0.01%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALINEA CLO 2018-1 LTD                                                               | ALINEA CLO 2018-1 LTD BR TSFR3M+115 07/20/2031 144A                                                                | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248657.75    | 0.01%             | 2031-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                           | GATX CORP 5.4% 03/15/2027                                                                                          | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1181984.97   | 0.03%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP PLC                                                             | GLAXOSMITHKLINE CAP PLC FRN SOFR+50 03/12/2027                                                                     | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   3046000 | PA      | $3053340.86   | 0.08%             | 2027-03-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                 | GILEAD SCIENCES INC 3.65% 03/01/2026                                                                               | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2980160.34   | 0.08%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                  | CFMT 2024-HB13 LLC VAR 05/25/2034 144A                                                                             | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    266836 | PA      | $261654.15    | 0.01%             | 2034-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 5.55% 10/36 #1G2603                                                                                       | CUSIP: 3128QS3L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4098 | PA      | $4207.70      | 0.00%             | 2036-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2                                     | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 5.91% 10/15/2026                                                   | CUSIP: 14044EAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    512552 | PA      | $513076.91    | 0.01%             | 2026-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                                 | DOLLAR GEN CORP NEW 4.625% 11/01/2027                                                                              | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    620000 | PA      | $619950.91    | 0.02%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2019-1                                                            | GALTON FUNDING MORTGAGE TRUST 2019-1 A32 4% 02/25/2059 144A                                                        | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18367 | PA      | $17342.36     | 0.00%             | 2059-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                                       | DLLAA 2023-1A 5.64% 02/22/2028 144A                                                                                | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660000 | PA      | $667458.73    | 0.02%             | 2028-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                          | CNH INDUSTRIAL CAPITAL LLC 5.45% 10/14/2025                                                                        | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2809259.80   | 0.07%             | 2025-10-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                          | DCP MIDSTREAM OPER LP 5.375% 07/15/2025                                                                            | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1510382.97   | 0.04%             | 2025-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL HOLDINGS INC 4.9% 04/03/2028                                                                                   | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    465000 | PA      | $465631.71    | 0.01%             | 2028-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2022-3 LLC                                                    | ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A                                                             | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    118575 | PA      | $118432.30    | 0.00%             | 2029-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | FORD MTR CR CO LLC 5.8% 03/05/2027                                                                                 | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    835000 | PA      | $834073.23    | 0.02%             | 2027-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC                       | OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC BR4 TSFR3M+135 02/14/2031 144A                       | CUSIP: 67590QCC9<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $754963.48    | 0.02%             | 2031-02-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                          | NBN CO LTD 1.45% 05/05/2026 144A                                                                                   | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   1765000 | PA      | $1714741.75   | 0.04%             | 2026-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2018-3 LTD                                                                 | VOYA CLO 2018-3 LTD BR2 TSFR3M+180 10/15/2031 144A                                                                 | CUSIP: 92917KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1770000 | PA      | $1771635.48   | 0.05%             | 2031-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                   | CBRE SERVICES INC 5.1% 06/15/2030                                                                                  | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    390000 | PA      | $387465.34    | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3.5% 02/01/2048#BH9277                                                                                   | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58625 | PA      | $52915.80     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 10YR ULTRA FUT SEP25 UXYU5                                                                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -62 | NC      | $-67416.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY ACQ PLC                                                                     | TRINITY ACQ PLC 4.4% 03/15/2026                                                                                    | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $249053.57    | 0.01%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL     | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025                  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1033839.93   | 0.03%             | 2025-07-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WOART 2025-B                                                                        | WOART 2025-B 4.38% 08/15/2028                                                                                      | CUSIP: 98164TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2640000 | PA      | $2636919.65   | 0.07%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                             | SANTANDER HLDGS USA INC 6.124%/VAR 05/31/2027                                                                      | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161427.81    | 0.00%             | 2027-05-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                           | TORONTO DOMINION BANK FRN SOFR+62 12/17/2026                                                                       | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4100000 | PA      | $4103073.73   | 0.11%             | 2026-12-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLOX 2021-BLOX                                                                      | BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A                                                                     | CUSIP: 055522AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2040000 | PA      | $2013482.86   | 0.05%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HAROT 2023-4                                                                        | HAROT 2023-4 5.87% 06/22/2026                                                                                      | CUSIP: 438123AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    339773 | PA      | $340203.97    | 0.01%             | 2026-06-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 22 LLC                                                              | FLATIRON RR CLO 22 LLC AR TSFR3M+91 10/15/2034 144A                                                                | CUSIP: 33883QAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1885546.70   | 0.05%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6.5% 09/01/2054#DC1965                                                                                   | CUSIP: 3140APFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84634 | PA      | $86950.19     | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                           | COREBRIDGE GLOBAL FUNDING 4.65% 08/20/2027 144A                                                                    | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415984.79    | 0.01%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC 22-1A E 5.02% 12/20/2028 144A                                             | CUSIP: 03236VAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    830000 | PA      | $828505.59    | 0.02%             | 2028-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 4.85% 08/15/2027 144A                                                                | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1368794.83   | 0.04%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                                           | MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A                                                                    | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    907000 | PA      | $905866.25    | 0.02%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO 6.07%/VAR 10/22/2027                                                                         | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2551905.95   | 0.07%             | 2027-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | LLOYDS BANKING GROUP PLC 4.716%/VAR 08/11/2026                                                                     | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1999361.58   | 0.05%             | 2026-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 01/01/2050#CA5186                                                                                   | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33055 | PA      | $31607.43     | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC                       | OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC A2R4 TSFR3M+115 02/14/2031 144A                      | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   1925000 | PA      | $1910577.90   | 0.05%             | 2031-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B                                             | SMB PRIVATE EDUCATION LOAN TRUST 2020-B 1.29% 07/15/2053 144A                                                      | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    152247 | PA      | $142849.94    | 0.00%             | 2053-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                                                             | CROWN CASTLE TOWERS LLC 4.241% 07/15/2048 144A                                                                     | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $282748.38    | 0.01%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2019-1 LTD.                                                              | CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A                                                         | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1635000 | PA      | $1626018.95   | 0.04%             | 2035-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027                                                                     | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $3109245.18   | 0.08%             | 2027-05-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                     | NXP B V/NXP FDG LLC/NXP USA INC 4.4% 06/01/2027                                                                    | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    155000 | PA      | $154796.22    | 0.00%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA 1.652%/VAR 10/06/2026 144A                                                                                 | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4500000 | PA      | $4446662.04   | 0.12%             | 2026-10-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVT CORP                                                                    | DIAGEO INVT CORP 5.156% 08/15/2030                                                                                 | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    365000 | PA      | $372415.87    | 0.01%             | 2030-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                                              | CARVANA AUTO RECEIVABLES TRUST 2024-P4 4.62% 02/10/2028                                                            | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1074386 | PA      | $1073871.59   | 0.03%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STARWOOD MTG RESIDENTIAL TR 2019-INV1                                               | STARWOOD MTG RESIDENTIAL TR 2019-INV1 2.916% 09/27/2049 144A                                                       | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    317069 | PA      | $311283.24    | 0.01%             | 2049-09-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                              | OREILLY AUTOMOTIVE INC 4.35% 06/01/2028                                                                            | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    723000 | PA      | $722120.09    | 0.02%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET                                                                       | CSMC 2020-NET VAR 08/15/2037 144A                                                                                  | CUSIP: 126438AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985000 | PA      | $970634.07    | 0.03%             | 2037-08-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GINNIE MAE I POOL 30YR 5.5% 09/45#784653                                                                           | CUSIP: 3622AABW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192420 | PA      | $195911.30    | 0.01%             | 2045-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                                  | VALERO ENERGY CORP 5.15% 02/15/2030                                                                                | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    365000 | PA      | $369130.80    | 0.01%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 VAR 05/20/2027                                                        | CUSIP: 36271VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3100000 | PA      | $3101976.87   | 0.08%             | 2027-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                         | VIATRIS INC 2.3% 06/22/2027                                                                                        | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    736000 | PA      | $697745.31    | 0.02%             | 2027-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC                                                                      | MVW 2023-1 LLC 4.93% 10/20/2040 144A                                                                               | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    559736 | PA      | $561140.01    | 0.01%             | 2040-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 M2 SOFR30A+180 11/25/2041 144A                                             | CUSIP: 35564KMH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    555000 | PA      | $559292.81    | 0.01%             | 2041-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | ATHENE GLOBAL FUNDING 5.349% 07/09/2027 144A                                                                       | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    860000 | PA      | $871465.99    | 0.02%             | 2027-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-A                                            | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A 1.66% 05/17/2027                                                          | CUSIP: 98164GAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    226136 | PA      | $224647.98    | 0.01%             | 2027-05-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                      | CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027                                                                       | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    828000 | PA      | $816193.13    | 0.02%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | CREDIT AGRICOLE SA 5.222%/VAR 05/27/2031 144A                                                                      | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    705000 | PA      | $711188.60    | 0.02%             | 2031-05-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-SLCT                                                            | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT TSFR1M+ 01/15/2030 144A                                                     | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $412757.46    | 0.01%             | 2042-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC                                       | SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A                                    | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    383814 | PA      | $383954.77    | 0.01%             | 2033-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                            | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5% 01/15/2027 144A                                                        | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326951.31    | 0.01%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | ATHENE GLOBAL FUNDING 5.62% 05/08/2026 144A                                                                        | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3126953.23   | 0.08%             | 2026-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                              | BP CAPITAL MARKETS PLC 3.723% 11/28/2028                                                                           | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    855000 | PA      | $835630.71    | 0.02%             | 2028-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NATIONAL ASSOCIATION                                               | WELLS FARGO BK NATL ASSN 5.55% 08/01/2025                                                                          | CUSIP: 94988J6B8<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3002837.22   | 0.08%             | 2025-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR E                                                                    | ROCC 2024-CNTR A 5.38834% 11/13/2041 144A                                                                          | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $758798.40    | 0.02%             | 2041-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                             | BLUE OWL ASSET LEASING TRUST 2024-1 LLC 5.41% 03/15/2030 144A                                                      | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $241315.73    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5% 03/01/2050#FS5079                                                                                     | CUSIP: 3140XLUD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1034415 | PA      | $1023222.25   | 0.03%             | 2050-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 3.5% 07/20/2052#MA8149                                                                                     | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    704821 | PA      | $630805.89    | 0.02%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY BK MIDVALE UTAH                                                                | ALLY BK MIDVALE UTAH 4.97% 09/15/2032 144A                                                                         | CUSIP: 02007G4B6<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    212856 | PA      | $213654.20    | 0.01%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                      | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.53% 04/17/2028 144A                                               | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $391252.41    | 0.01%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED LN TR 2020-C                                                     | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C 2.15% 11/15/2068 144A                                             | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1210456 | PA      | $1149236.66   | 0.03%             | 2068-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                              | OREILLY AUTOMOTIVE INC 5.75% 11/20/2026                                                                            | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   2298000 | PA      | $2336928.79   | 0.06%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE CO PTY LTD                                                   | SYDNEY ARPT FIN CO PTY LTD 3.625% 04/28/2026 144A                                                                  | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    242000 | PA      | $239529.96    | 0.01%             | 2026-04-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                        | STRYKER CORP 4.25% 09/11/2029                                                                                      | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    830000 | PA      | $823945.74    | 0.02%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 11/49#CA4571                                                                                          | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60031 | PA      | $55705.69     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 4.92% 8/38 #983349                                                                                        | CUSIP: 31415LL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3930 | PA      | $4069.80      | 0.00%             | 2038-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.00% 12/35 #003795                                                                                        | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5642 | PA      | $5679.48      | 0.00%             | 2035-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4                                          | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 1.162% 08/25/2056 144A                                                  | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    781098 | PA      | $692140.71    | 0.02%             | 2056-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                                 | NORTHERN TRUST CORP 3.95% 10/30/2025                                                                               | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    545000 | PA      | $543585.27    | 0.01%             | 2025-10-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                             | BECTON DICKINSON and CO 4.693% 02/13/2028                                                                          | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1330766.32   | 0.03%             | 2028-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                        | NEXTERA ENERGY CAP HLDGS INC 1.875% 01/15/2027                                                                     | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1203836.81   | 0.03%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2023-3                                                     | OCTANE RECEIVABLES TRUST 2023-3 B 6.48% 07/20/2029 144A                                                            | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $233423.11    | 0.01%             | 2029-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC                                           | VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC A1R TSFR3M+125 04/20/2035 144A                                           | CUSIP: 92918UAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1888000 | PA      | $1886185.63   | 0.05%             | 2035-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA INC 6.25% 02/01/2029                                                                                         | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    440000 | PA      | $455877.84    | 0.01%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1                                              | CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.43% 10/15/2026 144A                                                       | CUSIP: 17331QAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    623164 | PA      | $623768.83    | 0.02%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                    | AMERICAN INTERNATIONAL GRP INC 4.85% 05/07/2030                                                                    | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    805000 | PA      | $808091.53    | 0.02%             | 2030-05-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 6% 11/16/2026 144A                                                                   | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658771.75    | 0.02%             | 2026-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3.5% 07/50#FM3972                                                                                        | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17666 | PA      | $15802.34     | 0.00%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING 2024-1 LLC                                                    | AUXILIOR TERM FUNDING 2024-1 LLC 24-1A A3 5.49% 07/15/2031 144A                                                    | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    485000 | PA      | $493124.24    | 0.01%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 03/01/2055#SL0666                                                                                     | CUSIP: 31427MW49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296218 | PA      | $299586.48    | 0.01%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                            | FMC CORP CP 0% 06/02/2025                                                                                          | CUSIP: 34410WT28<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2029133.19   | 0.05%             | 2025-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 5.098%/VAR 02/16/2028                                                                          | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    380000 | PA      | $383472.08    | 0.01%             | 2028-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | AMERICAN TOWER CORP 1.6% 04/15/2026                                                                                | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2043000 | PA      | $1988649.68   | 0.05%             | 2026-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                           | BANK NEW YORK MELLON CORP 4.947%/VAR 04/26/2027                                                                    | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2611970.76   | 0.07%             | 2027-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2023-2                                                        | HPEFS EQUIPMENT TRUST 2023-2 6.48% 01/21/2031 144A                                                                 | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $212004.56    | 0.01%             | 2031-01-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                  | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.1% 01/15/2027                                                 | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    695000 | PA      | $708660.51    | 0.02%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                               | FEDERAL HOME LN MTG MLT CTF GT 4.6% 06/25/2030                                                                     | CUSIP: 3137HAZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    554306 | PA      | $559801.24    | 0.01%             | 2030-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1                                         | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1 5.06% 05/17/2027                                                       | CUSIP: 587918AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    713383 | PA      | $713860.56    | 0.02%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                        | SBA TOWER TR 2.328% 07/15/2052 144A                                                                                | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440000 | PA      | $409212.72    | 0.01%             | 2052-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                            | SVENSKA HANDELSBANKEN AB 1.418%/VAR 06/11/2027 144A                                                                | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   3200000 | PA      | $3096429.89   | 0.08%             | 2027-06-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XII LTD                                                               | BATTALION CLO XII LTD BRR TSFR3M+120 05/17/2031 144A                                                               | CUSIP: 07133RAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    945000 | PA      | $936729.36    | 0.02%             | 2031-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                             | CORPORACION NACIONAL DEL COBRE DE CHILE 3% 09/30/2029 REGS                                                         | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1400000 | PA      | $1277500.00   | 0.03%             | 2029-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                        | DNB BANK ASA 5.896%/VAR 10/09/2026 144A                                                                            | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   3100000 | PA      | $3111853.01   | 0.08%             | 2026-10-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                             | BANK OF NEW YORK MELLON FRN SOFRINDX+71 04/20/2027                                                                 | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3509559.73   | 0.09%             | 2027-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | STATE STREET CORP FRN SOFR+95 04/24/2028                                                                           | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1195098.77   | 0.03%             | 2028-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MCCORMICK and CO INC                                                                | MCCORMICK and CO INC 0.9% 02/15/2026                                                                               | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3360276.89   | 0.09%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                        | JACKSON NATL LIFE GLOBAL FDG FRN SOFR+97 01/14/2028 144A                                                           | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2515402.50   | 0.07%             | 2028-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 5.7% 09/12/2026 144A                                                                 | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1437240.84   | 0.04%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-2                                                     | ANGEL OAK MORTGAGE TRUST 2021-2 A1 0.985% 04/25/2066 144A                                                          | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    345954 | PA      | $302858.92    | 0.01%             | 2066-04-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | STATE STREET CORP 4.834% 04/24/2030                                                                                | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $907723.03    | 0.02%             | 2030-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                           | OCCIDENTAL PETROLEUM CORP 5.2% 08/01/2029                                                                          | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    465000 | PA      | $461910.08    | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 10/01/2048#MA3496                                                                                   | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6123 | PA      | $5858.28      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1                                        | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.61% 10/15/2027                                                      | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2247069 | PA      | $2247107.92   | 0.06%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                             | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A                                                       | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    460000 | PA      | $441952.91    | 0.01%             | 2026-11-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP PARIBAS 2.591%/VAR 01/20/2028 144A                                                                             | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2700000 | PA      | $2606164.28   | 0.07%             | 2028-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                               | MICRON TECHNOLOGY INC 5.375% 04/15/2028                                                                            | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    935000 | PA      | $954162.56    | 0.02%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO FRN SOFR+88.5 04/22/2027                                                                     | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    747000 | PA      | $748875.52    | 0.02%             | 2027-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                            | MHC COML MTG TR 2021-MHC B TSFR1M+121.544 1 04/15/2026 144A                                                        | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    568000 | PA      | $567645.01    | 0.01%             | 2038-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD                                                         | FORTRESS CREDIT BSL VII LTD BR TSFR3M+165 07/23/2032 144A                                                          | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250348.75   | 0.03%             | 2032-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP 2018-1 LTD                                                     | TOORAK MORTGAGE CORP 2018-1 LTD 1.409% 07/25/2056 144A                                                             | CUSIP: 89688WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    131654 | PA      | $117756.75    | 0.00%             | 2056-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | ATHENE GLOBAL FUNDING 1.608% 06/29/2026 144A                                                                       | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2614888.68   | 0.07%             | 2026-06-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                        | NEXTERA ENERGY CAP HLDGS INC 4.45% 06/20/2025                                                                      | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1050008.41   | 0.03%             | 2025-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                 | CONSTELLATION ENERGY GENERATION LLC 5.6% 03/01/2028                                                                | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    520000 | PA      | $536114.07    | 0.01%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                              | COX COMMUNICATIONS INC 3.35% 09/15/2026 144A                                                                       | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    345000 | PA      | $338502.20    | 0.01%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                        | SBA TOWER TR 1.884% 07/15/2050 144A                                                                                | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    565000 | PA      | $553297.27    | 0.01%             | 2050-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                                  | ANALOG DEVICES INC 1.7% 10/01/2028                                                                                 | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    425000 | PA      | $390283.96    | 0.01%             | 2028-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                        | SBA TOWER TR 6.599% 11/15/2052 144A                                                                                | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1189105.68   | 0.03%             | 2052-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 4.97%/VAR 04/23/2029                                                                        | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2916546.21   | 0.08%             | 2029-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STARWOOD MTG RESIDENTIAL TR 2021-2                                                  | STARWOOD MTG RESIDENTIAL TR 2021-2 0.943% 05/25/2065 144A                                                          | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    241000 | PA      | $227120.38    | 0.01%             | 2065-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                         | CENCORA INC 4.625% 12/15/2027                                                                                      | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    720000 | PA      | $723943.96    | 0.02%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2023-HB12 LLC                                                                  | CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A                                                                           | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    146715 | PA      | $145187.17    | 0.00%             | 2033-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINL DEALER NT MASTER OWNER TR II                                          | NAVISTAR FINL DEALER NT MASTER OWNER TR II 6.18% 08/25/2028 144A                                                   | CUSIP: 63938PBU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $902865.96    | 0.02%             | 2028-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 3.5% 11/20/2050#MA6997                                                                                     | CUSIP: 36179VX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    766418 | PA      | $689048.26    | 0.02%             | 2050-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                         | IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A                                                                  | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1061000 | PA      | $1059785.34   | 0.03%             | 2025-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL HOLDINGS INC 5.7% 05/20/2027                                                                                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1319544.92   | 0.03%             | 2027-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMER HECM BUYOUT 2024-HB1                                                | FINANCE OF AMERICA HECM BUYOUT 2024-HB1 4% 10/01/2034 144A                                                         | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1059397 | PA      | $1050981.84   | 0.03%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 6.451% 12/15/2032 144A                                                                   | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77706 | PA      | $77821.55     | 0.00%             | 2032-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 TR                                                                    | MFA 2021-NQM2 TR 1.317% 11/25/2064 144A                                                                            | CUSIP: 55283WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    152254 | PA      | $133659.79    | 0.00%             | 2064-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                     | BAE SYSTEMS PLC 5% 03/26/2027 144A                                                                                 | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $846898.97    | 0.02%             | 2027-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 5% 10/31/2025                                                                                            | CUSIP: 91282CJE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $22051906.14  | 0.58%             | 2025-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 TRUST                                                                 | OBX 2020-INV1 TRUST 3.5% 12/25/2049 144A                                                                           | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74179 | PA      | $64732.09     | 0.00%             | 2049-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                      | CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025                                                                       | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1930000 | PA      | $1923640.84   | 0.05%             | 2025-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                 | FRONTIER ISSUER LLC 6.19% 06/20/2054 144A                                                                          | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $225545.41    | 0.01%             | 2054-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 21 II LTD                                                              | HPHT FINANCE 21 II LTD 1.5% 09/17/2026 REGS                                                                        | CUSIP: N/A<br>LEI: 254900SLH6EYTB8QK559       | Long             | DBT              | CORP              | KY        |    650000 | PA      | $622176.17    | 0.02%             | 2026-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC 1.8% 09/20/2038 144A                                               | CUSIP: 82652RAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    103390 | PA      | $101011.91    | 0.00%             | 2038-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 4.5% 02/01/2053#SD8298                                                                                   | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474135 | PA      | $448736.07    | 0.01%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                      | SOLVENTUM CORP 5.45% 02/25/2027                                                                                    | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2034749.33   | 0.05%             | 2027-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | STATE STREET CORP 5.751%/VAR 11/04/2026                                                                            | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009270.96   | 0.05%             | 2026-11-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 TRUST                                                               | HOMES 2025-NQM2 TRUST 5.425% 02/25/2070 144A                                                                       | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $498293.70    | 0.01%             | 2070-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-6                                                   | VERUS SECURITIZATION TRUST 2022-6 4.91% 06/25/2067 144A                                                            | CUSIP: 92539AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    469864 | PA      | $467314.49    | 0.01%             | 2067-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2024-3                                                     | OCTANE RECEIVABLES TRUST 2024-3 5.51% 10/20/2031 144A                                                              | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300817.14    | 0.01%             | 2031-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-1 LLC                                                                 | DEXT ABS 2025-1 LLC 4.59% 08/16/2027 144A                                                                          | CUSIP: 252154AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    610000 | PA      | $608949.64    | 0.02%             | 2027-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                      | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.58% 09/15/2027 144A                                               | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2140000 | PA      | $2142942.71   | 0.06%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MTG TR 2020-1INV                                                           | FLAGSTAR MTG TR 2020-1INV TSFR1M+96.448 03/25/2050 144A                                                            | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    189646 | PA      | $181065.51    | 0.00%             | 2050-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                        | STRYKER CORP 4.7% 02/10/2028                                                                                       | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1831604.31   | 0.05%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS GROUP AG 2.193%/VAR 06/05/2026 144A                                                                            | CUSIP: 225401AQ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4300000 | PA      | $4299157.89   | 0.11%             | 2026-06-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer