# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-25-176750
**Filing Date:** 2025-7
**Character Count:** 324644
**Document Hash:** 3962df0cb6df3f8d01a19bf7383efcc1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176750.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176750

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251146331

**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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity SAI Short-Term Bond Fund (Series ID: S000069441)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000221556 | Fidelity SAI Short-Term Bond Fund | FZOMX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI Short-Term Bond Fund**

**May 31, 2025**

Offered exclusively to certain clients of the Adviser, or its affiliates, including Strategic Advisers LLC (Strategic Advisers) - not available for sale to the general public. Fidelity® SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with Strategic Advisers.

SST-NPRT3-0725

1.9899558.104 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 15.5%** | &nbsp;&nbsp;**Asset-Backed Securities - 15.5%** | &nbsp;&nbsp;**Asset-Backed Securities - 15.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.6%  |  |  |
| Hartwick Park Clo Ltd Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.16%, 5.4295% 1/20/2037 (b)(c)(d) | 8402000 | 8389431 |
| Neuberger Berman Ln Advisers Nbla Clo 50 Ltd / Neuberger Berman Ln Series 2024-50A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.5293% 7/23/2036 (b)(c)(d) | 10108000 | 10109951 |
| Valley Stream Pk Clo Ltd / Vy Stream Pk Clo LLC Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.19%, 5.4595% 1/20/2037 (b)(c)(d) | 6365000 | 6358036 |
| TOTAL BAILIWICK OF JERSEY |  | 24857418 |
| CANADA - 0.1%  |  |  |
| Chesapeake Funding II LLC Series 2023-1A Class A1, 5.65% 5/15/2035 (b) | 2629507 | 2640894 |
| Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (b) | 572278 | 579203 |
| Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (b) | 1501024 | 1514675 |
| TOTAL CANADA |  | 4734772 |
| GRAND CAYMAN (UK OVERSEAS TER) - 2.9%  |  |  |
| Ares Lii Clo Ltd Series 2025-52A Class A1RR, CME Term SOFR 3 month Index + 0.88%, 5.1524% 4/22/2031 (b)(c)(d) | 6043058 | 6033993 |
| Ares LIV CLO Ltd Series 2024-54A Class AR, CME Term SOFR 3 month Index + 1.27%, 5.5261% 10/15/2032 (b)(c)(d) | 2937617 | 2938416 |
| Ares XXXIV CLO Ltd Series 2024-2A Class AR3, CME Term SOFR 3 month Index + 1.32%, 5.5998% 4/17/2033 (b)(c)(d) | 13876000 | 13913882 |
| Barings CLO Ltd Series 2024-3A Class A1RR, CME Term SOFR 3 month Index + 1.14%, 5.4095% 1/20/2036 (b)(c)(d) | 4700000 | 4698111 |
| Buckhorn Park Clo Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.07%, 5.3395% 7/18/2034 (b)(c)(d) | 10200000 | 10182711 |
| Dryden 104 Clo Ltd / Dryden 104 Clo LLC Series 2024-104A Class A1R, CME Term SOFR 3 month Index + 1.29%, 5.612% 8/20/2034 (b)(c)(d) | 6123000 | 6124488 |
| Dryden 68 Clo Ltd Series 2024-68A Class ARR, CME Term SOFR 3 month Index + 1.1%, 5.3561% 7/15/2035 (b)(c)(d) | 9543000 | 9508034 |
| Dryden 86 Clo Ltd / Dryden 86 Clo LLC Series 2021-86A Class A1R, CME Term SOFR 3 month Index + 1.3616%, 5.6414% 7/17/2034 (b)(c)(d) | 3892000 | 3893619 |
| Flatiron Clo 20 Ltd / Flatiron Clo 20 LLC Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.38%, 5.702% 5/20/2036 (b)(c)(d) | 4373000 | 4380592 |
| Flatiron Clo 28 Ltd / Flatiron Clo 28 LLC Series 2024-1A Class A1, CME Term SOFR 3 month Index + 1.32%, 5.5761% 7/15/2036 (b)(c)(d) | 11192000 | 11195682 |
| Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2024-45A Class ARR, CME Term SOFR 3 month Index + 1.08%, 5.3361% 7/15/2034 (b)(c)(d) | 9501000 | 9469504 |
| Magnetite Xxii Ltd / Magnetite Xxii LLC Series 2024-22A Class ARR, CME Term SOFR 3 month Index + 1.25%, 5.5061% 7/15/2036 (b)(c)(d) | 9615000 | 9616971 |
| Oha Credit Funding 22 Ltd Series 2025-22A Class A1, CME Term SOFR 3 month Index + 1.33%, 0% 7/20/2038 (b)(c)(d) | 9127000 | 9136930 |
| Palmer Square Loan Funding Ltd / Palmer Square Loan Funding LLC Series 2022-1A Class A1, CME Term SOFR 3 month Index + 1.05%, 5.3061% 4/15/2030 (b)(c)(d) | 806277 | 806317 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 5.2561% 1/15/2033 (b)(c)(d) | 1715121 | 1715397 |
| Palmer Square Loan Funding Ltd Series 2024-3A Class A1, CME Term SOFR 3 month Index + 1.08%, 5.3873% 8/8/2032 (b)(c)(d) | 4887408 | 4888073 |
| Rr 16 Ltd Series 2021-16A Class A1, CME Term SOFR 3 month Index + 1.3716%, 5.6277% 7/15/2036 (b)(c)(d) | 4187000 | 4194419 |
| TCI-Symphony CLO Ltd Series 2021-1A Class AR, CME Term SOFR 3 month Index + 1.1916%, 5.4477% 7/15/2030 (b)(c)(d) | 2285927 | 2286069 |
| Voya Clo 2022-1 Ltd / Voya Clo 2022-1 LLC Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.25%, 5.5195% 4/20/2035 (b)(c)(d) | 7527000 | 7519767 |
| Voya CLO Ltd Series 2021-1A Class A1R, CME Term SOFR 3 month Index + 1.2116%, 5.4914% 4/17/2030 (b)(c)(d) | 448460 | 448571 |
| Voya CLO Ltd Series 2024-2A Class AR, CME Term SOFR 3 month Index + 1.2%, 5.4695% 7/20/2032 (b)(c)(d) | 9937243 | 9932125 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 132883671 |
| UNITED STATES - 11.9%  |  |  |
| Affirm Asset Securitization Trust Series 2024-X1 Class A, 6.27% 5/15/2029 (b) | 177332 | 177527 |
| Affirm Asset Securitization Trust Series 2024-X2 Class A, 5.22% 12/17/2029 (b) | 6132582 | 6134523 |
| Affirm Asset Securitization Trust Series 2025-X1 Class A, 5.08% 4/15/2030 (b) | 4190000 | 4189105 |
| Ally Auto Receivables Trust Series 2024-1 Class A3, 5.08% 12/15/2028  | 1512000 | 1520125 |
| American Express Credit Account Master Trust Series 2022-4 Class A, 4.95% 10/15/2027  | 2840000 | 2844161 |
| American Express Credit Account Master Trust Series 2024-1 Class A, 5.23% 4/15/2029  | 8100000 | 8236613 |
| Amur Equip Fin Receivables Xv LLC Series 2025-1A Class A2, 4.7% 9/22/2031 (b) | 6505000 | 6518583 |
| Ari Fleet Lease Trust 2024-B Series 2024-B Class A3, 5.26% 4/15/2033 (b) | 925000 | 932577 |
| ARI Fleet Lease Trust Series 2023-B Class A2, 6.05% 7/15/2032 (b) | 3145205 | 3168711 |
| ARI Fleet Lease Trust Series 2024-A Class A2, 5.3% 11/15/2032 (b) | 4781182 | 4800141 |
| Ari Fleet Lease Trust Series 2025-A Class A2, 4.38% 1/17/2034 (b) | 855000 | 850983 |
| Avis Budget Rental Car Funding AESOP LLC Series 2025-1A Class A, 4.8% 8/20/2029 (b) | 1695000 | 1696787 |
| Bank of America Credit Card Master Trust Series 2022-A2 Class A2, 5% 4/15/2028  | 3936000 | 3943404 |
| Bank of America Credit Card Master Trust Series 2023-A2 Class A2, 4.98% 11/15/2028  | 4500000 | 4541255 |
| BMW Vehicle Lease Trust Series 2023-2 Class A3, 5.99% 9/25/2026  | 2028628 | 2036514 |
| BMW Vehicle Lease Trust Series 2024-1 Class A3, 4.98% 3/25/2027  | 5392000 | 5410711 |
| BofA Auto Trust Series 2024-1A Class A3, 5.35% 11/15/2028 (b) | 717000 | 724032 |
| Capital One Prime Auto Receivables Trust 2023-2 Series 2023-2 Class A3, 5.82% 6/15/2028  | 7279000 | 7367890 |
| Capital One Prime Auto Receivables Trust Series 2023-1 Class A3, 4.87% 2/15/2028  | 4761480 | 4770039 |
| Capital One Prime Auto Receivables Trust Series 2024-1 Class A3, 4.62% 7/16/2029  | 7935000 | 7963357 |
| CarMax Auto Owner Trust Series 2023-4 Class A3, 6% 7/17/2028  | 1451000 | 1471528 |
| CarMax Auto Owner Trust Series 2024-1 Class A3, 4.92% 10/16/2028  | 3478000 | 3490680 |
| CarMax Auto Owner Trust Series 2024-2 Class A3, 5.5% 1/16/2029  | 1385000 | 1403167 |
| CarMax Auto Owner Trust Series 2024-3 Class A3, 4.89% 7/16/2029  | 5727000 | 5766173 |
| Carvana Auto Receivables Trust Series 2021-P3 Class A3, 0.7% 11/10/2026  | 32459 | 32425 |
| CFMT LLC Series 2023-HB12 Class A, 4.25% 4/25/2033 (b) | 436522 | 431977 |
| Chase Auto Owner Trust Series 2024-1A Class A3, 5.13% 5/25/2029 (b) | 1410000 | 1419963 |
| Chase Auto Owner Trust Series 2024-3A Class A3, 5.22% 7/25/2029 (b) | 7192000 | 7268437 |
| Chase Auto Owner Trust Series 2024-4A Class A3, 4.94% 7/25/2029 (b) | 8711000 | 8765839 |
| Chase Issuance Trust Series 2024-A1 Class A, 4.6% 1/16/2029 (c) | 8858000 | 8900510 |
| Citizens Auto Receivables Trust Series 2024-1 Class A3, 5.11% 4/17/2028 (b) | 3483000 | 3499157 |
| Citizens Auto Receivables Trust Series 2024-2 Class A3, 5.33% 8/15/2028 (b) | 1750000 | 1761253 |
| CWABS Inc Asset-Backed Certificates Series 2004-2 Class 3A4, CME Term SOFR 1 month Index + 0.6145%, 4.9392% 7/25/2034 (c)(d) | 50724 | 49707 |
| Daimler Trucks Retail Trust Series 2024-1 Class A3, 5.49% 12/15/2027  | 6525000 | 6570996 |
| Dell Equip Fin Trust Series 2024-2 Class A3, 4.59% 8/22/2030 (b) | 1936000 | 1941976 |
| Dell Equipment Finance Trust Series 2023-2 Class A3, 5.65% 1/22/2029 (b) | 1730850 | 1737401 |
| Dell Equipment Finance Trust Series 2023-3 Class A3, 5.93% 4/23/2029 (b) | 3682703 | 3702466 |
| Dell Equipment Finance Trust Series 2024-1 Class A3, 5.39% 3/22/2030 (b) | 3031000 | 3054454 |
| Discover Card Execution Note Trust Series 2022-A4 Class A, 5.03% 10/15/2027  | 4250000 | 4256932 |
| DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (b) | 623000 | 630041 |
| DLLAD Series 2024-1A Class A3, 5.3% 7/20/2029 (b) | 595000 | 603291 |
| DLLMT LLC Series 2024-1A Class A3, 4.84% 8/21/2028 (b) | 3618000 | 3641590 |
| Domino's Pizza Master Issuer LLC Series 2017-1A Class A23, 4.118% 7/25/2047 (b) | 8579380 | 8422242 |
| Enterprise Fleet Financing LLC Series 2022-3 Class A2, 4.38% 7/20/2029 (b) | 186708 | 186483 |
| Enterprise Fleet Financing LLC Series 2023-1 Class A2, 5.51% 1/22/2029 (b) | 1590576 | 1595483 |
| Enterprise Fleet Financing LLC Series 2023-2 Class A2, 5.56% 4/22/2030 (b) | 3684577 | 3703831 |
| Enterprise Fleet Financing LLC Series 2023-3 Class A2, 6.4% 3/20/2030 (b) | 1533638 | 1555997 |
| Enterprise Fleet Financing LLC Series 2024-1 Class A2, 5.23% 3/20/2030 (b) | 5999574 | 6034333 |
| Enterprise Fleet Financing LLC Series 2024-3 Class A3, 4.98% 8/21/2028 (b) | 6368000 | 6420336 |
| Enterprise Fleet Financing LLC Series 2024-4 Class A3, 4.56% 11/20/2028 (b) | 2319000 | 2322197 |
| Enterprise Fleet Financing LLC Series 2025-1 Class A3, 4.82% 2/20/2029 (b) | 6325000 | 6376308 |
| Enterprise Fleet Financing Series 2024-2 Class A3, 5.61% 4/20/2028 (b) | 1257000 | 1276139 |
| Flatiron Clo 23 LLC Series 2025-1A, CME Term SOFR 3 month Index + 1.24%, 0% 4/17/2036 (b)(c)(d) | 11603000 | 11603000 |
| Flatiron Rr Clo 22 LLC Series 2025-2A Class AR, CME Term SOFR 3 month Index + 0.91%, 5.1661% 10/15/2034 (b)(c)(d) | 10580000 | 10499518 |
| Ford Credit Auto Owner Trust Series 2021-1 Class A, 1.37% 10/17/2033 (b) | 4343000 | 4223210 |
| Ford Credit Auto Owner Trust Series 2023-B Class A3, 5.23% 5/15/2028  | 4621820 | 4644260 |
| Ford Credit Auto Owner Trust Series 2024-D Class A3, 4.61% 8/15/2029  | 4420000 | 4443527 |
| Ford Credit Floorplan Master Owner Trust A Series 2024-1 Class A1, 5.29% 4/15/2029 (b) | 9304000 | 9436505 |
| Fordf Series 2025-1 Class A1, 4.63% 4/15/2030  | 7085000 | 7116274 |
| Fordf Series 2025-1 Class B, 4.84% 4/15/2030  | 3570000 | 3572647 |
| GM Financial Consumer Automobile Receivables Trust Series 2022-2 Class A3, 3.1% 2/16/2027  | 1047975 | 1043481 |
| Gm Financial Consumer Automobile Receivables Trust Series 2023-4 Class A3, 5.78% 8/16/2028  | 5981000 | 6052116 |
| GM Financial Consumer Automobile Receivables Trust Series 2024-2 Class A2A, 5.33% 3/16/2027  | 2916722 | 2920978 |
| GM Financial Leasing Trust Series 2023-3 Class A3, 5.38% 11/20/2026  | 453042 | 453943 |
| GM Financial Leasing Trust Series 2024-1 Class A3, 5.09% 3/22/2027  | 9242000 | 9271776 |
| GMF Floorplan Owner Revolving Trust Series 2023-1 Class A1, 5.34% 6/15/2028 (b) | 6911000 | 6963860 |
| GMF Floorplan Owner Revolving Trust Series 2024-1A Class A1, 5.13% 3/15/2029 (b) | 9920000 | 10025250 |
| GMF Floorplan Owner Revolving Trust Series 2024-4A Class A1, 4.73% 11/15/2029 (b) | 2465000 | 2479567 |
| Honda Auto Receivables Owner Trust Series 2023-1 Class A3, 5.04% 4/21/2027  | 2810469 | 2815810 |
| Huntington Auto Trust Series 2024-1A Class A3, 5.23% 1/16/2029 (b) | 9089000 | 9157321 |
| Hyundai Auto Lease Securitization Trust Series 2023-B Class A3, 5.15% 6/15/2026 (b) | 1868810 | 1869656 |
| Hyundai Auto Lease Securitization Trust Series 2023-C Class A3, 5.8% 12/15/2026 (b) | 5973043 | 5993740 |
| Hyundai Auto Lease Securitization Trust Series 2024-B Class A3, 5.41% 5/17/2027 (b) | 3302000 | 3328574 |
| Hyundai Auto Receivables Trust Series 2023-C Class A3, 5.54% 10/16/2028  | 4434000 | 4484799 |
| Hyundai Auto Receivables Trust Series 2024-A Class A3, 4.99% 2/15/2029  | 1564000 | 1575475 |
| John Deere Owner Trust Series 2024-A Class A3, 4.96% 11/15/2028  | 9145000 | 9212307 |
| Juniper Valley Park CLO LLC Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.5195% 7/20/2036 (b)(c)(d) | 10000000 | 10010150 |
| Kubota Credit Owner Trust Series 2024-2A Class A3, 5.26% 11/15/2028 (b) | 1629000 | 1655359 |
| Marlette Funding Trust Series 2024-1A Class A, 5.95% 7/17/2034 (b) | 148710 | 148944 |
| Mercedes-Benz Auto Lease Trust Series 2024-A Class A3, 5.32% 1/18/2028  | 2104000 | 2126135 |
| Mercedes-Benz Auto Lease Trust Series 2024-B Class A3, 4.23% 2/15/2028  | 9832000 | 9799657 |
| Mercedes-Benz Auto Receivables Trust Series 2023-2 Class A3, 5.95% 11/15/2028  | 3438000 | 3482064 |
| Merchants Fleet Funding LLC Series 2024-1A Class A, 5.82% 4/20/2037 (b) | 1764605 | 1775381 |
| Nissan Auto Receivables Owner Trust Series 2023-B Class A3, 5.93% 3/15/2028  | 4082000 | 4117544 |
| Nissan Master Owner Tr Receivable Series 2024-B Class A, 5.05% 2/15/2029 (b) | 2761000 | 2778064 |
| OneMain Direct Auto Receivables Trust Series 2021-1A Class A, 0.87% 7/14/2028 (b) | 634212 | 628947 |
| Oportun Funding Trust Series 2024-3 Class A, 5.26% 8/15/2029 (b) | 992940 | 992870 |
| Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2005-WCH1 Class M4, CME Term SOFR 1 month Index + 1.3595%, 5.6842% 1/25/2036 (c)(d) | 1522 | 1520 |
| Porsche Finl Auto Securitization Tr 2023-2 Series 2023-2A Class A3, 5.79% 1/22/2029 (b) | 2650162 | 2665908 |
| Porsche Innovative Lease Owner Trust Series 2024-2A Class A3, 4.35% 10/20/2027 (b) | 7605000 | 7588998 |
| Santander Drive Auto Receivables Trust Series 2025-1 Class A3, 4.74% 1/16/2029  | 2460000 | 2461954 |
| SBNA Auto Lease Trust Series 2024-B Class A3, 5.56% 11/22/2027 (b) | 1882000 | 1897637 |
| SBNA Auto Lease Trust Series 2024-C Class A3, 4.56% 2/22/2028 (b) | 1595000 | 1593436 |
| SFS Auto Receivables Securitization Trust Series 2023-1A Class A3, 5.47% 10/20/2028 (b) | 7232960 | 7277027 |
| SFS Auto Receivables Securitization Trust Series 2024-1A Class A3, 4.95% 5/21/2029 (b) | 2670000 | 2678624 |
| SFS Auto Receivables Securitization Trust Series 2024-2A Class A3, 5.33% 11/20/2029 (b) | 1072000 | 1083322 |
| T-Mobile US Trust Series 2024-1A Class A, 5.05% 9/20/2029 (b) | 6446000 | 6487613 |
| Terwin Mortgage Trust Series 2003-4HE Class A1, CME Term SOFR 1 month Index + 0.9745%, 5.2992% 9/25/2034 (c)(d) | 65691 | 67441 |
| Tesla Auto Lease Trust 23-A Series 2023-A Class A3, 5.89% 6/22/2026 (b) | 430244 | 430821 |
| Tesla Auto Lease Trust Series 2023-B Class A3, 6.13% 9/21/2026 (b) | 4825160 | 4843960 |
| Tesla Electric Vehicle Trust Series 2023-1 Class A3, 5.38% 6/20/2028 (b) | 3567000 | 3594477 |
| Tesla Series 2024-A Class A3, 5.3% 6/21/2027 (b) | 3488000 | 3498579 |
| Toyota Auto Receivables Owner Trust Series 2023-D Class A3, 5.54% 8/15/2028  | 4383000 | 4430991 |
| Toyota Lease Owner Trust Series 2023-B Class A3, 5.66% 11/20/2026 (b) | 5853348 | 5875110 |
| Toyota Lease Owner Trust Series 2024-A Class A3, 5.25% 4/20/2027 (b) | 1486610 | 1493615 |
| Upstart Securitization Trust Series 2023-3 Class A, 6.9% 10/20/2033 (b) | 1472552 | 1481620 |
| Usaa Auto Owner Trust 2023-A Series 2023-A Class A3, 5.58% 5/15/2028 (b) | 2776911 | 2791428 |
| Verizon Master Trust Series 2023-4 Class A1A, 5.16% 6/20/2029  | 7552000 | 7606196 |
| Verizon Master Trust Series 2023-5 Class A1A, 5.61% 9/8/2028  | 6400000 | 6416948 |
| Verizon Master Trust Series 2024-8 Class A1A, 4.62% 11/20/2030  | 10600000 | 10686344 |
| Volkswagen Auto Loan Enhanced Trust 2023-2 Series 2023-2 Class A3, 5.48% 12/20/2028  | 5119000 | 5189463 |
| Volkswagen Auto Loan Enhanced Trust Series 2023-1 Class A3, 5.02% 6/20/2028  | 3407000 | 3417497 |
| Volkswagen Auto Loan Enhanced Trust Series 2024-1 Class A3, 4.63% 7/20/2029  | 10670000 | 10745459 |
| Volvo Financial Equipment LLC Series 2024-1A Class A3, 4.29% 10/16/2028 (b) | 793000 | 791308 |
| Wells Fargo Card Issuance Trust Series 2024-A1 Class A, 4.94% 2/15/2029  | 7890000 | 7969822 |
| Wells Fargo Card Issuance Trust Series 2024-A2 Class A, 4.29% 10/15/2029  | 11800000 | 11802067 |
| Wheels Fleet Lease Funding 1 LLC Series 2023-2A Class A, 6.46% 8/18/2038 (b) | 4558327 | 4618022 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-1A Class A1, 5.49% 2/18/2039 (b) | 8163312 | 8234567 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (b) | 2776000 | 2783505 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-3A Class A1, 4.8% 9/19/2039 (b) | 7905000 | 7915093 |
| World Omni Auto Receivables Tr 2023-D Series 2023-D Class A3, 5.79% 2/15/2029  | 4879000 | 4932949 |
| World Omni Auto Receivables Tr Series 2021-D Class A3, 0.81% 10/15/2026  | 33131 | 33079 |
| World Omni Auto Receivables Tr Series 2024-A Class A3, 4.86% 3/15/2029  | 8000000 | 8035705 |
| World Omni Auto Receivables Trust 2023-C Series 2023-C Class A3, 5.15% 11/15/2028  | 794000 | 796694 |
| World Omni Auto Receivables Trust Series 2024-B Class A3, 5.27% 9/17/2029  | 4901000 | 4948237 |
| World Omni Auto Trust Series 2024-C Class A3, 4.43% 12/17/2029  | 5984000 | 5985299 |
| World Omni Automobile Lease Securitization Trust Series 2024-A Class A3, 5.26% 10/15/2027  | 4502000 | 4544617 |
| TOTAL UNITED STATES |  | 536520011 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $695,797,401) |  | <br> **698995872** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.4%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.4%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.4%  |  |  |
| Angel Oak Mortgage Trust Series 2021-8 Class A1, 1.82% 11/25/2066 (b) | 2194820 | 1931624 |
| CFMT LLC Series 2024-HB13 Class A, 3% 5/25/2034 (b)(c) | 1063379 | 1042731 |
| CFMT LLC Series 2024-HB15 Class A, 4% 8/25/2034 (b)(c) | 531836 | 526169 |
| CSMC Trust Series 2021-RPL9 Class A1, 3.742% 2/25/2061 (b)(c) | 3492384 | 3542009 |
| Fannie Mae Guaranteed REMIC Series 2001-40 Class Z, 6% 8/25/2031  | 10912 | 11043 |
| Fannie Mae Guaranteed REMIC Series 2015-27 Class KF, U.S. 30-Day Avg. SOFR Index + 0.4145%, 4.7365% 5/25/2045 (c)(d) | 763550 | 759152 |
| Fannie Mae Guaranteed REMIC Series 2016-42 Class FL, U.S. 30-Day Avg. SOFR Index + 0.4645%, 4.7865% 7/25/2046 (c)(d) | 806208 | 803676 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3949 Class MK, 4.5% 10/15/2034  | 97410 | 96091 |
| Gcat 2021-Nqm7 Tr Series 2021-NQM7 Class A1, 1.915% 8/25/2066 (b) | 1084337 | 989781 |
| Legacy Mortgage Asset Trust Series 2021-GS5 Class A1, 5.25% 7/25/2067 (b)(c) | 2606358 | 2590914 |
| New York Mortgage Trust Series 2021-SP1 Class A1, 4.6696% 8/25/2061 (b) | 861972 | 857714 |
| Oceanview Mortgage Loan Trust Series 2020-1 Class A1A, 1.7329% 5/28/2050 (b) | 572444 | 534116 |
| Ocwen Loan Investment Trust Series 2023-HB1 Class A, 3% 6/25/2036 (b) | 131172 | 129451 |
| Ocwen Loan Investment Trust Series 2024-HB1 Class A, 3% 2/25/2037 (b) | 131822 | 128209 |
| PRET LLC Series 2022-RN1 Class A1, 6.721% 7/25/2051 (b)(e) | 1781479 | 1782559 |
| PRPM LLC Series 2024-RPL2 Class A1, 3.5% 5/25/2054 (b)(c) | 4041356 | 3892925 |
| RMF Buyout Issuance Trust Series 2021-HB1 Class A, 1.2586% 11/25/2031 (b) | 34484 | 34362 |
| Sequoia Mortgage Trust Series 2004-6 Class A3B, CME Term SOFR 6 month Index + 1.3083%, 5.5914% 7/20/2034 (c)(d) | 563 | 519 |
| TOTAL UNITED STATES |  | 19653045 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $19,921,247) |  | <br> **19653045** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 2.3%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 2.3%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 2.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 2.3%  |  |  |
| ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 6.0426% 6/15/2030 (b)(c)(d) | 9615000 | 9655271 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (b) | 855463 | 814446 |
| BAMLL Commercial Mortgage Securities Trust Series 2022-DKLX Class A, CME Term SOFR 1 month Index + 1.15%, 5.479% 1/15/2039 (b)(c)(d) | 1071056 | 1067040 |
| Benchmark Mortgage Trust Series 2021-B31 Class A1, 1.357% 12/15/2054  | 1423604 | 1384167 |
| BLOX Trust Series 2021-BLOX Class A, CME Term SOFR 1 month Index + 1.1145%, 5.4435% 9/15/2026 (b)(c)(d) | 2278000 | 2248389 |
| BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 5.6709% 3/15/2041 (b)(c)(d) | 1295149 | 1295959 |
| BMP Series 2024-MF23 Class A, CME Term SOFR 1 month Index + 1.3719%, 5.7007% 6/15/2041 (b)(c)(d) | 2277000 | 2278423 |
| BPR Trust Series 2022-OANA Class A, CME Term SOFR 1 month Index + 1.898%, 6.2267% 4/15/2037 (b)(c)(d) | 4067000 | 4065729 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 5.97% 5/15/2041 (b)(c) | 4254962 | 4260281 |
| BX Commercial Mortgage Trust Series 2019-IMC Class A, CME Term SOFR 1 month Index + 1.0463%, 5.3753% 4/15/2034 (b)(c)(d) | 991101 | 981810 |
| BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 5.1326% 10/15/2036 (b)(c)(d) | 2267000 | 2257097 |
| BX Commercial Mortgage Trust Series 2021-VINO Class A, CME Term SOFR 1 month Index + 0.7668%, 5.0958% 5/15/2038 (b)(c)(d) | 295716 | 295531 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 5.3416% 2/15/2039 (b)(c)(d) | 1678697 | 1675550 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class A, CME Term SOFR 1 month Index + 1.7614%, 6.0901% 12/9/2040 (b)(c)(d) | 1484286 | 1490326 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.6215% 12/15/2039 (b)(c)(d) | 1071807 | 1071807 |
| BX Commercial Mortgage Trust Series 2025-SPOT Class A, CME Term SOFR 1 month Index + 1.4434%, 5.7721% 4/15/2040 (b)(c)(d) | 5830000 | 5830678 |
| BX Trust 2024-CNY Series 2024-CNYN Class A, CME Term SOFR 1 month Index + 1.4419%, 5.7706% 4/15/2041 (b)(c)(d) | 4016621 | 4021642 |
| BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.4725% 3/15/2030 (b)(c)(d) | 8372000 | 8309211 |
| BX Trust Series 2021-ACNT Class A, CME Term SOFR 1 month Index + 0.9645%, 5.2935% 11/15/2038 (b)(c)(d) | 1784895 | 1783780 |
| BX Trust Series 2021-BXMF Class A, CME Term SOFR 1 month Index + 0.7504%, 5.0794% 10/15/2026 (b)(c)(d) | 1563530 | 1557667 |
| BX Trust Series 2021-LBA Class AJV, CME Term SOFR 1 month Index + 0.9145%, 5.2435% 2/15/2036 (b)(c)(d) | 310000 | 309806 |
| BX Trust Series 2021-SOAR Class A, CME Term SOFR 1 month Index + 0.7845%, 5.1135% 6/15/2038 (b)(c)(d) | 1664048 | 1663008 |
| BX Trust Series 2024-XL4 Class A, CME Term SOFR 1 month Index + 1.442%, 5.7707% 2/15/2039 (b)(c)(d) | 2996212 | 2999953 |
| BX Trust Series 2025-DIME Class A, CME Term SOFR 1 month Index + 1.15%, 5.4787% 2/15/2035 (b)(c)(d) | 2929000 | 2918016 |
| CF Hippolyta Issuer LLC Series 2020-1 Class A1, 1.69% 7/15/2060 (b) | 3643936 | 3616935 |
| CF Hippolyta Issuer LLC Series 2021-1A Class A1, 1.53% 3/15/2061 (b) | 2216637 | 2134142 |
| Citigroup Commercial Mortgage Trust Series 2015-GC33 Class AAB, 3.522% 9/10/2058  | 52535 | 52467 |
| Citigroup Commercial Mortgage Trust Series 2016-GC36 Class AAB, 3.368% 2/10/2049  | 129696 | 129297 |
| COMM Mortgage Trust Series 2020-SBX Class A, 1.67% 1/10/2038 (b) | 4412000 | 4187814 |
| CSAIL Commercial Mortgage Trust Series 2018-CX12 Class ASB, 4.1628% 8/15/2051  | 1354510 | 1327256 |
| CSMC Trust Series 2017-CHOP Class A, Prime Rate -2.306%, 5.194% 7/15/2032 (b)(c)(d) | 874964 | 868355 |
| CSMC Trust Series 2020-NET Class A, 2.2569% 8/15/2037 (b) | 202877 | 200564 |
| ELP Commercial Mortgage Trust Series 2021-ELP Class A, CME Term SOFR 1 month Index + 0.8155%, 5.1445% 11/15/2038 (b)(c)(d) | 2883644 | 2876434 |
| Extended Stay America Trust Series 2021-ESH Class A, CME Term SOFR 1 month Index + 1.1945%, 5.5235% 7/15/2038 (b)(c)(d) | 793398 | 793398 |
| GS Mortgage Securities Trust Series 2011-GC5 Class AS, 5.148% 8/10/2044 (b)(c) | 1741620 | 1701679 |
| GS Mortgage Securities Trust Series 2021-IP Class A, CME Term SOFR 1 month Index + 1.0645%, 5.3935% 10/15/2036 (b)(c)(d) | 1243000 | 1235231 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-BKWD Class A, CME Term SOFR 1 month Index + 1.6145%, 5.9435% 9/15/2029 (b)(c)(d) | 612567 | 580442 |
| Life Financial Services Trust Series 2022-BMR2 Class A1, CME Term SOFR 1 month Index + 1.2952%, 5.624% 5/15/2039 (b)(c)(d) | 3413000 | 3310610 |
| MHP Commercial Mortgage Trust Series 2021-STOR Class A, CME Term SOFR 1 month Index + 0.8145%, 5.1435% 7/15/2038 (b)(c)(d) | 995000 | 993756 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 Class A3, 3.272% 1/15/2049  | 802735 | 795798 |
| OPEN Trust Series 2023-AIR Class A, CME Term SOFR 1 month Index + 3.0891%, 7.4178% 11/15/2040 (b)(c)(d) | 504694 | 506094 |
| SREIT Trust Series 2021-FLWR Class A, CME Term SOFR 1 month Index + 0.691%, 5.02% 7/15/2036 (b)(c)(d) | 2283610 | 2282183 |
| SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 5.174% 11/15/2038 (b)(c)(d) | 2024963 | 2022432 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.5716% 12/15/2039 (b)(c)(d) | 3571000 | 3569879 |
| Wells Fargo Commercial Mortgage Trust Series 2017-RC1 Class ASB, 3.453% 1/15/2060  | 445995 | 443023 |
| Wells Fargo Commercial Mortgage Trust Series 2018-C47 Class A3, 4.175% 9/15/2061  | 1928362 | 1900246 |
| Wells Fargo Commercial Mortgage Trust Series 2024-GRP Class A, CME Term SOFR 1 month Index + 1.7913%, 6.12% 10/15/2041 (b)(c)(d) | 4155000 | 4169132 |
| TOTAL UNITED STATES |  | 103932754 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $104,382,183) |  | <br> **103932754** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 39.6%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 39.6%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 39.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.4%  |  |  |
| Materials - 0.4% |  |  |
| Metals & Mining - 0.4% |  |  |
| Glencore Funding LLC 4.907% 4/1/2028 (b) | 2502000 | 2513905 |
| Glencore Funding LLC 5.338% 4/4/2027 (b) | 14000000 | 14155816 |
| TOTAL AUSTRALIA |  | 16669721 |
| CANADA - 2.0%  |  |  |
| Energy - 0.7% |  |  |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |
| Canadian Natural Resources Ltd 2.05% 7/15/2025  | 2208000 | 2200725 |
| Cenovus Energy Inc 4.25% 4/15/2027  | 8606000 | 8538108 |
| Enbridge Inc 4.25% 12/1/2026  | 4400000 | 4379470 |
| Enbridge Inc 5.25% 4/5/2027  | 3961000 | 4007368 |
| Enbridge Inc 5.9% 11/15/2026  | 3205000 | 3258981 |
| South Bow USA Infrastructure Holdings LLC 4.911% 9/1/2027 (b) | 2424000 | 2425710 |
| TransCanada PipeLines Ltd 4.25% 5/15/2028  | 8000000 | 7936938 |
|  |  | 32747300 |
| Financials - 1.3% |  |  |
| Banks - 1.3% |  |  |
| Bank of Montreal 4.567% 9/10/2027 (c) | 11150000 | 11140909 |
| Bank of Nova Scotia/The 4.932% 2/14/2029 (c) | 10900000 | 10978522 |
| Canadian Imperial Bank of Commerce 5.001% 4/28/2028  | 8000000 | 8130114 |
| National Bank of Canada 4.95% 2/1/2028 (c) | 10443000 | 10488015 |
| Royal Bank of Canada 4.51% 10/18/2027 (c) | 14000000 | 14004894 |
| Toronto Dominion Bank 4.98% 4/5/2027  | 3000000 | 3025098 |
|  |  | 57767552 |
| Insurance - 0.0% |  |  |
| Great-West Lifeco US Finance 2020 LP 0.904% 8/12/2025 (b) | 1726000 | 1712043 |
| TOTAL FINANCIALS |  | 59479595 |
| TOTAL CANADA |  | 92226895 |
| DENMARK - 0.8%  |  |  |
| Financials - 0.8% |  |  |
| Banks - 0.8% |  |  |
| Danske Bank A/S 1.621% 9/11/2026 (b)(c) | 7600000 | 7528092 |
| Danske Bank A/S 4.298% 4/1/2028 (b)(c) | 12000000 | 11910533 |
| Danske Bank A/S 5.427% 3/1/2028 (b)(c) | 6000000 | 6091802 |
| Danske Bank A/S 6.259% 9/22/2026 (b)(c) | 10148000 | 10186237 |
| TOTAL DENMARK |  | 35716664 |
| FRANCE - 1.9%  |  |  |
| Financials - 1.9% |  |  |
| Banks - 1.9% |  |  |
| Banque Federative du Credit Mutuel SA 5.088% 1/23/2027 (b) | 8000000 | 8054522 |
| BNP Paribas SA 2.219% 6/9/2026 (b)(c) | 13450000 | 13443116 |
| BNP Paribas SA 4.792% 5/9/2029 (b)(c) | 12820000 | 12798360 |
| BPCE SA 5.203% 1/18/2027 (b) | 8000000 | 8083938 |
| BPCE SA 6.612% 10/19/2027 (b)(c) | 2945000 | 3011010 |
| Credit Agricole SA 5.134% 3/11/2027 (b) | 7500000 | 7588541 |
| Societe Generale SA 1.488% 12/14/2026 (b)(c) | 5100000 | 5004307 |
| Societe Generale SA 4.351% 6/13/2025 (b) | 4200000 | 4199369 |
| Societe Generale SA 5.249% 5/22/2029 (b)(c) | 13300000 | 13360116 |
| Societe Generale SA 5.5% 4/13/2029 (b)(c) | 2932000 | 2967457 |
| Societe Generale SA 5.519% 1/19/2028 (b)(c) | 7000000 | 7052389 |
| TOTAL FRANCE |  | 85563125 |
| GERMANY - 2.5%  |  |  |
| Consumer Discretionary - 0.6% |  |  |
| Automobiles - 0.6% |  |  |
| Mercedes-Benz Finance North America LLC 4.75% 8/1/2027 (b) | 10000000 | 10019622 |
| Volkswagen Group of America Finance LLC 3.95% 6/6/2025 (b) | 5735000 | 5734385 |
| Volkswagen Group of America Finance LLC 5.7% 9/12/2026 (b) | 8000000 | 8068721 |
| Volkswagen Group of America Finance LLC 6% 11/16/2026 (b) | 5000000 | 5067475 |
|  |  | 28890203 |
| Financials - 1.1% |  |  |
| Capital Markets - 1.1% |  |  |
| Deutsche Bank AG/New York NY 5.373% 1/10/2029 (c) | 10600000 | 10719915 |
| Deutsche Bank AG/New York NY 5.706% 2/8/2028 (c) | 13600000 | 13768435 |
| Deutsche Bank AG/New York NY 6.72% 1/18/2029 (c) | 10500000 | 10957855 |
| Deutsche Bank AG/New York NY 7.146% 7/13/2027 (c) | 11469000 | 11741246 |
|  |  | 47187451 |
| Health Care - 0.3% |  |  |
| Pharmaceuticals - 0.3% |  |  |
| Bayer US Finance II LLC 4.25% 12/15/2025 (b) | 6602000 | 6577452 |
| Bayer US Finance LLC 6.125% 11/21/2026 (b) | 8900000 | 9029786 |
|  |  | 15607238 |
| Industrials - 0.5% |  |  |
| Machinery - 0.5% |  |  |
| Daimler Truck Finance North America LLC 2% 12/14/2026 (b) | 9000000 | 8655480 |
| Daimler Truck Finance North America LLC 4.95% 1/13/2028 (b) | 3849000 | 3872101 |
| Daimler Truck Finance North America LLC 5% 1/15/2027 (b) | 7000000 | 7042028 |
| Daimler Truck Finance North America LLC 5.125% 9/25/2027 (b) | 3257000 | 3289100 |
|  |  | 22858709 |
| TOTAL GERMANY |  | 114543601 |
| IRELAND - 1.0%  |  |  |
| Financials - 0.8% |  |  |
| Consumer Finance - 0.8% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 1/30/2026  | 7716000 | 7559687 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.875% 1/23/2028  | 8800000 | 8600946 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.1% 1/15/2027  | 5050000 | 5149260 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 12466000 | 12828287 |
|  |  | 34138180 |
| Industrials - 0.2% |  |  |
| Transportation Infrastructure - 0.2% |  |  |
| Avolon Holdings Funding Ltd 2.125% 2/21/2026 (b) | 5500000 | 5375824 |
| Avolon Holdings Funding Ltd 4.95% 1/15/2028 (b) | 7165000 | 7144468 |
|  |  | 12520292 |
| TOTAL IRELAND |  | 46658472 |
| ITALY - 0.2%  |  |  |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| Enel Finance International NV 5.125% 6/26/2029 (b) | 10080000 | 10204971 |
| JAPAN - 0.1%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Tobacco - 0.1% |  |  |
| Japan Tobacco Inc 4.892% 5/15/2028 (b) | 5134000 | 5181809 |
| NETHERLANDS - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| ABN AMRO Bank NV 1.542% 6/16/2027 (b)(c) | 2600000 | 2513452 |
| ABN AMRO Bank NV 6.339% 9/18/2027 (b)(c) | 6100000 | 6215279 |
| ABN AMRO Bank NV 6.575% 10/13/2026 (b)(c) | 7800000 | 7847683 |
| ING Groep NV 4.858% 3/25/2029 (c) | 7659000 | 7689291 |
| TOTAL NETHERLANDS |  | 24265705 |
| NORWAY - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Equinor ASA 1.75% 1/22/2026  | 690000 | 677658 |
| SPAIN - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Banco Santander SA 5.365% 7/15/2028 (c) | 4000000 | 4060247 |
| SWEDEN - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Swedbank AB 6.136% 9/12/2026 (b) | 10000000 | 10201313 |
| SWITZERLAND - 0.7%  |  |  |
| Financials - 0.6% |  |  |
| Capital Markets - 0.6% |  |  |
| UBS Group AG 4.703% 8/5/2027 (b)(c) | 9100000 | 9093132 |
| UBS Group AG 6.373% 7/15/2026 (b)(c) | 3000000 | 3004188 |
| UBS Group AG 6.442% 8/11/2028 (b)(c) | 13100000 | 13561828 |
|  |  | 25659148 |
| Materials - 0.1% |  |  |
| Construction Materials - 0.1% |  |  |
| Holcim Finance US LLC 4.6% 4/7/2027 (b) | 3360000 | 3363363 |
| Holcim Finance US LLC 4.7% 4/7/2028 (b) | 2425000 | 2437404 |
|  |  | 5800767 |
| TOTAL SWITZERLAND |  | 31459915 |
| UNITED KINGDOM - 5.2%  |  |  |
| Consumer Staples - 0.8% |  |  |
| Tobacco - 0.8% |  |  |
| BAT Capital Corp 3.557% 8/15/2027  | 14000000 | 13693269 |
| BAT International Finance PLC 1.668% 3/25/2026  | 5786000 | 5648925 |
| BAT International Finance PLC 5.931% 2/2/2029  | 5000000 | 5222234 |
| Imperial Brands Finance PLC 3.5% 7/26/2026 (b) | 10800000 | 10640925 |
|  |  | 35205353 |
| Financials - 4.3% |  |  |
| Banks - 4.1% |  |  |
| Barclays PLC 5.086% 2/25/2029 (c) | 12000000 | 12069013 |
| Barclays PLC 5.304% 8/9/2026 (c) | 7300000 | 7306494 |
| Barclays PLC 5.501% 8/9/2028 (c) | 4000000 | 4059115 |
| Barclays PLC 5.674% 3/12/2028 (c) | 6000000 | 6090522 |
| Barclays PLC 6.496% 9/13/2027 (c) | 5000000 | 5104633 |
| Barclays PLC 7.325% 11/2/2026 (c) | 8700000 | 8788881 |
| Barclays PLC 7.385% 11/2/2028 (c) | 10400000 | 11004942 |
| HSBC Holdings PLC 4.292% 9/12/2026 (c) | 9300000 | 9282019 |
| HSBC Holdings PLC 4.755% 6/9/2028 (c) | 8000000 | 7992684 |
| HSBC Holdings PLC 4.899% 3/3/2029 (c) | 10700000 | 10724326 |
| HSBC Holdings PLC 5.597% 5/17/2028 (c) | 12100000 | 12279756 |
| HSBC Holdings PLC 7.39% 11/3/2028 (c) | 10000000 | 10575197 |
| Lloyds Banking Group PLC 4.716% 8/11/2026 (c) | 9500000 | 9496968 |
| Lloyds Banking Group PLC 5.462% 1/5/2028 (c) | 14500000 | 14664980 |
| Lloyds Banking Group PLC 5.871% 3/6/2029 (c) | 10700000 | 11013613 |
| Lloyds Banking Group PLC 5.985% 8/7/2027 (c) | 3905000 | 3959484 |
| NatWest Group PLC 1.642% 6/14/2027 (c) | 5100000 | 4941547 |
| NatWest Group PLC 4.892% 5/18/2029 (c) | 11000000 | 11036339 |
| NatWest Group PLC 5.516% 9/30/2028 (c) | 10000000 | 10165117 |
| NatWest Group PLC 5.847% 3/2/2027 (c) | 5291000 | 5333825 |
| NatWest Markets PLC 5.416% 5/17/2027 (b) | 10000000 | 10180662 |
|  |  | 186070117 |
| Financial Services - 0.2% |  |  |
| Nationwide Building Society 6.557% 10/18/2027 (b)(c) | 7800000 | 7986775 |
| TOTAL FINANCIALS |  | 194056892 |
| Industrials - 0.1% |  |  |
| Aerospace & Defense - 0.1% |  |  |
| BAE Systems PLC 5% 3/26/2027 (b) | 2762000 | 2784684 |
| TOTAL UNITED KINGDOM |  | 232046929 |
| UNITED STATES - 24.0%  |  |  |
| Communication Services - 1.0% |  |  |
| Media - 0.8% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.75% 2/15/2028  | 11150000 | 10882385 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.908% 7/23/2025  | 510000 | 509921 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.15% 11/10/2026  | 5910000 | 6014461 |
| Discovery Communications LLC 4.9% 3/11/2026  | 4500000 | 4493163 |
| Warnermedia Holdings Inc 3.755% 3/15/2027  | 15000000 | 14540575 |
|  |  | 36440505 |
| Wireless Telecommunication Services - 0.2% |  |  |
| T-Mobile USA Inc 1.5% 2/15/2026  | 4800000 | 4687997 |
| T-Mobile USA Inc 3.375% 4/15/2029  | 5000000 | 4768402 |
|  |  | 9456399 |
| TOTAL COMMUNICATION SERVICES |  | 45896904 |
| Consumer Discretionary - 1.5% |  |  |
| Automobiles - 1.4% |  |  |
| General Motors Financial Co Inc 1.25% 1/8/2026  | 15696000 | 15346921 |
| General Motors Financial Co Inc 5.4% 4/6/2026  | 5000000 | 5014738 |
| General Motors Financial Co Inc 5.4% 5/8/2027  | 10000000 | 10082514 |
| General Motors Financial Co Inc 6% 1/9/2028  | 8300000 | 8506526 |
| Hyundai Capital America 2.375% 10/15/2027 (b) | 9200000 | 8671908 |
| Hyundai Capital America 5.45% 6/24/2026 (b) | 7134000 | 7169590 |
| Hyundai Capital America 5.8% 6/26/2025 (b) | 10000000 | 10004558 |
|  |  | 64796755 |
| Specialty Retail - 0.1% |  |  |
| Advance Auto Parts Inc 5.9% 3/9/2026  | 2251000 | 2262773 |
| O'Reilly Automotive Inc 5.75% 11/20/2026  | 2294000 | 2332861 |
|  |  | 4595634 |
| TOTAL CONSUMER DISCRETIONARY |  | 69392389 |
| Consumer Staples - 1.2% |  |  |
| Consumer Staples Distribution & Retail - 0.6% |  |  |
| 7-Eleven Inc 0.95% 2/10/2026 (b) | 4000000 | 3892843 |
| Dollar General Corp 4.625% 11/1/2027  | 8000000 | 7999367 |
| Mars Inc 4.45% 3/1/2027 (b) | 5129000 | 5133969 |
| Mars Inc 4.6% 3/1/2028 (b) | 8700000 | 8740495 |
|  |  | 25766674 |
| Food Products - 0.3% |  |  |
| Bunge Ltd Fin Corp 4.1% 1/7/2028  | 5920000 | 5873664 |
| Conagra Brands Inc 5.3% 10/1/2026  | 6000000 | 6044801 |
| The Campbell's Company 5.3% 3/20/2026  | 1834000 | 1841749 |
|  |  | 13760214 |
| Tobacco - 0.3% |  |  |
| Philip Morris International Inc 4.125% 4/28/2028  | 12750000 | 12668514 |
| TOTAL CONSUMER STAPLES |  | 52195402 |
| Energy - 1.7% |  |  |
| Oil, Gas & Consumable Fuels - 1.7% |  |  |
| DCP Midstream Operating LP 5.625% 7/15/2027  | 12491000 | 12719725 |
| Diamondback Energy Inc 5.2% 4/18/2027  | 10978000 | 11083225 |
| Energy Transfer LP 6% 2/1/2029 (b) | 10000000 | 10127037 |
| EQT Corp 3.9% 10/1/2027  | 11938000 | 11740263 |
| MPLX LP 1.75% 3/1/2026  | 4929000 | 4818075 |
| MPLX LP 4.25% 12/1/2027  | 8000000 | 7938898 |
| Occidental Petroleum Corp 5% 8/1/2027  | 7202000 | 7203184 |
| ONEOK Inc 4.25% 9/24/2027  | 1010000 | 1003386 |
| Williams Cos Inc/The 4% 9/15/2025  | 4400000 | 4390393 |
| Williams Cos Inc/The 5.4% 3/2/2026  | 1283000 | 1289393 |
|  |  | 72313579 |
| Financials - 15.5% |  |  |
| Banks - 8.5% |  |  |
| Bank of America Corp 1.197% 10/24/2026 (c) | 16500000 | 16267547 |
| Bank of America Corp 3.559% 4/23/2027 (c) | 11000000 | 10887319 |
| Bank of America Corp 4.623% 5/9/2029 (c) | 13000000 | 12996918 |
| Bank of America Corp 4.827% 7/22/2026 (c) | 4000000 | 3999543 |
| Bank of America Corp 4.979% 1/24/2029 (c) | 12000000 | 12117537 |
| Bank of America Corp 5.08% 1/20/2027 (c) | 2000000 | 2004200 |
| Bank of America Corp 5.819% 9/15/2029 (c) | 6000000 | 6216176 |
| Bank of America Corp 5.933% 9/15/2027 (c) | 12000000 | 12185692 |
| Citigroup Inc 3.52% 10/27/2028 (c) | 10000000 | 9729290 |
| Citigroup Inc 3.887% 1/10/2028 (c) | 14900000 | 14704741 |
| Citigroup Inc 4.075% 4/23/2029 (c) | 11160000 | 10982526 |
| Citigroup Inc 4.786% 3/4/2029 (c) | 10100000 | 10113733 |
| Citigroup Inc 5.61% 9/29/2026 (c) | 7300000 | 7316809 |
| Huntington Bancshares Inc/OH 6.208% 8/21/2029 (c) | 10200000 | 10632184 |
| JPMorgan Chase & Co 3.782% 2/1/2028 (c) | 11100000 | 10952328 |
| JPMorgan Chase & Co 4.505% 10/22/2028 (c) | 12000000 | 11975354 |
| JPMorgan Chase & Co 4.995% 7/22/2030 (c) | 10000000 | 10093368 |
| JPMorgan Chase & Co 5.04% 1/23/2028 (c) | 14000000 | 14099889 |
| JPMorgan Chase & Co 5.571% 4/22/2028 (c) | 6936000 | 7062781 |
| JPMorgan Chase & Co 6.07% 10/22/2027 (c) | 13500000 | 13780292 |
| KeyBank NA/Cleveland OH 4.15% 8/8/2025  | 1413000 | 1410683 |
| Morgan Stanley Bank NA 5.016% 1/12/2029 (c) | 6562000 | 6627925 |
| PNC Financial Services Group Inc/The 5.102% 7/23/2027 (c) | 12000000 | 12070581 |
| PNC Financial Services Group Inc/The 5.3% 1/21/2028 (c) | 3461000 | 3500813 |
| PNC Financial Services Group Inc/The 5.582% 6/12/2029 (c) | 14700000 | 15125599 |
| Santander Holdings USA Inc 2.49% 1/6/2028 (c) | 3779000 | 3631178 |
| Santander Holdings USA Inc 3.244% 10/5/2026  | 12350000 | 12105067 |
| Santander Holdings USA Inc 5.807% 9/9/2026 (c) | 6909000 | 6922658 |
| Santander Holdings USA Inc 6.124% 5/31/2027 (c) | 3343000 | 3372832 |
| Truist Financial Corp 4.123% 6/6/2028 (c) | 4000000 | 3969049 |
| Truist Financial Corp 4.26% 7/28/2026 (c) | 10500000 | 10487988 |
| Truist Financial Corp 4.873% 1/26/2029 (c) | 13200000 | 13272077 |
| Truist Financial Corp 5.9% 10/28/2026 (c) | 6200000 | 6226691 |
| Truist Financial Corp 7.161% 10/30/2029 (c) | 7500000 | 8074046 |
| US Bancorp 4.653% 2/1/2029 (c) | 10000000 | 10017351 |
| US Bancorp 5.727% 10/21/2026 (c) | 4500000 | 4516932 |
| Wells Fargo & Co 4.54% 8/15/2026 (c) | 5800000 | 5797652 |
| Wells Fargo & Co 4.808% 7/25/2028 (c) | 15300000 | 15342023 |
| Wells Fargo & Co 4.9% 1/24/2028 (c) | 8596000 | 8627768 |
| Wells Fargo & Co 4.97% 4/23/2029 (c) | 9052000 | 9119370 |
| Wells Fargo & Co 5.707% 4/22/2028 (c) | 12000000 | 12221718 |
|  |  | 380558228 |
| Capital Markets - 3.5% |  |  |
| Athene Global Funding 1.608% 6/29/2026 (b) | 4900000 | 4745539 |
| Athene Global Funding 4.95% 1/7/2027 (b) | 10566000 | 10593321 |
| Athene Global Funding 5.339% 1/15/2027 (b) | 5093000 | 5138829 |
| Athene Global Funding 5.516% 3/25/2027 (b) | 12400000 | 12571955 |
| Bank of New York Mellon/The 4.729% 4/20/2029 (c) | 3605000 | 3636049 |
| Blackstone Private Credit Fund 7.3% 11/27/2028  | 12000000 | 12707959 |
| Goldman Sachs Group Inc/The 3.615% 3/15/2028 (c) | 13500000 | 13258576 |
| Goldman Sachs Group Inc/The 4.387% 6/15/2027 (c) | 10000000 | 9971619 |
| Goldman Sachs Group Inc/The 4.937% 4/23/2028 (c) | 12000000 | 12061117 |
| HPS Corporate Lending Fund 5.3% 6/5/2027 (b) | 5597000 | 5584270 |
| Intercontinental Exchange Inc 3.625% 9/1/2028  | 8500000 | 8278692 |
| LPL Holdings Inc 4.9% 4/3/2028  | 3955000 | 3960373 |
| Morgan Stanley 0.985% 12/10/2026 (c) | 6200000 | 6076023 |
| Morgan Stanley 4.679% 7/17/2026 (c) | 16533000 | 16530777 |
| Morgan Stanley 4.994% 4/12/2029 (c) | 6701000 | 6763748 |
| Morgan Stanley 6.296% 10/18/2028 (c) | 12700000 | 13171954 |
| Sammons Financial Group Global Funding 5.05% 1/10/2028 (b) | 9335000 | 9445219 |
|  |  | 154496020 |
| Consumer Finance - 2.0% |  |  |
| Ally Financial Inc 4.75% 6/9/2027  | 4500000 | 4505253 |
| Ally Financial Inc 5.737% 5/15/2029 (c) | 826000 | 834090 |
| Ally Financial Inc 7.1% 11/15/2027  | 8000000 | 8389961 |
| American Express Co 4.731% 4/25/2029 (c) | 9800000 | 9854653 |
| American Express Co 5.098% 2/16/2028 (c) | 5000000 | 5045685 |
| American Express Co 5.389% 7/28/2027 (c) | 7500000 | 7566885 |
| Capital One Financial Corp 4.985% 7/24/2026 (c) | 10713000 | 10712917 |
| Capital One Financial Corp 5.468% 2/1/2029 (c) | 8000000 | 8142134 |
| Capital One Financial Corp 7.149% 10/29/2027 (c) | 6500000 | 6705657 |
| Ford Motor Credit Co LLC 5.8% 3/5/2027  | 8000000 | 7991121 |
| Ford Motor Credit Co LLC 5.85% 5/17/2027  | 12000000 | 11983190 |
| Ford Motor Credit Co LLC 6.95% 6/10/2026  | 10070000 | 10184532 |
|  |  | 91916078 |
| Financial Services - 0.7% |  |  |
| Corebridge Global Funding 4.65% 8/20/2027 (b) | 3556000 | 3564438 |
| Corebridge Global Funding 4.9% 1/7/2028 (b) | 5198000 | 5259515 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 8000000 | 7945896 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.125% 2/1/2028  | 6000000 | 6060251 |
| Western Union Co/The 1.35% 3/15/2026  | 8000000 | 7778463 |
|  |  | 30608563 |
| Insurance - 0.8% |  |  |
| Arthur J Gallagher & Co 4.6% 12/15/2027  | 7040000 | 7056297 |
| Equitable Financial Life Global Funding 4.6% 4/1/2027 (b) | 6775000 | 6772345 |
| Jackson National Life Global Funding 4.9% 1/13/2027 (b) | 10070000 | 10108256 |
| Jackson National Life Global Funding 5.55% 7/2/2027 (b) | 6794000 | 6907443 |
| Metropolitan Tower Global Funding 4% 10/1/2027 (b) | 3503000 | 3467254 |
|  |  | 34311595 |
| TOTAL FINANCIALS |  | 691890484 |
| Health Care - 1.2% |  |  |
| Health Care Providers & Services - 1.1% |  |  |
| Centene Corp 2.45% 7/15/2028  | 3570000 | 3287938 |
| CVS Health Corp 4.3% 3/25/2028  | 5000000 | 4944554 |
| CVS Health Corp 5% 2/20/2026  | 10000000 | 10013703 |
| HCA Inc 5% 3/1/2028  | 5201000 | 5255823 |
| HCA Inc 5.625% 9/1/2028  | 10000000 | 10222172 |
| HCA Inc 5.875% 2/15/2026  | 6500000 | 6513501 |
| Icon Investments Six DAC 5.809% 5/8/2027  | 9924000 | 10087260 |
|  |  | 50324951 |
| Pharmaceuticals - 0.1% |  |  |
| Utah Acquisition Sub Inc 3.95% 6/15/2026  | 4822000 | 4758987 |
| TOTAL HEALTH CARE |  | 55083938 |
| Industrials - 0.3% |  |  |
| Aerospace & Defense - 0.3% |  |  |
| Boeing Co 2.196% 2/4/2026  | 4000000 | 3929169 |
| Boeing Co 2.75% 2/1/2026  | 2400000 | 2367610 |
| Boeing Co 5.04% 5/1/2027  | 5000000 | 5030040 |
| Boeing Co 6.259% 5/1/2027  | 893000 | 917882 |
|  |  | 12244701 |
| Information Technology - 0.9% |  |  |
| Electronic Equipment, Instruments & Components - 0.3% |  |  |
| Amphenol Corp 5.05% 4/5/2027  | 1393000 | 1411712 |
| Dell International LLC / EMC Corp 4.75% 4/1/2028  | 11160000 | 11211251 |
|  |  | 12622963 |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| Broadcom Inc 4.15% 2/15/2028  | 5000000 | 4975500 |
| Software - 0.3% |  |  |
| Oracle Corp 4.8% 8/3/2028  | 5000000 | 5049297 |
| VMware LLC 4.65% 5/15/2027  | 8000000 | 8011857 |
|  |  | 13061154 |
| Technology Hardware, Storage & Peripherals - 0.2% |  |  |
| Hewlett Packard Enterprise Co 4.4% 9/25/2027  | 4782000 | 4775781 |
| Hewlett Packard Enterprise Co 4.45% 9/25/2026  | 5887000 | 5878396 |
|  |  | 10654177 |
| TOTAL INFORMATION TECHNOLOGY |  | 41313794 |
| Real Estate - 0.2% |  |  |
| Diversified REITs - 0.0% |  |  |
| VICI Properties LP 4.75% 4/1/2028  | 625000 | 624742 |
| Specialized REITs - 0.2% |  |  |
| American Tower Corp 1.3% 9/15/2025  | 1459000 | 1443568 |
| American Tower Corp 5.5% 3/15/2028  | 5000000 | 5112591 |
| Crown Castle Inc 1.35% 7/15/2025  | 342000 | 340498 |
| Crown Castle Inc 4% 3/1/2027  | 2500000 | 2467770 |
|  |  | 9364427 |
| TOTAL REAL ESTATE |  | 9989169 |
| Utilities - 0.5% |  |  |
| Electric Utilities - 0.3% |  |  |
| Eversource Energy 5.45% 3/1/2028  | 5000000 | 5109895 |
| FirstEnergy Corp 1.6% 1/15/2026  | 365000 | 357956 |
| FirstEnergy Pennsylvania Electric Co 5.15% 3/30/2026 (b) | 2545000 | 2553870 |
| Pinnacle West Capital Corp 4.9% 5/15/2028  | 2049000 | 2064703 |
| Vistra Operations Co LLC 5.05% 12/30/2026 (b) | 2951000 | 2958696 |
|  |  | 13045120 |
| Independent Power and Renewable Electricity Producers - 0.2% |  |  |
| AES Corp/The 5.45% 6/1/2028  | 8000000 | 8104577 |
| Multi-Utilities - 0.0% |  |  |
| DTE Energy Co 4.95% 7/1/2027  | 3252000 | 3278218 |
| TOTAL UTILITIES |  | 24427915 |
| TOTAL UNITED STATES |  | 1074748275 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $1,769,376,857) |  | <br> **1784225300** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039  | 191313 | 187476 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 102121 | 100073 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 269830 | 264756 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2049  | 1719224 | 1649826 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2034  | 372887 | 381337 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2031  | 60 | 63 |
| Freddie Mac Gold Pool 8.5% 5/1/2027  | 6 | 5 |
| Freddie Mac Gold Pool 8.5% 6/1/2027  | 494 | 505 |
| Freddie Mac Gold Pool 8.5% 7/1/2027  | 13 | 13 |
| Freddie Mac Gold Pool 8.5% 7/1/2028  | 65 | 66 |
| Freddie Mac Gold Pool 8.5% 8/1/2026  | 81 | 82 |
| Freddie Mac Gold Pool 8.5% 8/1/2027  | 1040 | 1065 |
| Freddie Mac Gold Pool 8.5% 8/1/2027  | 131 | 133 |
| Ginnie Mae I Pool 7% 1/15/2028  | 385 | 388 |
| Ginnie Mae I Pool 7% 1/15/2028  | 98 | 99 |
| Ginnie Mae I Pool 7% 1/15/2029  | 766 | 776 |
| Ginnie Mae I Pool 7% 1/15/2029  | 155 | 157 |
| Ginnie Mae I Pool 7% 1/15/2031  | 202 | 207 |
| Ginnie Mae I Pool 7% 1/15/2032  | 144 | 147 |
| Ginnie Mae I Pool 7% 10/15/2028  | 527 | 536 |
| Ginnie Mae I Pool 7% 10/15/2028  | 356 | 361 |
| Ginnie Mae I Pool 7% 10/15/2028  | 58 | 59 |
| Ginnie Mae I Pool 7% 11/15/2027  | 82 | 83 |
| Ginnie Mae I Pool 7% 11/15/2028  | 1021 | 1036 |
| Ginnie Mae I Pool 7% 11/15/2028  | 210 | 213 |
| Ginnie Mae I Pool 7% 12/15/2028  | 156 | 158 |
| Ginnie Mae I Pool 7% 12/15/2028  | 110 | 111 |
| Ginnie Mae I Pool 7% 12/15/2029  | 112 | 113 |
| Ginnie Mae I Pool 7% 2/15/2028  | 34 | 35 |
| Ginnie Mae I Pool 7% 2/15/2030  | 1098 | 1124 |
| Ginnie Mae I Pool 7% 2/15/2031  | 123 | 126 |
| Ginnie Mae I Pool 7% 2/15/2032  | 164 | 169 |
| Ginnie Mae I Pool 7% 3/15/2028  | 13 | 13 |
| Ginnie Mae I Pool 7% 3/15/2031  | 270 | 277 |
| Ginnie Mae I Pool 7% 3/15/2031  | 113 | 116 |
| Ginnie Mae I Pool 7% 3/15/2032  | 620 | 636 |
| Ginnie Mae I Pool 7% 3/15/2032  | 303 | 312 |
| Ginnie Mae I Pool 7% 4/15/2028  | 2027 | 2042 |
| Ginnie Mae I Pool 7% 4/15/2028  | 157 | 158 |
| Ginnie Mae I Pool 7% 4/15/2028  | 100 | 101 |
| Ginnie Mae I Pool 7% 4/15/2029  | 434 | 441 |
| Ginnie Mae I Pool 7% 4/15/2029  | 39 | 39 |
| Ginnie Mae I Pool 7% 4/15/2032  | 546 | 561 |
| Ginnie Mae I Pool 7% 4/15/2032  | 311 | 319 |
| Ginnie Mae I Pool 7% 5/15/2029  | 333 | 338 |
| Ginnie Mae I Pool 7% 5/15/2031  | 1716 | 1766 |
| Ginnie Mae I Pool 7% 5/15/2032  | 393 | 404 |
| Ginnie Mae I Pool 7% 6/15/2028  | 1211 | 1228 |
| Ginnie Mae I Pool 7% 6/15/2028  | 270 | 273 |
| Ginnie Mae I Pool 7% 6/15/2028  | 161 | 163 |
| Ginnie Mae I Pool 7% 6/15/2029  | 50 | 50 |
| Ginnie Mae I Pool 7% 6/15/2032  | 1116 | 1147 |
| Ginnie Mae I Pool 7% 6/15/2032  | 401 | 414 |
| Ginnie Mae I Pool 7% 7/15/2028  | 1924 | 1948 |
| Ginnie Mae I Pool 7% 7/15/2028  | 377 | 382 |
| Ginnie Mae I Pool 7% 7/15/2028  | 132 | 134 |
| Ginnie Mae I Pool 7% 7/15/2029  | 439 | 448 |
| Ginnie Mae I Pool 7% 7/15/2029  | 139 | 141 |
| Ginnie Mae I Pool 7% 7/15/2031  | 1244 | 1275 |
| Ginnie Mae I Pool 7% 7/15/2031  | 301 | 307 |
| Ginnie Mae I Pool 7% 8/15/2028  | 1479 | 1501 |
| Ginnie Mae I Pool 7% 8/15/2028  | 545 | 553 |
| Ginnie Mae I Pool 7% 8/15/2028  | 129 | 131 |
| Ginnie Mae I Pool 7% 8/15/2032  | 8434 | 8669 |
| Ginnie Mae I Pool 7% 8/15/2032  | 543 | 561 |
| Ginnie Mae I Pool 7% 8/15/2032  | 128 | 132 |
| Ginnie Mae I Pool 7% 9/15/2028  | 949 | 961 |
| Ginnie Mae I Pool 7% 9/15/2028  | 177 | 179 |
| Ginnie Mae I Pool 7% 9/15/2028  | 121 | 121 |
| TOTAL UNITED STATES |  | 2619539 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $2,943,901) |  | <br> **2619539** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 41.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 41.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 41.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 41.4%** |
|  | Yield (%) (f) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Notes 3.875% 3/15/2028  | 3.57 to 3.88 | 266262300 | 266407914 |
| US Treasury Notes 4% 12/15/2027  | 3.96 to 4.28 | 338160300 | 339262872 |
| US Treasury Notes 4% 3/31/2030  | 3.91 | 25000000 | 25042969 |
| US Treasury Notes 4.125% 10/31/2027 (g) | 3.57 to 4.13 | 342577200 | 344437288 |
| US Treasury Notes 4.25% 3/15/2027  | 3.62 to 4.69 | 329941100 | 331642359 |
| US Treasury Notes 4.375% 12/15/2026  | 4.03 to 4.45 | 120000000 | 120646874 |
| US Treasury Notes 4.375% 7/31/2026  | 4.16 | 86559000 | 86802447 |
| US Treasury Notes 4.5% 7/15/2026  | 4.64 | 23931000 | 24031023 |
| US Treasury Notes 4.625% 11/15/2026  | 4.12 | 40590300 | 40928024 |
| US Treasury Notes 4.625% 6/15/2027  | 3.79 to 4.53 | 229900000 | 233106027 |
| US Treasury Notes 4.625% 9/30/2028  | 3.82 | 50000000 | 51150391 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $1,859,175,305) |  |  | **1863458188** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.8%** | &nbsp;&nbsp;**Money Market Funds - 2.8%** | &nbsp;&nbsp;**Money Market Funds - 2.8%** | &nbsp;&nbsp;**Money Market Funds - 2.8%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (h)<br>(Cost $125,605,147)<br>| 4.32 | 125580031 | **125605147** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 102.1%**<br> (Cost $4,577,202,041)<br>| <br>**4598489845** |
| **NET OTHER ASSETS (LIABILITIES) - (2.1)%**  | **(92878561)** |
| **NET ASSETS - 100.0%** | **4505611284** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 2 Year US Treasury Note Contracts (United States) | 1906 | Sep 2025 | 395524781 | 785930 | 785930 |
| The notional amount of futures purchased as a percentage of Net Assets is 8.8% | The notional amount of futures purchased as a percentage of Net Assets is 8.8% | The notional amount of futures purchased as a percentage of Net Assets is 8.8% | The notional amount of futures purchased as a percentage of Net Assets is 8.8% | The notional amount of futures purchased as a percentage of Net Assets is 8.8% | The notional amount of futures purchased as a percentage of Net Assets is 8.8% |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $1,027,690,197 or 22.8% of net assets.

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(e) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(f) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(g) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $2,376,837.

(h) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 24981739 | 1246100585 | 1145477177 | 2222639 | - | - | 125605147 | 125580031 | 0.2% |
| Fidelity Securities Lending Cash Central Fund | - | 158543338 | 158543338 | 559 | - | - | - | - | 0.0% |
| Total | 24981739 | 1404643923 | 1304020515 | 2223198 | - | - | 125605147 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations and Non-Convertible Corporate Bonds are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities, Collateralized Mortgage Obligations, Commercial Mortgage Securities and U.S. Government Agency - Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## 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 Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

- **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:** Fidelity SAI Short-Term Bond Fund

- **b. EDGAR series identifier (if any):** S000069441

- **c. LEI of Series:** 549300TSVUJIN4TNR995

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

- **a. Date of fiscal year-end:** 2025-08-31

- **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:** $4515702696.07

**Total Liabilities:** $53033511.54

**Net Assets:** $4462669184.53

**Cash Not Reported:** $1018894.64

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 48265.86113443 | **1-Year:** 521053.32583491 | **5-Year:** 288896.63414727 | **10-Year:** 965.54366284 | **30-Year:** 103.57907005

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

- **3-Month:** 138.54750164 | **1-Year:** 2270.35607388 | **5-Year:** 2000.96709498 | **10-Year:** 570.98111497 | **30-Year:** 0.03736850

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221556 | 0.48%                | 0.66%                | -0.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3339183.68              | $-3028543.22                               |
| Month 2  | $636836.97               | $10077776.17                               |
| Month 3  | $-66559.44               | $-13910514.10                              |

**Designated Index Information**

- **Index Name:** Bloomberg US 1-3 Year Government/Credit Bond Index

- **Index Identifier:** 19808151

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DAIMLER TRUCKS RETAIL TRUST 2024-1                                                 | DAIMLER TRUCKS RETAIL TRUST 2024-1 5.49% 12/15/2027                                               | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6525000 | PA      | $6570996.03   | 0.15%             | 2027-12-15      | 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        |   2996212 | PA      | $2999953.24   | 0.07%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 3/32 #569160                                                                           | CUSIP: 36200QJD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       303 | PA      | $312.45       | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                               | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 5.15% 03/30/2026 144A                                        | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2553869.68   | 0.06%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/28 #475200                                                                           | CUSIP: 36209L3H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       132 | PA      | $133.96       | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                        | BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A                                                | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    855463 | PA      | $814445.72    | 0.02%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | 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        |   1834000 | PA      | $1841748.56   | 0.04%             | 2026-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.25% 03/15/2027                                                                        | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 329941100 | PA      | $331642358.80 | 7.43%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINL AUTO SECURITIZATION TR 2023-2                                         | PORSCHE FINL AUTO SECURITIZATION TR 2023 5.79% 01/22/2029 144A                                    | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2650162 | PA      | $2665907.78   | 0.06%             | 2029-01-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NT TR                                                      | DISCOVER CARD EXECUTION NT TR 5.03% 10/15/2027                                                    | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   4250000 | PA      | $4256931.75   | 0.10%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-A                                                       | ARI FLEET LEASE TRUST 2025-A 4.38% 01/17/2034 144A                                                | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    855000 | PA      | $850982.61    | 0.02%             | 2034-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRUST 2024-1                                                  | GM FINANCIAL LEASING TRUST 2024-1 5.09% 03/22/2027                                                | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9242000 | PA      | $9271775.88   | 0.21%             | 2027-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MTR CR CO LLC 6.95% 06/10/2026                                                               | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10070000 | PA      | $10184532.15  | 0.23%             | 2026-06-10      | Fixed         | 0.07%                 | 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        |   4190000 | PA      | $4189105.44   | 0.09%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                     | FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A                                              | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   9304000 | PA      | $9436504.78   | 0.21%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                                           | DELL EQUIP FIN TR 2024-2 4.59% 08/22/2030 144A                                                    | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1936000 | PA      | $1941976.24   | 0.04%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 11/27 #462363                                                                          | CUSIP: 36208VTU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        82 | PA      | $83.11        | 0.00%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                          | OCCIDENTAL PETROLEUM CORP 5% 08/01/2027                                                           | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   7202000 | PA      | $7203184.15   | 0.16%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B31 MORTGAGE TRUST                                                  | BENCHMARK 2021-B31 MORTGAGE TRUST 1.357% 12/15/2054                                               | CUSIP: 08163MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1423604 | PA      | $1384167.36   | 0.03%             | 2054-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                   | CROWN CASTLE INC 4% 03/01/2027                                                                    | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2467770.08   | 0.06%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST 2023-A                                                       | USAA AUTO OWNER TRUST 2023-A 5.58% 05/15/2028 144A                                                | CUSIP: 90291VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2776911 | PA      | $2791428.08   | 0.06%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 10/28 #481353                                                                          | CUSIP: 36209TWN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       356 | PA      | $361.42       | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | 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        |  12000000 | PA      | $12061117.32  | 0.27%             | 2028-04-23      | Variable      | 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        |   6000000 | PA      | $6091802.46   | 0.14%             | 2028-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC T1Y+NA 11/02/2026                                                                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8700000 | PA      | $8788881.38   | 0.20%             | 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        |   6043058 | PA      | $6033993.46   | 0.14%             | 2031-04-22      | Variable      | 0.05%                 | 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        |  11192000 | PA      | $11195682.17  | 0.25%             | 2036-07-15      | Variable      | 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        |   8402000 | PA      | $8389430.61   | 0.19%             | 2037-01-20      | Variable      | 0.05%                 | 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        |   1784895 | PA      | $1783779.88   | 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        |  10000000 | PA      | $10082513.60  | 0.23%             | 2027-05-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/28 #456802                                                                           | CUSIP: 36208PNT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       100 | PA      | $101.39       | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 4.892%/VAR 05/18/2029                                                           | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  11000000 | PA      | $11036339.49  | 0.25%             | 2029-05-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 24-1                                                  | DELL EQUIPMENT FINANCE TRUST 24-1 5.39% 03/22/2030 144A                                           | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3031000 | PA      | $3054454.18   | 0.07%             | 2030-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 11/31 #545304                                                                          | CUSIP: 31385HX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        60 | PA      | $62.51        | 0.00%             | 2031-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-FLWR                                                                 | SREIT TR 2021-FLWR TSFR1M+69.103 66 07/15/2036 144A                                               | CUSIP: 78485GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2283610 | PA      | $2282183.06   | 0.05%             | 2036-07-15      | Variable      | 0.05%                 | 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        |    826000 | PA      | $834090.22    | 0.02%             | 2029-05-15      | Variable      | 0.06%                 | 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        |   5910000 | PA      | $6014461.08   | 0.13%             | 2026-11-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B                                     | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.41% 05/17/2027 144A                              | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3302000 | PA      | $3328573.51   | 0.07%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/31 #781324                                                                           | CUSIP: 36225BPH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1244 | PA      | $1275.17      | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | 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        |   1664048 | PA      | $1663008.33   | 0.04%             | 2038-06-15      | Variable      | 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        |    295716 | PA      | $295531.16    | 0.01%             | 2038-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT                                             | BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A                              | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5830000 | PA      | $5830678.03   | 0.13%             | 2040-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                                              | ENTERPRISE FLEET FINANCING 2025-1 LLC 4.82% 02/20/2029 144A                                       | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6325000 | PA      | $6376307.77   | 0.14%             | 2029-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 4.75% 04/01/2028                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    625000 | PA      | $624741.88    | 0.01%             | 2028-04-01      | 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        |   9937243 | PA      | $9932125.46   | 0.22%             | 2032-07-20      | Variable      | 0.05%                 | 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        |    874964 | PA      | $868355.10    | 0.02%             | 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        |  13000000 | PA      | $12996917.96  | 0.29%             | 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        |   2937617 | PA      | $2938416.34   | 0.07%             | 2032-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                      | BAT INTL FINANCE PLC 5.931% 02/02/2029                                                            | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5222233.65   | 0.12%             | 2029-02-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.875% 01/23/2028                              | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8800000 | PA      | $8600945.94   | 0.19%             | 2028-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 6.259% 05/01/2027                                                                       | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    893000 | PA      | $917881.74    | 0.02%             | 2027-05-01      | Fixed         | 0.06%                 | 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        |   4887408 | PA      | $4888072.62   | 0.11%             | 2032-08-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 11/28 #469699                                                                          | CUSIP: 36209EX49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       210 | PA      | $213.16       | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/28 #473582                                                                           | CUSIP: 36209KCT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       270 | PA      | $273.04       | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/29 #780951                                                                           | CUSIP: 36225BBU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       155 | PA      | $157.16       | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 09/01/2049#FM1534                                                                  | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1719224 | PA      | $1649825.80   | 0.04%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                        | SWEDBANK AB 6.136% 09/12/2026 144A                                                                | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  10000000 | PA      | $10201313.30  | 0.23%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO TRUST 2024-C                                                       | WORLD OMNI AUTO TRUST 2024-C A3 4.43% 12/17/2029                                                  | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5984000 | PA      | $5985298.53   | 0.13%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 3/31 #544721                                                                           | CUSIP: 36212VD22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       270 | PA      | $277.28       | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                 | AVIS BUDGET RENTCAR FDG AE LLC 4.8% 08/20/2029 144A                                               | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   1695000 | PA      | $1696786.87   | 0.04%             | 2029-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 9/28 #468256                                                                           | CUSIP: 36209DE59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       177 | PA      | $179.28       | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | 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        |   9615000 | PA      | $9655269.54   | 0.22%             | 2030-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/31 #474760                                                                           | CUSIP: 36209LMH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       202 | PA      | $206.86       | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | 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        |  14500000 | PA      | $14664979.55  | 0.33%             | 2028-01-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                                     | CARMAX AUTO OWNER TRUST 2024-3 4.89% 07/16/2029                                                   | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5727000 | PA      | $5766173.25   | 0.13%             | 2029-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DOMINOS PIZZA MASTER ISR LLC 2017-1A A23 4.118% 07/25/2047 144A                                   | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8579380 | PA      | $8422241.79   | 0.19%             | 2047-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 8.5% 08/01/2026#                                                                        | CUSIP: 3128FFB47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        81 | PA      | $81.96        | 0.00%             | 2026-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                | NATWEST MARKETS PLC 5.416% 05/17/2027 144A                                                        | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10180662.40  | 0.23%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-D OWNER TR                                            | TOYOTA AUTO RECEIVABLES 2023-D OWNER TR 5.54% 08/15/2028                                          | CUSIP: 89239FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4383000 | PA      | $4430991.22   | 0.10%             | 2028-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                                                 | CFMT 2024-HB15 LLC VAR 08/25/2034 144A                                                            | CUSIP: 15723AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    531836 | PA      | $526168.50    | 0.01%             | 2034-08-25      | Variable      | 0.04%                 | 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        |    612567 | PA      | $580442.00    | 0.01%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                     | CARVANA AUTO RECEIVABLES TRUST 0.7% 11/10/2026                                                    | CUSIP: 14687JAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32459 | PA      | $32424.87     | 0.00%             | 2026-11-10      | Fixed         | 0.01%                 | 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        |  10070000 | PA      | $10108255.73  | 0.23%             | 2027-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                        | BX 2021-LBA TSFR1M+91.45 02/15/2036 144A                                                          | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $309806.25    | 0.01%             | 2036-02-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 4.755%/VAR 06/09/2028                                                           | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $7992684.08   | 0.18%             | 2028-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 1.25% 01/08/2026                                                         | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  15696000 | PA      | $15346921.27  | 0.34%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                         | DCP MIDSTREAM OPER LP 5.625% 07/15/2027                                                           | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |  12491000 | PA      | $12719724.95  | 0.29%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 2/28 #465912                                                                           | CUSIP: 36209AR93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        34 | PA      | $34.69        | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 4.25% 12/01/2026                                                                     | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4400000 | PA      | $4379469.34   | 0.10%             | 2026-12-01      | Fixed         | 0.04%                 | 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        |   3000000 | PA      | $3004188.06   | 0.07%             | 2026-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/29 #488256                                                                           | CUSIP: 36210CMD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       439 | PA      | $447.62       | 0.00%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                                              | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.56% 11/20/2028 144A                                       | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2319000 | PA      | $2322197.21   | 0.05%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024                                                        | JOHN DEERE OWNER TRUST 2024 4.96% 11/15/2028                                                      | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9145000 | PA      | $9212307.20   | 0.21%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TR 2024-A                                                 | HYUNDAI AUTO RECEIVABLES TR 2024-A 4.99% 02/15/2029                                               | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1564000 | PA      | $1575475.22   | 0.04%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 8.5% 08/01/2027#                                                                        | CUSIP: 3128FQ4A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1040 | PA      | $1064.88      | 0.00%             | 2027-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.625% 11/15/2026                                                                       | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40590300 | PA      | $40928023.88  | 0.92%             | 2026-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 5/31 #558993                                                                           | CUSIP: 36213M7E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1716 | PA      | $1765.97      | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 5.871%/VAR 03/06/2029                                                    | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10700000 | PA      | $11013613.04  | 0.25%             | 2029-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-1 LLC                                                   | ENTERPRISE FLEET FING 2023-1 LLC 5.51% 01/22/2029 144A                                            | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1590576 | PA      | $1595482.83   | 0.04%             | 2029-01-22      | Fixed         | 0.06%                 | 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        |  14000000 | PA      | $14004893.56  | 0.31%             | 2027-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO CARD ISSUANCE TRUST                                                    | WELLS FARGO CARD ISSUANCE TRUST 4.29% 10/15/2029                                                  | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11800000 | PA      | $11802066.18  | 0.26%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-2                                        | PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-2 4.35% 10/20/2027 144A                                 | CUSIP: 73328NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7605000 | PA      | $7588998.32   | 0.17%             | 2027-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 24-3                                                        | CHASE AUTO OWNER TRUST 5.22% 07/25/2029 144A                                                      | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7192000 | PA      | $7268436.58   | 0.16%             | 2029-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                   | FIRSTENERGY CORP 1.6% 01/15/2026                                                                  | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    365000 | PA      | $357955.96    | 0.01%             | 2026-01-15      | Fixed         | 0.02%                 | 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        |  13450000 | PA      | $13443115.62  | 0.30%             | 2026-06-09      | Variable      | 0.02%                 | 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        |   3571000 | PA      | $3569878.71   | 0.08%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                    | DANSKE BANK AS (UNGTD) 1.621%/VAR 09/11/2026 144A                                                 | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   7600000 | PA      | $7528092.37   | 0.17%             | 2026-09-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2023-B                                                      | TESLA AUTO LEASE TRUST 2023-B 6.13% 09/21/2026 144A                                               | CUSIP: 88167QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4825160 | PA      | $4843959.58   | 0.11%             | 2026-09-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 6% 01/09/2028                                                            | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8506526.08   | 0.19%             | 2028-01-09      | Fixed         | 0.06%                 | 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        |    131172 | PA      | $129451.00    | 0.00%             | 2036-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #587698                                                                           | CUSIP: 36201M3F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       401 | PA      | $414.18       | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                   | ABN AMRO BANK NV 1.542%/VAR 06/16/2027 144A                                                       | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2513451.54   | 0.06%             | 2027-06-16      | Variable      | 0.02%                 | 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        |   8596000 | PA      | $8627768.24   | 0.19%             | 2028-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                                                   | DLLMT 2024-1 LLC 4.84% 08/21/2028 144A                                                            | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3618000 | PA      | $3641590.45   | 0.08%             | 2028-08-21      | Fixed         | 0.05%                 | 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        |   7500000 | PA      | $7566884.63   | 0.17%             | 2027-07-28      | Variable      | 0.05%                 | 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        |   5735000 | PA      | $5734385.15   | 0.13%             | 2025-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026                                                           | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9300000 | PA      | $9282019.01   | 0.21%             | 2026-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA 6.612%/VAR 10/19/2027 144A                                                                | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2945000 | PA      | $3011009.91   | 0.07%             | 2027-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A                                                      | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5093000 | PA      | $5138828.80   | 0.12%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028                                                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10575196.60  | 0.24%             | 2028-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 6.496%/VAR 09/13/2027                                                                | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5104632.60   | 0.11%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1                                       | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.62% 07/16/2029                                     | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7935000 | PA      | $7963357.31   | 0.18%             | 2029-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/29 #457860                                                                           | CUSIP: 36208QTR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       766 | PA      | $775.99       | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NISSAN MASTER OWNER TR RECEIVABLE                                                  | NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A                                           | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2761000 | PA      | $2778063.53   | 0.06%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2                                      | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A                               | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1072000 | PA      | $1083321.71   | 0.02%             | 2029-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 3.244% 10/05/2026                                                         | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |  12350000 | PA      | $12105065.91  | 0.27%             | 2026-10-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A                                       | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8655480.45   | 0.19%             | 2026-12-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/29 #487117                                                                           | CUSIP: 36210BDW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       434 | PA      | $440.56       | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                                                    | FORDF 2025-1 A1 4.63% 04/15/2030                                                                  | CUSIP: 34529BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7085000 | PA      | $7116273.90   | 0.16%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                         | HPS CORPORATE LENDING FUND 5.3% 06/05/2027 144A                                                   | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   5597000 | PA      | $5584269.79   | 0.13%             | 2027-06-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/28 #462643                                                                           | CUSIP: 36208V5C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1924 | PA      | $1948.01      | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/29 #471552                                                                           | CUSIP: 36209GZR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        39 | PA      | $39.25        | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 9/28 #486539                                                                           | CUSIP: 36210APY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       949 | PA      | $960.89       | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                     | MORGAN STANLEY BK NA SALT LAKE 5.016%/VAR 01/12/2029                                              | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   6562000 | PA      | $6627925.00   | 0.15%             | 2029-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-A                                              | WORLD OMNI AUTO RECEIVABLES TR 2024-A 4.86% 03/15/2029                                            | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8035704.80   | 0.18%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 12/28 #780995                                                                          | CUSIP: 36225BC89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       156 | PA      | $157.91       | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | 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        |   9127000 | PA      | $9136930.18   | 0.20%             | 2038-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                      | HEWLETT PACKARD ENTERPRISE CO 4.4% 09/25/2027                                                     | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4782000 | PA      | $4775781.54   | 0.11%             | 2027-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                         | VMWARE INC 4.65% 05/15/2027                                                                       | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8011857.20   | 0.18%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                   | GLENCORE FDG LLC 4.907% 04/01/2028 144A                                                           | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2502000 | PA      | $2513905.52   | 0.06%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 1.197%/VAR 10/24/2026                                                 | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $16267547.18  | 0.36%             | 2026-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 5.516% 03/25/2027 144A                                                      | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $12571955.26  | 0.28%             | 2027-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1                                         | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 4.63% 07/20/2029                                       | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10670000 | PA      | $10745459.31  | 0.24%             | 2029-07-20      | Fixed         | 0.05%                 | 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        |  12820000 | PA      | $12798360.48  | 0.29%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING TRUST 2024-3                                                       | OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A                                                | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    992940 | PA      | $992869.93    | 0.02%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                                     | CARMAX AUTO OWNER TRUST 2024-1 4.92% 10/16/2028                                                   | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3478000 | PA      | $3490680.44   | 0.08%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRET 2022-RN1 LLC                                                                  | PRET 2022-RN1 LLC STEP 07/25/2051 144A                                                            | CUSIP: 69363JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1781479 | PA      | $1782559.38   | 0.04%             | 2051-07-25      | Variable      | 0.07%                 | 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        |  13876000 | PA      | $13913881.48  | 0.31%             | 2033-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 4.8% 09/19/2039 144A                                             | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   7905000 | PA      | $7915093.10   | 0.18%             | 2039-09-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 5/32 #552576                                                                           | CUSIP: 36213E2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       393 | PA      | $403.57       | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TESLA ELEC VEH TR 2023-1                                                           | TESLA ELEC VEH TR 2023-1 5.38% 06/20/2028 144A                                                    | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3567000 | PA      | $3594476.60   | 0.08%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FNR 2001-40 Z 6% 8/31                                                                             | CUSIP: 313920NH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     10912 | PA      | $11043.27     | 0.00%             | 2031-08-25      | Fixed         | 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        |   8500000 | PA      | $8278692.30   | 0.19%             | 2028-09-01      | Fixed         | 0.04%                 | 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        |   5973043 | PA      | $5993740.17   | 0.13%             | 2026-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 8/28 #475544                                                                           | CUSIP: 36209MHV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       545 | PA      | $552.70       | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MTG LN TR 2020-1                                                         | OCEANVIEW MTG LN TR 2020-1 1.73291% 05/28/2050 144A                                               | CUSIP: 676477AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    590790 | PA      | $551233.36    | 0.01%             | 2050-05-28      | Fixed         | 0.02%                 | 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        |   1501024 | PA      | $1514675.44   | 0.03%             | 2036-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/32 #574355                                                                           | CUSIP: 36200WBY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       144 | PA      | $146.50       | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2024-1                                                     | BMW VEHICLE LEASE TRUST 2024-1 4.98% 03/25/2027                                                   | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5392000 | PA      | $5410710.78   | 0.12%             | 2027-03-25      | Fixed         | 0.05%                 | 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        |   9543000 | PA      | $9508034.45   | 0.21%             | 2035-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                       | HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029                                                | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $10632184.10  | 0.24%             | 2029-08-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                           | MET TOWER GLOBAL FUNDING 4% 10/01/2027 144A                                                       | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   3503000 | PA      | $3467253.78   | 0.08%             | 2027-10-01      | Fixed         | 0.04%                 | 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        |   3257000 | PA      | $3289099.69   | 0.07%             | 2027-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1                                             | CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.11% 04/17/2028 144A                                      | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3483000 | PA      | $3499156.59   | 0.08%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                                                  | KEYBANK NATL ASSN 4.15% 08/08/2025                                                                | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1410682.52   | 0.03%             | 2025-08-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 8/32 #594252                                                                           | CUSIP: 36201VEZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8434 | PA      | $8668.84      | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/28 #780773                                                                           | CUSIP: 36225A2E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2027 | PA      | $2041.90      | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 5.373%/VAR 01/10/2029                                              | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $10719915.89  | 0.24%             | 2029-01-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PARK PL SECS INC                                                                   | PPSI 2005-WCH1 M4 TSFR1M+135.948 1/36                                                             | CUSIP: 70069FFL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1522 | PA      | $1519.67      | 0.00%             | 2036-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.994%/VAR 04/12/2029                                                              | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6701000 | PA      | $6763748.43   | 0.15%             | 2029-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 23-A                                                        | TESLA AUTO LEASE TRUST 23-A 5.89% 06/22/2026 144A                                                 | CUSIP: 88167PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    430244 | PA      | $430820.64    | 0.01%             | 2026-06-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                               | ENEL FINANCE INTL NV 5.125% 06/26/2029 144A                                                       | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  10080000 | PA      | $10204970.63  | 0.23%             | 2029-06-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                               | VERIZON MASTER TRUST 5.16% 06/20/2029                                                             | CUSIP: 92348KBS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7552000 | PA      | $7606196.17   | 0.17%             | 2029-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 2/32 #569702                                                                           | CUSIP: 36200Q3K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       164 | PA      | $168.76       | 0.00%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.786%/VAR 03/04/2029                                                               | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10113733.17  | 0.23%             | 2029-03-04      | Variable      | 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        |   3605000 | PA      | $3636049.04   | 0.08%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                            | HYUNDAI CAP AMER 2.375% 10/15/2027 144A                                                           | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9200000 | PA      | $8671907.86   | 0.19%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 2/31 #474763                                                                           | CUSIP: 36209LML7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       123 | PA      | $126.40       | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2023-D                                              | WORLD OMNI AUTO RECEIVABLES TR 2023-D 5.79% 02/15/2029                                            | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4879000 | PA      | $4932948.57   | 0.11%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-A                                                    | TOYOTA LEASE OWNER TRUST 2024-A 5.25% 04/20/2027 144A                                             | CUSIP: 89238GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1486610 | PA      | $1493614.93   | 0.03%             | 2027-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TMUST 24-1A                                                                        | TMUST 24-1A A 5.05% 09/20/2029 144A                                                               | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6446000 | PA      | $6487612.80   | 0.15%             | 2029-09-20      | Fixed         | 0.05%                 | No            |                  2 | 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        |   5999574 | PA      | $6034332.92   | 0.14%             | 2030-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 0.985%/VAR 12/10/2026                                                              | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6076022.82   | 0.14%             | 2026-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1                                         | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.02% 06/20/2028                                       | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3407000 | PA      | $3417497.31   | 0.08%             | 2028-06-20      | 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        |  12000000 | PA      | $12069012.36  | 0.27%             | 2029-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                              | ENTERPRISE FLEET FINANCING 2024-3 LLC 4.98% 08/21/2028 144A                                       | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6368000 | PA      | $6420336.04   | 0.14%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC T1Y+NA 11/02/2028                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10400000 | PA      | $11004941.79  | 0.25%             | 2028-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 08/01/2039#FM1353                                                                  | CUSIP: 3140X4QF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269830 | PA      | $264756.48    | 0.01%             | 2039-08-01      | Fixed         | 0.04%                 | 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        |  12000000 | PA      | $12070581.36  | 0.27%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                   | ABN AMRO BANK NV 6.339%/VAR 09/18/2027 144A                                                       | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   6100000 | PA      | $6215279.08   | 0.14%             | 2027-09-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST 2021                                                     | RMF BUYOUT ISSUANCE TRUST 2021 1.268% 11/25/2031 144A                                             | CUSIP: 74969TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34484 | PA      | $34361.53     | 0.00%             | 2031-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A                                            | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9920000 | PA      | $10025249.22  | 0.22%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 5.61%/VAR 09/29/2026                                                                | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7316809.42   | 0.16%             | 2026-09-29      | Variable      | 0.06%                 | 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        |   1595000 | PA      | $1593435.94   | 0.04%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 5% 02/20/2026                                                                     | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10013703.10  | 0.22%             | 2026-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.625% 06/15/2027                                                                       | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 229900000 | PA      | $233106026.77 | 5.22%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                | AMERICAN TOWER CORP 1.3% 09/15/2025                                                               | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1443568.30   | 0.03%             | 2025-09-15      | Fixed         | 0.01%                 | 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        |   1715121 | PA      | $1715396.90   | 0.04%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 7.1% 11/15/2027                                                                     | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8389960.72   | 0.19%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST 2020                                                           | COMM MORTGAGE TRUST 2020 1.67% 01/10/2038 144A                                                    | CUSIP: 12598EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4412000 | PA      | $4187813.93   | 0.09%             | 2038-01-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/32 #587033                                                                           | CUSIP: 36201MEE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       546 | PA      | $560.92       | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                 | CANADIAN IMPERIAL BK OF COMM 5.001% 04/28/2028                                                    | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $8130113.60   | 0.18%             | 2028-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC                                          | FLATIRON CLO 20 LTD / LLC AR TSFR3M+138 05/20/2036 144A                                           | CUSIP: 33883MAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4373000 | PA      | $4380591.53   | 0.10%             | 2036-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MTR CR CO LLC 5.85% 05/17/2027                                                               | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11983190.28  | 0.27%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                                             | CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A                                      | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1761253.20   | 0.04%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2023-3                                                | UPSTART SECURITIZATION TRUST 2023-3 A 6.9% 10/20/2033 144A                                        | CUSIP: 91684MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1472552 | PA      | $1481620.45   | 0.03%             | 2033-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2021-D                                              | WORLD OMNI AUTO RECEIVABLES TR 2021-D A3 0.81% 10/15/2026                                         | CUSIP: 98163KAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33131 | PA      | $33078.70     | 0.00%             | 2026-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 8/28 #464132                                                                           | CUSIP: 36208XSV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1479 | PA      | $1501.27      | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 5.9% 11/15/2026                                                                      | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3205000 | PA      | $3258981.17   | 0.07%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 5.45% 06/01/2028                                                                         | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8104577.12   | 0.18%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.679%/VAR 07/17/2026                                                              | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  16533000 | PA      | $16530776.31  | 0.37%             | 2026-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-C                                              | HYUNDAI AUTO RECEIVABLES TRUST 2023-C 5.54% 10/16/2028                                            | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4434000 | PA      | $4484799.45   | 0.10%             | 2028-10-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TR 2024-1                                                          | HUNTINGTON AUTO TR 2024-1 5.23% 01/16/2029 144A                                                   | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9089000 | PA      | $9157321.10   | 0.21%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TR 2021-1                                          | ONEMAIN DIRECT AUTO RECEIVABLES TR 2021-1 0.87% 07/14/2028 144A                                   | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    634212 | PA      | $628947.12    | 0.01%             | 2028-07-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1                                                      | CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A                                               | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1410000 | PA      | $1419962.50   | 0.03%             | 2029-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 5.50% 11/34 #310105                                                                          | CUSIP: 31374CNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372887 | PA      | $381337.21    | 0.01%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2                                         | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48% 12/20/2028                                       | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5119000 | PA      | $5189463.04   | 0.12%             | 2028-12-20      | Fixed         | 0.05%                 | 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        |  10000000 | PA      | $10010150.00  | 0.22%             | 2036-07-20      | Variable      | 0.06%                 | 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        |    572278 | PA      | $579202.84    | 0.01%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 21-GS5                                                 | LEGACY MORTGAGE ASSET TRUST 21-GS5 VAR 07/25/2067 144A                                            | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2606358 | PA      | $2590914.48   | 0.06%             | 2067-07-25      | Variable      | 0.05%                 | 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        |   6132582 | PA      | $6134522.76   | 0.14%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 4.351% 06/13/2025 144A                                                    | CUSIP: 83368RBN1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4200000 | PA      | $4199368.82   | 0.09%             | 2025-06-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 8.5% 07/01/2027#                                                                        | CUSIP: 31292GS49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        13 | PA      | $12.91        | 0.00%             | 2027-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                            | CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A                                                     | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2216637 | PA      | $2134142.52   | 0.05%             | 2061-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                            | CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A                                                     | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3643936 | PA      | $3616934.84   | 0.08%             | 2060-07-15      | Fixed         | 0.02%                 | 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        |   8372000 | PA      | $8309210.00   | 0.19%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5% 03/01/2028                                                                             | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5201000 | PA      | $5255822.86   | 0.12%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2019-III                                                           | BARINGS CLO LTD 2019-III A1RR TSFR3M+114 01/20/2036 144A                                          | CUSIP: 06761KAW1<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   4700000 | PA      | $4698110.60   | 0.11%             | 2036-01-20      | Variable      | 0.05%                 | 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        |   1295149 | PA      | $1295958.83   | 0.03%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                     | BLACKSTONE PRIVATE CREDIT FUND 7.3% 11/27/2028                                                    | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12707958.60  | 0.28%             | 2028-11-27      | Fixed         | 0.07%                 | 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        |   4822000 | PA      | $4758986.59   | 0.11%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR                                                                     | SEMT 2004-6 A3B TSFR6M+130.826 7/34                                                               | CUSIP: 81744FCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       563 | PA      | $518.76       | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                             | EQUITABLE HOLDINGS INC 4.35% 04/20/2028                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7945895.60   | 0.18%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                         | PINNACLE WEST CAPITAL CORP 4.9% 05/15/2028                                                        | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $2064703.11   | 0.05%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 5.25% 04/05/2027                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3961000 | PA      | $4007368.30   | 0.09%             | 2027-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                                                  | CHASE ISSUANCE TR VAR 01/16/2029                                                                  | CUSIP: 161571HV9<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |   8858000 | PA      | $8900509.54   | 0.20%             | 2029-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 5.9%/VAR 10/28/2026                                                         | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6226690.57   | 0.14%             | 2026-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                           | AMPHENOL CORPORATION NEW 5.05% 04/05/2027                                                         | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1411711.50   | 0.03%             | 2027-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO CARD ISSUANCE TRUST                                                    | WELLS FARGO CARD ISSUANCE TRUST 4.94% 02/15/2029                                                  | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7890000 | PA      | $7969822.34   | 0.18%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #582173                                                                           | CUSIP: 36201FXA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1116 | PA      | $1147.18      | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | 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        |   9924000 | PA      | $10087259.92  | 0.23%             | 2027-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 3/31 #474767                                                                           | CUSIP: 36209LMQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       113 | PA      | $115.64       | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 8.5% 06/01/2027#                                                                        | CUSIP: 3128FPPS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       494 | PA      | $504.85       | 0.00%             | 2027-06-01      | Fixed         | 0.09%                 | 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        |   5887000 | PA      | $5878395.68   | 0.13%             | 2026-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 11/28 #488293                                                                          | CUSIP: 36210CNJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1021 | PA      | $1035.64      | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | 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        |  10200000 | PA      | $10182711.00  | 0.23%             | 2034-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                          | TORONTO DOMINION BANK 4.98% 04/05/2027                                                            | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3025097.94   | 0.07%             | 2027-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                       | BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A                                                       | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4016621 | PA      | $4021641.60   | 0.09%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                   | GLENCORE FDG LLC 5.338% 04/04/2027 144A                                                           | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14155815.52  | 0.32%             | 2027-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                                                     | AMERICAN EXPRESS CR ACC MST TR 5.23% 04/15/2029                                                   | CUSIP: 02582JKH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8100000 | PA      | $8236612.17   | 0.18%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC                                            | DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC A1R TSFR3M+129 08/20/2034 144A                            | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6123000 | PA      | $6124487.89   | 0.14%             | 2034-08-20      | Variable      | 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        |   6500000 | PA      | $6705657.21   | 0.15%             | 2027-10-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 4.25% 04/15/2027                                                               | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   8606000 | PA      | $8538108.04   | 0.19%             | 2027-04-15      | Fixed         | 0.04%                 | 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        |   9501000 | PA      | $9469504.19   | 0.21%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28                        | MSBAM 2016-C28 3.272% 01/15/49                                                                    | CUSIP: 61766LBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    802735 | PA      | $795797.77    | 0.02%             | 2049-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC                          | TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC AR TSFR3M+119.161 07/15/2030 144A       | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2285927 | PA      | $2286068.94   | 0.05%             | 2030-07-15      | Variable      | 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        |   6602000 | PA      | $6577451.52   | 0.15%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 4.26%/VAR 07/28/2026                                                        | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10487988.32  | 0.24%             | 2026-07-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                       | DISCOVERY COMMUNICATIONS LLC 4.9% 03/11/2026                                                      | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4493163.69   | 0.10%             | 2026-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.505%/VAR 10/22/2028                                                       | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11975353.68  | 0.27%             | 2028-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.375% 12/15/2026                                                                       | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 120000000 | PA      | $120646874.40 | 2.70%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 8/32 #579718                                                                           | CUSIP: 36201DAT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       128 | PA      | $131.61       | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/31 #529426                                                                           | CUSIP: 36212CD73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       301 | PA      | $307.36       | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | 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        |   5800000 | PA      | $5797651.93   | 0.13%             | 2026-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST                                                              | TMTS 2003-4HE A TSFR1M+97.448 9/34                                                                | CUSIP: 881561BU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65691 | PA      | $67440.92     | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST 2021-SP1                                                   | NEW YORK MORTGAGE TRUST 2021-SP1 4.6696% 08/25/2061 144A                                          | CUSIP: 62955RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    861972 | PA      | $857714.30    | 0.02%             | 2061-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2021-8                                                            | ANGEL OAK MTG TR 2021-8 1.82% 12/01/2025 144A                                                     | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2194820 | PA      | $1931623.99   | 0.04%             | 2066-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                           | MARS INC 4.45% 03/01/2027 144A                                                                    | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5129000 | PA      | $5133969.44   | 0.12%             | 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        |   5100000 | PA      | $4941547.08   | 0.11%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 6% 02/01/2029 144A                                                             | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10127036.80  | 0.23%             | 2029-02-01      | Fixed         | 0.06%                 | 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        |   1243000 | PA      | $1235231.25   | 0.03%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-B                                                | FORD CREDIT AUTO OWNER TRUST 2023-B 5.23% 05/15/2028                                              | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4621820 | PA      | $4644259.63   | 0.10%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2                                    | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 5.82% 06/15/2028                                  | CUSIP: 14044EAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7279000 | PA      | $7367890.42   | 0.17%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 4.75% 06/09/2027                                                                    | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4505253.21   | 0.10%             | 2027-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 5/29 #499907                                                                           | CUSIP: 36210RKU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       333 | PA      | $338.02       | 0.00%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                        | ORACLE CORP 4.8% 08/03/2028                                                                       | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5049296.80   | 0.11%             | 2028-08-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                                 | BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A                                                   | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2929000 | PA      | $2918016.25   | 0.07%             | 2035-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2011-GC5                                                            | GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A                                                    | CUSIP: 36191YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1741620 | PA      | $1701679.38   | 0.04%             | 2044-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                             | CHASE AUTO OWNER TRUST 4.94% 07/25/2029 144A                                                      | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8711000 | PA      | $8765839.23   | 0.20%             | 2029-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.5% 07/15/2026                                                                         | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23931000 | PA      | $24031024.16  | 0.54%             | 2026-07-15      | Fixed         | 0.04%                 | 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        |    991101 | PA      | $981809.77    | 0.02%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                        | NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A                                         | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   7800000 | PA      | $7986774.90   | 0.18%             | 2027-10-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 8.5% 07/01/2028#                                                                        | CUSIP: 31283HCS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        65 | PA      | $66.12        | 0.00%             | 2028-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-2 LLC                                                   | ENTERPRISE FLEET FING 2023-2 LLC 5.56% 04/22/2030 144A                                            | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3684577 | PA      | $3703831.14   | 0.08%             | 2030-04-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA 5.203% 01/18/2027 144A                                                                    | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   8000000 | PA      | $8083937.76   | 0.18%             | 2027-01-18      | 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        |   2424000 | PA      | $2425710.20   | 0.05%             | 2027-09-01      | Fixed         | 0.05%                 | 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        |   2425000 | PA      | $2437404.14   | 0.05%             | 2028-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-TY                                                                  | BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A                                                   | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4067000 | PA      | $4065729.06   | 0.09%             | 2037-04-15      | Variable      | 0.06%                 | 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        |   5291000 | PA      | $5333824.61   | 0.12%             | 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        |  10000000 | PA      | $10004558.10  | 0.22%             | 2025-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMW VECHICLE LEASE TR 2023-2                                                       | BMW VECHICLE LEASE TR 2023-2 5.99% 09/25/2026                                                     | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2028628 | PA      | $2036514.35   | 0.05%             | 2026-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 6.296%/VAR 10/18/2028                                                              | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12700000 | PA      | $13171954.23  | 0.30%             | 2028-10-18      | Variable      | 0.06%                 | 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        |   1071807 | PA      | $1071807.10   | 0.02%             | 2039-12-15      | Variable      | 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        |   6775000 | PA      | $6772345.22   | 0.15%             | 2027-04-01      | Fixed         | 0.05%                 | 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        |   2629507 | PA      | $2640894.37   | 0.06%             | 2035-05-15      | Fixed         | 0.06%                 | 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        |  10108000 | PA      | $10109950.84  | 0.23%             | 2036-07-23      | Variable      | 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        |   6400000 | PA      | $6416947.84   | 0.14%             | 2028-09-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                 | BANCO SANTANDER SA 5.365%/VAR 07/15/2028                                                          | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4000000 | PA      | $4060247.24   | 0.09%             | 2028-07-15      | Variable      | 0.05%                 | 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        |   1071056 | PA      | $1067039.60   | 0.02%             | 2039-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 2.45% 07/15/2028                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3287938.23   | 0.07%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A                                            | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6911000 | PA      | $6963860.17   | 0.16%             | 2028-06-15      | Fixed         | 0.05%                 | 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        |  11603000 | PA      | $11603000.00  | 0.26%             | 2036-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 3.52%/VAR 10/27/2028                                                                | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9729290.20   | 0.22%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2021-1 A                                              | FORD CREDIT AUTO OWNER TRUST 2021-1 A 1.37% 10/17/2033 144A                                       | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4343000 | PA      | $4223210.07   | 0.09%             | 2033-10-17      | Fixed         | 0.01%                 | 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        |  11150000 | PA      | $11140909.41  | 0.25%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 2.196% 02/04/2026                                                                       | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3929169.16   | 0.09%             | 2026-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B                                     | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B 5.15% 06/15/2026 144A                              | CUSIP: 448980AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1868810 | PA      | $1869655.99   | 0.04%             | 2026-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                             | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A                            | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2883644 | PA      | $2876434.39   | 0.06%             | 2038-11-15      | Variable      | 0.05%                 | 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        |   2951000 | PA      | $2958696.21   | 0.07%             | 2026-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BA CR CARD TR                                                                      | BA CR CARD TR 5% 04/15/2028                                                                       | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3936000 | PA      | $3943404.01   | 0.09%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FINANCIAL CORP 5.468%/VAR 02/01/2029                                                  | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8142134.24   | 0.18%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017                                                       | WELLS FARGO COML MTG TR 2017-RC1 ASB 3.453% 01/15/2060                                            | CUSIP: 95001FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445995 | PA      | $443022.98    | 0.01%             | 2060-01-15      | Fixed         | 0.03%                 | 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        |  10700000 | PA      | $10724326.45  | 0.24%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                              | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.125% 02/01/2028                           | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   6000000 | PA      | $6060252.00   | 0.14%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                     | PNC FINANCIAL SERVICES GRP INC 5.582%/VAR 06/12/2029                                              | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  14700000 | PA      | $15125598.52  | 0.34%             | 2029-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5.875% 02/15/2026                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6513500.83   | 0.15%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2                                  | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2 3.1% 02/16/2027                                 | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1047975 | PA      | $1043481.23   | 0.02%             | 2027-02-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 4.95% 01/07/2027 144A                                                       | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  10566000 | PA      | $10593321.14  | 0.24%             | 2027-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.827%/VAR 07/22/2026                                                 | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3999542.72   | 0.09%             | 2026-07-22      | Variable      | 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        |  11000000 | PA      | $10887319.19  | 0.24%             | 2027-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                    | DANSKE BANK AS (UNGTD) 4.298%/VAR 04/01/2028 144A                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  12000000 | PA      | $11910532.08  | 0.27%             | 2028-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 9/28 #467219                                                                           | CUSIP: 36209CAU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       121 | PA      | $120.80       | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | 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        |   8000000 | PA      | $7778462.80   | 0.17%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/28 #468670                                                                           | CUSIP: 36209DT38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        98 | PA      | $99.07        | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | 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        |    342000 | PA      | $340497.70    | 0.01%             | 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        |   1563530 | PA      | $1557666.99   | 0.03%             | 2026-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                   | BAYER US FIN LLC 6.125% 11/21/2026 144A                                                           | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $9029786.48   | 0.20%             | 2026-11-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                     | US BANCORP DEL 4.653%/VAR 02/01/2029                                                              | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10017351.20  | 0.22%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2023-3                                                | DELL EQUIPMENT FINANCE TRUST 2023-3 A3 5.93% 04/23/2029 144A                                      | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3682703 | PA      | $3702466.33   | 0.08%             | 2029-04-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 3.782%/VAR 02/01/2028                                                       | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11100000 | PA      | $10952328.26  | 0.25%             | 2028-02-01      | Variable      | 0.04%                 | 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        |   2670000 | PA      | $2678624.37   | 0.06%             | 2029-05-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                    | PHILIP MORRIS INTL INC 4.125% 04/28/2028                                                          | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  12750000 | PA      | $12668513.99  | 0.28%             | 2028-04-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                             | DIAMONDBACK ENERGY INC 5.2% 04/18/2027                                                            | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  10978000 | PA      | $11083224.90  | 0.25%             | 2027-04-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TR 2023-B                                                          | ARI FLEET LEASE TR 2023-B 6.05% 07/15/2032 144A                                                   | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3145205 | PA      | $3168711.48   | 0.07%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 COML MTG TR                                                        | CSAIL 2018-CX12 COML MTG TR 4.1628% 08/15/2051                                                    | CUSIP: 12595XAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1354510 | PA      | $1327256.40   | 0.03%             | 2051-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                        | MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A                                                 | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1764605 | PA      | $1775381.15   | 0.04%             | 2037-04-20      | Fixed         | 0.06%                 | 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        |  10713000 | PA      | $10712916.12  | 0.24%             | 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        |   6794000 | PA      | $6907443.22   | 0.15%             | 2027-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.979%/VAR 01/24/2029                                                 | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12117537.00  | 0.27%             | 2029-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2024-HB1                                                          | OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A                                                      | CUSIP: 675952AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    131822 | PA      | $128209.19    | 0.00%             | 2037-02-25      | Fixed         | 0.03%                 | 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        |   7659000 | PA      | $7689291.88   | 0.17%             | 2029-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 03/01/2039#FM1774                                                                  | CUSIP: 3140X46L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191313 | PA      | $187476.17    | 0.00%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A                                            | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   4558327 | PA      | $4618022.27   | 0.10%             | 2038-08-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                                                        | CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029                                                       | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1385000 | PA      | $1403166.91   | 0.03%             | 2029-01-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RR 16 LTD                                                                          | RR 16 LTD A1 TSFR3M+137.161 07/15/2036 144A                                                       | CUSIP: 74971CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4187000 | PA      | $4194419.36   | 0.09%             | 2036-07-15      | Variable      | 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        |   7134000 | PA      | $7169590.53   | 0.16%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A                               | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A 5.26% 10/15/2027                             | CUSIP: 981946AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4502000 | PA      | $4544616.83   | 0.10%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.04% 05/01/2027                                                                        | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5030040.25   | 0.11%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 3/32 #552475                                                                           | CUSIP: 36213EXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       620 | PA      | $635.53       | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-B                                              | WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.27% 09/17/2029                                            | CUSIP: 98164HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4901000 | PA      | $4948237.31   | 0.11%             | 2029-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1                                    | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 4.87% 02/15/2028                                  | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4761480 | PA      | $4770039.40   | 0.11%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FHR 3949 MK 4.5% 10/34                                                                            | CUSIP: 3137AFZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     97410 | PA      | $96090.93     | 0.00%             | 2034-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 2/30 #477030                                                                           | CUSIP: 36209N4P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1098 | PA      | $1124.04      | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FNR 2015-27 KF SOFR30A+41.448 05/45                                                               | CUSIP: 3136ANWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    763550 | PA      | $759151.71    | 0.02%             | 2045-05-25      | Variable      | 0.05%                 | 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        |   9800000 | PA      | $9854653.03   | 0.22%             | 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        |   3252000 | PA      | $3278217.88   | 0.07%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                                              | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028                                            | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2104000 | PA      | $2126135.13   | 0.05%             | 2028-01-18      | Fixed         | 0.05%                 | 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        |   4155000 | PA      | $4169131.99   | 0.09%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 3.5% 07/26/2026 144A                                                  | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  10800000 | PA      | $10640925.61  | 0.24%             | 2026-07-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                                                    | FORDF 2025-1 A1 4.84% 04/15/2030                                                                  | CUSIP: 34529BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3570000 | PA      | $3572647.16   | 0.08%             | 2030-04-15      | Fixed         | 0.05%                 | 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        |   9615000 | PA      | $9616971.08   | 0.22%             | 2036-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                  | EVERSOURCE ENERGY 5.45% 03/01/2028                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5109895.40   | 0.11%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A                                                | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5100000 | PA      | $5004307.12   | 0.11%             | 2026-12-14      | Variable      | 0.01%                 | 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        |  13300000 | PA      | $13360116.00  | 0.30%             | 2029-05-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 1.5% 02/15/2026                                                                  | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4687996.75   | 0.11%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                       | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10093368.00  | 0.23%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.625% 09/30/2028                                                                       | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $51150390.50  | 1.15%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                       | GALLAGHER (ARTHUR J.) and CO 4.6% 12/15/2027                                                      | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   7040000 | PA      | $7056296.97   | 0.16%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 4.95% 01/13/2028 144A                                    | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3849000 | PA      | $3872100.97   | 0.09%             | 2028-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 8.5% 08/01/2027#                                                                        | CUSIP: 31283G3U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       131 | PA      | $133.26       | 0.00%             | 2027-08-01      | Fixed         | 0.09%                 | 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        |   5000000 | PA      | $5014737.65   | 0.11%             | 2026-04-06      | Fixed         | 0.05%                 | 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        |   6365000 | PA      | $6358036.69   | 0.14%             | 2037-01-20      | Variable      | 0.05%                 | 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        |   3779000 | PA      | $3631178.48   | 0.08%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 4.873%/VAR 01/26/2029                                                       | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  13200000 | PA      | $13272077.28  | 0.30%             | 2029-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028                                                      | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12221718.12  | 0.27%             | 2028-04-22      | Variable      | 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        |    202877 | PA      | $200563.54    | 0.00%             | 2037-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2015-GC33                                                    | CITIGROUP COML MTG TR 2015-GC33 AAB 3.522% 09/10/58                                               | CUSIP: 29425AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52535 | PA      | $52466.76     | 0.00%             | 2058-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                       | Fidelity Cash Central Fund                                                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 125580031 | NS      | $125605146.59 | 2.81%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5.625% 09/01/2028                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10222171.90  | 0.23%             | 2028-09-01      | 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        |   2000000 | PA      | $2004199.60   | 0.04%             | 2027-01-20      | Variable      | 0.05%                 | 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        |   7000000 | PA      | $7052389.05   | 0.16%             | 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        |   2267000 | PA      | $2257097.29   | 0.05%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                                                   | DLLAD 2024-1 LLC 5.3% 07/20/2029 144A                                                             | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    595000 | PA      | $603290.73    | 0.01%             | 2029-07-20      | 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        |  10148000 | PA      | $10186236.75  | 0.23%             | 2026-09-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM7 TR                                                                  | GCAT 2021-NQM7 TR 1.888% 08/25/2066 144A                                                          | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1084337 | PA      | $989781.32    | 0.02%             | 2066-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                               | VERIZON MASTER TRUST 4.62% 11/20/2030                                                             | CUSIP: 92348KDM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10600000 | PA      | $10686343.36  | 0.24%             | 2030-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 03/31/2030                                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25042968.75  | 0.56%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2018-C47                                                   | WELLS FARGO COML MTG TR 2018-C47 A3 4.175% 09/15/2061                                             | CUSIP: 95002DBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1928362 | PA      | $1900246.18   | 0.04%             | 2061-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                          | TRANSCANADA PIPELINES LTD 4.25% 05/15/2028                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $7936938.32   | 0.18%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                            | BANK OF NOVA SCOTIA 4.932%/VAR 02/14/2029                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10900000 | PA      | $10978522.40  | 0.25%             | 2029-02-14      | Variable      | 0.05%                 | 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        |   2024963 | PA      | $2022432.19   | 0.05%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.674%/VAR 03/12/2028                                                                | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $6090522.12   | 0.14%             | 2028-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC T1Y+NA 08/09/2028                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4059115.20   | 0.09%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 4.15% 02/15/2028                                                                     | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4975500.05   | 0.11%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                 | CONAGRA BRANDS INC 5.3% 10/01/2026                                                                | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6044801.28   | 0.14%             | 2026-10-01      | Fixed         | 0.05%                 | 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        |   5786000 | PA      | $5648925.03   | 0.13%             | 2026-03-25      | 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 A1 TSFR3M+105 04/15/2030 144A   | CUSIP: 69701CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    806277 | PA      | $806316.67    | 0.02%             | 2030-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                              | ARI FLEET LEASE TRUST 5.3% 11/15/2032 144A                                                        | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4781182 | PA      | $4800141.37   | 0.11%             | 2032-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 5.571%/VAR 04/22/2028                                                       | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6936000 | PA      | $7062781.48   | 0.16%             | 2028-04-22      | Variable      | 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        |   1010000 | PA      | $1003386.50   | 0.02%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-1 OWNER TRUST                                          | HONDA AUTO RECEIVABLES 2023-1 OWNER TRUST 5.04% 04/21/2027                                        | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2810469 | PA      | $2815810.44   | 0.06%             | 2027-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/2029 144A                                            | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2465000 | PA      | $2479567.41   | 0.06%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/28 #464672                                                                           | CUSIP: 36208YFM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       385 | PA      | $387.95       | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                            | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.75% 08/01/2027 144A                                     | CUSIP: 58769JAU1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10019622.00  | 0.22%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.125% 10/31/2027                                                                       | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 342577200 | PA      | $344437288.00 | 7.72%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.75% 02/15/2028  | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11150000 | PA      | $10882384.50  | 0.24%             | 2028-02-15      | Fixed         | 0.04%                 | 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        |   2776000 | PA      | $2783504.64   | 0.06%             | 2039-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 06/01/2039#FM1045                                                                  | CUSIP: 3140X4ET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102121 | PA      | $100073.14    | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                | AMERICAN TOWER CORP 5.5% 03/15/2028                                                               | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5112590.65   | 0.11%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1                                        | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 4.29% 10/16/2028 144A                                 | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    793000 | PA      | $791307.98    | 0.02%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 3.615%/VAR 03/15/2028                                               | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13258575.59  | 0.30%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 12/29 #781120                                                                          | CUSIP: 36225BG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       112 | PA      | $113.49       | 0.00%             | 2029-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 5.706%/VAR 02/08/2028                                              | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  13600000 | PA      | $13768434.78  | 0.31%             | 2028-02-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 03/15/2028                                                                       | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 137809600 | PA      | $137884965.31 | 3.09%             | 2028-03-15      | Fixed         | 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        |  12100000 | PA      | $12279755.79  | 0.28%             | 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        |   8163312 | PA      | $8234565.88   | 0.18%             | 2039-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 7.161%/VAR 10/30/2029                                                       | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $8074046.18   | 0.18%             | 2029-10-30      | Variable      | 0.07%                 | 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        |   3905000 | PA      | $3959485.22   | 0.09%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2                                                   | KUBOTA CREDIT OWNER TRUST 2024-2 5.26% 11/15/2028 144A                                            | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1629000 | PA      | $1655358.69   | 0.04%             | 2028-11-15      | 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        |    504694 | PA      | $506093.80    | 0.01%             | 2040-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.075%/VAR 04/23/2029                                                               | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11160000 | PA      | $10982525.53  | 0.25%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A                                                  | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2932000 | PA      | $2967456.97   | 0.07%             | 2029-04-13      | 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        |   1283000 | PA      | $1289393.45   | 0.03%             | 2026-03-02      | Fixed         | 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        |  14000000 | PA      | $14099888.60  | 0.32%             | 2028-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                      | BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A                                             | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2277000 | PA      | $2278423.13   | 0.05%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 5.516%/VAR 09/30/2028                                                           | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10165116.60  | 0.23%             | 2028-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                     | EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A                                   | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793398 | PA      | $793398.18    | 0.02%             | 2038-07-15      | Variable      | 0.06%                 | 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        |    148710 | PA      | $148943.60    | 0.00%             | 2034-07-17      | Fixed         | 0.06%                 | 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        |  11160000 | PA      | $11211251.41  | 0.25%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 3.557% 08/15/2027                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13693268.96  | 0.31%             | 2027-08-15      | 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        |  11469000 | PA      | $11741245.50  | 0.26%             | 2027-07-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/28 #467760                                                                           | CUSIP: 36209CTR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       157 | PA      | $157.93       | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 4.123%/VAR 06/06/2028                                                       | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3969049.08   | 0.09%             | 2028-06-06      | Variable      | 0.04%                 | 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        |   5134000 | PA      | $5181809.30   | 0.12%             | 2028-05-15      | Fixed         | 0.05%                 | 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        |  10443000 | PA      | $10488015.18  | 0.24%             | 2028-02-01      | 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        |   2251000 | PA      | $2262772.73   | 0.05%             | 2026-03-09      | 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        |   3413000 | PA      | $3310610.00   | 0.07%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                          | COREBRIDGE GLOBAL FUNDING 4.9% 01/07/2028 144A                                                    | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   5198000 | PA      | $5259515.11   | 0.12%             | 2028-01-07      | 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 5.78% 08/16/2028                         | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5981000 | PA      | $6052116.48   | 0.14%             | 2028-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/28 #475415                                                                           | CUSIP: 36209MDU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       161 | PA      | $163.17       | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | 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        |   1533638 | PA      | $1555997.19   | 0.03%             | 2030-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 5.819%/VAR 09/15/2029                                                 | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6216175.56   | 0.14%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 3.887%/VAR 01/10/2028                                                               | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14900000 | PA      | $14704741.01  | 0.33%             | 2028-01-10      | Variable      | 0.04%                 | 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        |   5000000 | PA      | $4944554.25   | 0.11%             | 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        |  12466000 | PA      | $12828287.14  | 0.29%             | 2027-04-15      | Fixed         | 0.06%                 | 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        |      1906 | NC      | $785929.57    | 0.02%             |  |  |  | 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        |   9335000 | PA      | $9445218.81   | 0.21%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 8/32 #583152                                                                           | CUSIP: 36201GZR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       543 | PA      | $561.13       | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-4                                                        | CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028                                                         | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1451000 | PA      | $1471528.31   | 0.03%             | 2028-07-17      | Fixed         | 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        |   4500000 | PA      | $4516931.97   | 0.10%             | 2026-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRUST 2023-3                                                  | GM FINANCIAL LEASING TRUST 2023-3 5.38% 11/20/2026                                                | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    453042 | PA      | $453943.01    | 0.01%             | 2026-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FNR 2016-42 FL SOFR30A+46.448 07/25/2046                                                          | CUSIP: 3136ASU95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    806208 | PA      | $803675.80    | 0.02%             | 2046-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                     | PNC FINANCIAL SERVICES GRP INC 5.3%/VAR 01/21/2028                                                | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3461000 | PA      | $3500812.99   | 0.08%             | 2028-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC                                              | DRYDEN 86 CLO LTD / DRYDEN 86 CLO LLC A1R TSFR3M+136.161 07/17/2034 144A                          | CUSIP: 26245XAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3892000 | PA      | $3893619.07   | 0.09%             | 2034-07-17      | Variable      | 0.06%                 | 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        |   4254962 | PA      | $4260281.19   | 0.10%             | 2041-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FIN 20                                                           | GREAT-WEST LIFECO FIN 20 0.904% 08/12/2025 144A                                                   | CUSIP: 391399AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1712043.06   | 0.04%             | 2025-08-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1                                   | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 5.47% 10/20/2028 144A                            | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7232960 | PA      | $7277027.00   | 0.16%             | 2028-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 10/28 #486623                                                                          | CUSIP: 36210ASL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        58 | PA      | $59.02        | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | 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        |   7716000 | PA      | $7559686.96   | 0.17%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029                                               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10957855.13  | 0.25%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                           | MARS INC 4.6% 03/01/2028 144A                                                                     | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8740494.67   | 0.20%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 12/15/2027                                                                           | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 338160300 | PA      | $339262871.66 | 7.60%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                  | ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A                                           | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1257000 | PA      | $1276138.58   | 0.03%             | 2028-04-20      | Fixed         | 0.06%                 | 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        |   5500000 | PA      | $5375823.81   | 0.12%             | 2026-02-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-D                                                | FORD CREDIT AUTO OWNER TRUST 2024-D 4.84% 08/15/2029                                              | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4420000 | PA      | $4443526.78   | 0.10%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                                                              | HOLCIM FINANCE US LLC 4.6% 04/07/2027 144A                                                        | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3363363.19   | 0.08%             | 2027-04-07      | Fixed         | 0.05%                 | 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        |   1678697 | PA      | $1675549.85   | 0.04%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 1.75% 03/01/2026                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4929000 | PA      | $4818075.07   | 0.11%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                   | WILLIAMS COS INC 4% 09/15/2025                                                                    | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4390392.29   | 0.10%             | 2025-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                 | BUNGE LTD FIN CORP 4.1% 01/07/2028                                                                | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $5873664.40   | 0.13%             | 2028-01-07      | 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        |    177332 | PA      | $177526.91    | 0.00%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 7 ELEVEN INC                                                                       | 7 ELEVEN INC 0.95% 02/10/2026 144A                                                                | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3892842.80   | 0.09%             | 2026-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC T1Y+NA 08/09/2026                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7300000 | PA      | $7306493.50   | 0.16%             | 2026-08-09      | Variable      | 0.05%                 | 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        |   1063379 | PA      | $1042730.65   | 0.02%             | 2034-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.375% 07/31/2026                                                                       | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  86559000 | PA      | $86802447.19  | 1.95%             | 2026-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/29 #503947                                                                           | CUSIP: 36210VZL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       139 | PA      | $141.41       | 0.00%             | 2029-07-15      | Fixed         | 0.07%                 | 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        |   8000000 | PA      | $7999366.64   | 0.18%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 4.387%/VAR 06/15/2027                                               | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9971619.50   | 0.22%             | 2027-06-15      | Variable      | 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        |    623000 | PA      | $630040.59    | 0.01%             | 2028-02-22      | Fixed         | 0.06%                 | 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        |   3955000 | PA      | $3960372.95   | 0.09%             | 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        |    186708 | PA      | $186483.10    | 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        |   8000000 | PA      | $7991120.72   | 0.18%             | 2027-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                           | EQT CORP 3.9% 10/01/2027                                                                          | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  11938000 | PA      | $11740262.55  | 0.26%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2023-B                                                    | TOYOTA LEASE OWNER TRUST 2023-B 5.66% 11/20/2026 144A                                             | CUSIP: 89240HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5853348 | PA      | $5875110.30   | 0.13%             | 2026-11-20      | Fixed         | 0.06%                 | 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        |    510000 | PA      | $509921.05    | 0.01%             | 2025-07-23      | Fixed         | 0.05%                 | 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        |   3343000 | PA      | $3372832.23   | 0.08%             | 2027-05-31      | Variable      | 0.06%                 | 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        |   2278000 | PA      | $2248389.19   | 0.05%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C                                           | WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028                                         | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    794000 | PA      | $796694.68    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | 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        |  10580000 | PA      | $10499517.94  | 0.24%             | 2034-10-15      | Variable      | 0.05%                 | 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        |   3556000 | PA      | $3564438.35   | 0.08%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                        | EQUINOR ASA 1.75% 01/22/2026                                                                      | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    690000 | PA      | $677657.76    | 0.02%             | 2026-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                       | ARI FLEET LEASE TRUST 2024-B 5.26% 04/15/2033 144A                                                | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    925000 | PA      | $932577.42    | 0.02%             | 2033-04-15      | 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        |    995000 | PA      | $993756.25    | 0.02%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 8/28 #433933                                                                           | CUSIP: 36207KBA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       129 | PA      | $130.78       | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | 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        |  13500000 | PA      | $13780292.13  | 0.31%             | 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        |   9500000 | PA      | $9496967.51   | 0.21%             | 2026-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                 | PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A                                                         | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4041356 | PA      | $3892925.49   | 0.09%             | 2054-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 4.25% 12/01/2027                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7938897.92   | 0.18%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 12/28 #781228                                                                          | CUSIP: 36225BLH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       110 | PA      | $111.21       | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                           | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                                        | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14540574.90  | 0.33%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIP FIN RECEIVABLES XV LLC                                                  | AMUR EQUIP FIN RECEIVABLES XV LLC 4.7% 09/22/2031 144A                                            | CUSIP: 03237FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6505000 | PA      | $6518583.09   | 0.15%             | 2031-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CWABS INC                                                                          | CWABS INC TSFR1M+61.448 07/25/2034                                                                | CUSIP: 1266713Y0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50724 | PA      | $49707.47     | 0.00%             | 2034-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                                       | SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A                                                | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1882000 | PA      | $1897637.16   | 0.04%             | 2027-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 6.442%/VAR 08/11/2028 144A                                                           | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  13100000 | PA      | $13561826.75  | 0.30%             | 2028-08-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL9 TR                                                                  | CSMC 2021-RPL9 TR VAR 02/25/2061 144A                                                             | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3492384 | PA      | $3542009.33   | 0.08%             | 2061-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 3/28 #449517                                                                           | CUSIP: 36208FK66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        13 | PA      | $12.89        | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2023-B OWNER TR                                            | NISSAN AUTO RECEIVABLES 2023-B OWNER TR 5.93% 03/15/2028                                          | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4082000 | PA      | $4117544.02   | 0.09%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                       | BANQUE FED CRED MUTUEL PARIS 5.088% 01/23/2027 144A                                               | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   8000000 | PA      | $8054522.00   | 0.18%             | 2027-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 2.75% 02/01/2026                                                                        | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2367609.62   | 0.05%             | 2026-02-01      | Fixed         | 0.03%                 | 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        |   7000000 | PA      | $7042028.28   | 0.16%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 3.375% 04/15/2029                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4768402.00   | 0.11%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 4.95% 01/15/2028 144A                                                 | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   7165000 | PA      | $7144468.48   | 0.16%             | 2028-01-15      | Fixed         | 0.05%                 | 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        |   2294000 | PA      | $2332861.03   | 0.05%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/28 #473323                                                                           | CUSIP: 36209JYU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1211 | PA      | $1227.82      | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-1                                                 | ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028                                               | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1512000 | PA      | $1520125.49   | 0.03%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/28 #477182                                                                           | CUSIP: 36209PCT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       377 | PA      | $382.15       | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2016-GC36                                                    | CITIGROUP COML MTG TR 2016-GC36 AAB 3.368% 02/10/2049                                             | CUSIP: 17324TAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129696 | PA      | $129297.34    | 0.00%             | 2049-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                       | UBS GROUP AG 4.703%/VAR 08/05/2027 144A                                                           | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9100000 | PA      | $9093132.41   | 0.20%             | 2027-08-05      | Variable      | 0.05%                 | 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        |   7527000 | PA      | $7519766.55   | 0.17%             | 2035-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.808%/VAR 07/25/2028                                                      | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15300000 | PA      | $15342022.98  | 0.34%             | 2028-07-25      | Variable      | 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        |   5000000 | PA      | $5067475.00   | 0.11%             | 2026-11-16      | Fixed         | 0.06%                 | 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        |   5000000 | PA      | $5045685.20   | 0.11%             | 2028-02-16      | Variable      | 0.05%                 | 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        |   5050000 | PA      | $5149259.82   | 0.12%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 5.807%/VAR 09/09/2026                                                     | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   6909000 | PA      | $6922658.26   | 0.16%             | 2026-09-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2023-2                                                           | DELL EQUIP FIN TR 2023-2 5.65% 01/22/2029 144A                                                    | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1730850 | PA      | $1737401.02   | 0.04%             | 2029-01-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2                          | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 5.33% 03/16/2027                        | CUSIP: 379931AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2916722 | PA      | $2920978.30   | 0.07%             | 2027-03-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 10/28 #486612                                                                          | CUSIP: 36210AR90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       527 | PA      | $535.71       | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                   | ABN AMRO BANK NV 6.575%/VAR 10/13/2026 144A                                                       | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   7800000 | PA      | $7847682.88   | 0.18%             | 2026-10-13      | Variable      | 0.07%                 | 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        |   8000000 | PA      | $8068720.48   | 0.18%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                 | CREDIT AGRICOLE SA 5.134% 03/11/2027 144A                                                         | CUSIP: 22534PAH6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7500000 | PA      | $7588541.18   | 0.17%             | 2027-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/29 #510983                                                                           | CUSIP: 36211EUG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        50 | PA      | $49.82        | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | 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        |   4900000 | PA      | $4745538.72   | 0.11%             | 2026-06-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BA CR CARD TR                                                                      | BA CR CARD TR 4.98% 11/15/2028                                                                    | CUSIP: 05522RDH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4541254.65   | 0.10%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2                                           | MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2 5.95% 11/15/2028                                         | CUSIP: 58769FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3438000 | PA      | $3482064.16   | 0.08%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                                                     | AMERICAN EXPRESS CR ACC MST TR 4.95% 10/15/2027                                                   | CUSIP: 02582JJX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2840000 | PA      | $2844161.45   | 0.06%             | 2027-10-15      | Fixed         | 0.05%                 | 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        |   9052000 | PA      | $9119370.05   | 0.20%             | 2029-04-23      | Variable      | 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        |    436522 | PA      | $431976.59    | 0.01%             | 2033-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TR 2024-1                                                                | BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A                                                     | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    717000 | PA      | $724031.98    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 5.933%/VAR 09/15/2027                                                 | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12185692.20  | 0.27%             | 2027-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/32 #584369                                                                           | CUSIP: 36201JFJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       311 | PA      | $319.18       | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2017-1 LTD                                                                | VOYA CLO 2017-1 LTD A1R TSFR3M+121.161 04/17/2030 144A                                            | CUSIP: 92916MAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    448460 | PA      | $448570.72    | 0.01%             | 2030-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA 2024-A A3                                                                    | TESLA 2024-A A3 5.3% 06/21/2027 144A                                                              | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3488000 | PA      | $3498579.45   | 0.08%             | 2027-06-21      | Fixed         | 0.05%                 | 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        |   2762000 | PA      | $2784684.47   | 0.06%             | 2027-03-26      | Fixed         | 0.05%                 | 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        |   2208000 | PA      | $2200724.86   | 0.05%             | 2025-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                            | BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A                                          | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1484286 | PA      | $1490325.83   | 0.03%             | 2040-12-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR                                                | SANTANDER DRIVE AUTO RECEIVABLES TR 4.74% 01/16/2029                                              | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2460000 | PA      | $2461954.47   | 0.06%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 8.5% 05/01/2027#                                                                        | CUSIP: 31283GYN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         6 | PA      | $5.63         | 0.00%             | 2027-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TR 2024-B                                                 | MERCEDES-BENZ AUTO LEASE TR 2024-B 4.89% 02/15/2028                                               | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9832000 | PA      | $9799656.65   | 0.22%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer